Solving Investment Problem with Inexact Rough Interval Data through Dynamic Programming Approach

Finding the best investment is an interesting optimization problem. When we deal with such a problem in an uncertain and vague environment, the optimization problem becomes more difficult. In this paper, we deal with rough data expressed in the form of an inexact rough interval fuzzy numbers, and then solve the optimization problem for atypical investment problem to obtain a rough interval solution. The process of optimization is illustrated by a numerical example.