A new approach for solving constrained matrix games with fuzzy constraints and fuzzy payoffs

The main purpose of this study is to construct a new approach for solving a constrained matrix game where the payoffs and the constraints are LR-fuzzy numbers. The method that we propose here is based on chance constraints and on the concept of a comparison of fuzzy numbers. First, we formulate the fuzzy constraints of each player as chance constraints with respect to the possibility measure. According to a ranking function \mathcal{R}, a crisp constrained matrix game is obtained. Then, we introduce the concept of \mathcal{R}-saddle point equilibrium. Using results on ordering fuzzy numbers, sufficient existence conditions of this concept are provided. The problem of computing this solution is reduced to a  pair of primal-dual linear programs. To illustrate the proposed method, an example of the market competition game is given.

کلیدواژه ها:

Chance-constraints ، constrained matrix games ، fuzzy games ، Linear programming ، saddle point equilibrium