Abstract
The decision problem with N periods, which in the case of N=0 is the same as the decision problem defined by Bellman and Zadeh, has been considered on the basis of a fuzzy similarity relation, and the properties on the optimal pair of decision and goal have been mainly investigated. In this problem it is only necessary to obtain the present optimal pair of decision problems with N periods, since the future optimal pairs are out of the question at present. The future optimal pairs may be decided from the decision problem with N-i periods after i periods.