Max-Min Solutions for Fuzzy Multiobjective Matrix Games

Abstract

In this paper we consider two-person zero-sum games with fuzzy multiple payoff matrices. We assume that each player has a fuzzy goal for each of the payoffs. A degree of an attainment of the fuzzy goal is defined and the max-min strategy with respect to the attainment degree of the fuzzy goal is examined. If all of the membership functions both for the fuzzy payoffs and for the fuzzy goals are linear functions, the formulated mathematical programming problem which yields the max-min strategy can reduced to the linear programming problem by making use of Sakawa's method, the variable transformations and the relaxation procedure.