A class of dual fuzzy dynamic programs

In this paper we propose a large class of fuzzy dynamic programs. By use of the notion of dual binary relation we define a dual fuzzy dynamic program in the class. We establish two duality theorems between primal and dual fuzzy dynamic programs, One is for the two-parametric recursive equations, The other is for the nonparametric. We specify maximum-minimum process and minimum-minimum process in fuzzy environment and multiplicative-multiplicative process in quasi-stochastic environment, It is shown that the duality theorems hold between primal and dual programs. (C) 2001 Elsevier Science Inc. All rights reserved.