From the fact that multi-objective programming with indefinite phases has usually only
noninferior solutions, the concepts of the noninferior compound matrix of phase return and the
recurrence matrix for multi-objective programming with indefinite phases were put forward. Based
on these concepts, method of noninferior matrix to solve multi-objective dynamic programming
problems with indefinite phases was given. In this method, it is not necessary to give the relative
weights of objectives beforehand, and all the noninferior solutions can be gotten easily. The validity
of the method was verified by an example.