I know it might sound strange but I would like to know one thing in this new world where Microsoft Visual F# is getting into. There are many application of this language, I am g
F# is a general purpose language with some nice language features, such as computation expression/Monad and quotation. You can assume that it has about the same power as C#.
It is not like Matlab or R, where a lot of pre-implemented libraries are built-in. If you want to implement a Fuzzy Logic library or other AI algorithms from scratch, F# is a very good language for you as its language features make life easier.
But if you just want to use a Fuzzy logic library, then using other languages or specialized systems will be more appropriate because F# or .Net in general does not have very good quality libraries in this aspect.