Multiobjective Fuzzy Random Bimatrix Games Based on Possibility/Necessity Measure

Abstract

In this paper, we formulate multiobjective fuzzy random bimatrix games, and introduce two kinds of equilibrium solution concepts. By applying possibility/necessity measure and an expectation model to such games, the corresponding equilibrium solution concepts are defined. To circumvent the computational difficulties to obtain such equilibrium solutions, the algorithms based on the bisection method is proposed, in which equilibrium conditions in the membership function space are replaced into equilibrium conditions in the expected payoff space.