Three equilibrium strategies for two-person zero-sum game with fuzzy payoffs

  • Authors:
  • Lin Xu;Ruiqing Zhao;Tingting Shu

  • Affiliations:
  • Institute of Systems Engineering, Tianjin University, Tianjin, China;Institute of Systems Engineering, Tianjin University, Tianjin, China;Institute of Systems Engineering, Tianjin University, Tianjin, China

  • Venue:
  • FSKD'05 Proceedings of the Second international conference on Fuzzy Systems and Knowledge Discovery - Volume Part I
  • Year:
  • 2005

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Abstract

In this paper, a two-person zero-sum game is considered, in which the payoffs are characterized as fuzzy variables. Based on possibility measure, credibility measure, and fuzzy expected value operator, three types of concept of minimax equilibrium strategies, r-possible minimax equilibrium strategy, r-credible minimax equilibrium strategy, and expected minimax equilibrium strategy, are defined. An iterative algorithm based on fuzzy simulation is designed to find the equilibrium strategies. Finally, a numerical example is provided to illustrate the effectiveness of the algorithm.