Markov decision-process-Fuzzy approach

This paper propose a fuzzy concept of return cost of Markov Decision Process model which is an application of dynamic programming to the solution of probabilistic decision process. The return structure of the process is measured by Triangular Fuzzy Number. The comparison method is based on the ranking method. The goal of this research is to provide the optimal solution for a finite stage and infinite stage which can be manipulated to study the real-world situation for the purpose of aiding the decision maker.