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In this paper, we study the zero-error capacity for finite state channels with feedback when channel state information is known to both the transmitter and the receiver. We prove that the zero-error capacity in this case can be obtained through the solution of a dynamic programming problem. Each iteration of the dynamic programming provides lower and upper bounds on the zero-error capacity, and in the limit, the lower bound coincides with the zero-error feedback capacity. Furthermore, a sufficient condition for solving the dynamic programming problem is provided through a fixed-point equation. Analytical solutions for several examples are provided.