On Solving Fuzzy investment Problem using Dynamic Programming

Investment problem is considered as one of the most important and interesting optimization problem. This problem becomes more difficult when we deal with it in an uncertain and vague environment with fuzzy data. The aim of this paper is to modify the investment problem with Intervalvalued fuzzy number instead of normal fuzzy numbers. While the Intervalvalued fuzzy number investment problem introduced, a dynamic programming is applied to obtain the optimal policy and the corresponding best return. A numerical example is given to illustrate the aspects of the considered problem.