We investigate the performance of dynamic proactive caching in relay networks where an intermediate relay station caches content for potential future use by end users. A central base station proactively controls the cache allocation such that cached content remains fresh for consumption for a limited number of time slots called proactive service window. With uncertain user demand over multiple data items and dynamically changing wireless links, we consider the optimal allocation of relay stations cache to minimize the time average expected service cost. We characterize a fundamental lower bound on the cost achieved by any proactive caching policy. Then we develop an asymptotically optimal caching policy that attains the lower bound as the proactive caching window size grows. Our analytical findings are supported with numerical simulations to demonstrate the efficiency of the proposed relay-caching.