This paper investigates a multi-objective parallel machine scheduling problem under fully fuzzy environment with fuzzy job deterioration effect, fuzzy learning effect and fuzzy processing times. Due dates are decision variables for the problem and objective functions are to minimise total tardiness penalty cost, to minimise earliness penalty cost and to minimise cost of setting due dates. Due date assignment problems are significant for Just-in-Time (JIT) thought. A JIT company may want to have optimum schedule by minimising cost combination of earliness, tardiness and setting due dates. In this paper, we compare different approaches for modelling fuzzy mathematical programming models with a local search algorithm based on expected values of fuzzy parameters such as job deterioration effect, learning effect and processing times.