Alfa-cut based linear programming methodology for constrained matrix games with payoffs of trapezoidal fuzzy numbers

  • Authors:
  • Deng-Feng Li;Fang-Xuan Hong

  • Affiliations:
  • School of Management, Fuzhou University, Fuzhou, China 350108;School of Management, Fuzhou University, Fuzhou, China 350108

  • Venue:
  • Fuzzy Optimization and Decision Making
  • Year:
  • 2013

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Abstract

The purpose of this paper is to develop an effective methodology for solving constrained matrix games with payoffs of trapezoidal fuzzy numbers (TrFNs), which are a type of two-person non-cooperative games with payoffs expressed by TrFNs and players' strategies being constrained. In this methodology, it is proven that any Alfa-constrained matrix game has an interval-type value and hereby any constrained matrix game with payoffs of TrFNs has a TrFN-type value. The auxiliary linear programming models are derived to compute the interval-type value of any Alfa-constrained matrix game and players' optimal strategies. Thereby the TrFN-type value of any constrained matrix game with payoffs of TrFNs can be directly obtained through solving the derived four linear programming models with data taken from only 1-cut and 0-cut of TrFN-type payoffs. Validity and applicability of the models and method proposed in this paper are demonstrated with a numerical example of the market share game problem.