Fuzzy criterion dynamic programming and optimal control of multi-dimensional open inventory networks

This paper extends fuzzy criterion dynamic programming to the multidimensional case for an open inventory network which is an instructive framework for treating problems typified by stochastic multilocation inventory systems and multireservoir operations. The objective is to maximize the expected fuzzy criterion function of the product of fuzzy criterion sets. We prove the existence, uniqueness and stability theorems of solutions to this model. Further, we develop a decomposition algorithm for solving large scale problems associated with the model and give an illustrative example.