Linear Programming Modeling for Solving Fuzzy Zero-Sum Games

In this paper we present a variation of the Campos´ method for the solution of a fuzzy zero-sum two-person game. Campos considered games with the imprecise values in the matrix of payoffs given by triangular fuzzy numbers. The solution method was based on the establishment of a Fuzzy Linear Programming problem for each player. The method was shown as a generalization of that conventionally used in the solution of classical games, with auxiliary models resulting from the application of some of the standard methods for ranking fuzzy numbers. In this paper, we consider the fuzzy number ranking method proposed by Ezzati et al., which induces a total order on the set of fuzzy numbers, can be easily applied to any kind of fuzzy number, so enlarging the scope of the application of Campos´s method and allowing for further extensions.