Decision-making in a fuzzy environment with fuzzy termination time

The multistage control of a deterministic and stochastic system in a fuzzy environment is considered. The fuzzy environment is meant as fuzzy constraints imposed on subsequent controls and a fuzzy goal to be attained. The fuzzy decision is assumed to be the intersection of fuzzy constraints and a fuzzy goal. The problem is to find a maximizing decision. The termination time is given as a specified fuzzy set in the space of control stages. For solving the problem, the dynamic programming is applied.