On solving matrix games with pay-offs of triangular fuzzy numbers: Certain observations and generalizations
This paper reports on a recent publication in EJOR on matrix games with payoffs of triangular fuzzy numbers. It is concluded that the value of the game for each player will not be a common triangular fuzzy number. To solve the game, players need to solve their respective multi-objective linear programming problem. These modifications lead to an algorithm to solve matrix games with payoffs of general piecewise linear fuzzy numbers.
fuzzy numbers game theory fuzzy pay-offs multiobjective optimization pareto optimality