An optimistic decision-making in fuzzy environment

Bellman and Zadeh have originated three systems of multistage decision processes in a fuzzy environment: deterministic, stochastic and fuzzy systems. In this article, we consider an optimization problem with an optimistic criterion on a fuzzy system. By making use of minimization-maximization expectation in a fuzzy environment, we derive a recursive equation for the fuzzy decision process through invariant imbedding approach. By illustrating a three-state, two-decision and two-stage model, we give an optimal solution through dynamic programming. The optimal solution is also verified by the method of multistage fuzzy decision tree-table. (C) 2001 Elsevier Science Inc. All rights reserved.