An approach to solve multiobjective matrix games with fuzzy payoffs

In this paper, an approach is proposed to compute alpha-efficient strategies and security levels of the players in two-person zero-sum multiobjective game with fuzzy payoffs. It is assumed that fuzzy payoffs are triangular fuzzy numbers. A pair of linear programming models are formulated to obtain the left and right end points of the value of the matrix game in level alpha. It is shown that the security levels for players are triangular fuzzy numbers. Validity and applicability of the method is illustrated with a practical example.

In this paper, an approach is proposed to compute alpha-efficient strategies and security levels of the players in two-person zero-sum multiobjective game with fuzzy payoffs. It is assumed that fuzzy payoffs are triangular fuzzy numbers. A pair of linear programming models are formulated to obtain the left and right end points of the value of the matrix game in level alpha. It is shown that the security levels for players are triangular fuzzy numbers. Validity and applicability of the method is illustrated with a practical example.