A Parameterized Nonlinear Programming Approach to Solve Matrix Games With Payoffs of I-Fuzzy Numbers

The aim of this paper is to develop a new methodology for solving matrix games with payoffs of Atanassov´s intuitionistic fuzzy (I-fuzzy) numbers. In this methodology, we define the concepts of I-fuzzy numbers and the value-index and ambiguity-index and develop a difference-index-based ranking method, which is proven to be a total order. By doing this, the parameterized nonlinear programming models are derived from a pair of auxiliary I-fuzzy mathematical programming models, which are used to determine solutions of matrix games with payoffs of I-fuzzy numbers. The validity and applicability of the models and method proposed in this paper are illustrated with a practical example.