An interactive algorithm for decomposing the parametric space in fuzzy multiobjective dynamic programming problem

The aim of this paper is to study the stability of multiobjective dynamic programming (MODP) problems with fuzzy parameters in the objective functions and in the constraints. These fuzzy parameters are characterized by fuzzy numbers. For such problems, concept and notion of the stability set of the first kind in parametric nonlinear programming problems are redefined and analyzed qualitatively under the concept of α-Pareto optimality. An interactive fuzzy decision making algorithm for the determination of any subset of the parametric space which has the same corresponding α-Pareto optimal solution is proposed. A numerical example is given to illustrate the method developed in the paper.