Two-Person Zero-Sum Matrix Game with Fuzzy Random Payoffs
The purpose of this paper is to introduce a two-person zero-sum matrix game in which the payoffs are characterized as fuzzy random variables. Based on fuzzy random expected value operator, a fuzzy random expected minimax equilibrium strategy to the game is defined and the existence of the strategy is proved. Then an iterative algorithm based on fuzzy random simulation is designed to seek the minimax equilibrium strategy. Finally, a numerical example is provided to illustrate the effectiveness of the algorithm.
KeywordsFuzzy Number Pure Strategy Fuzzy Variable Nonnegative Real Number Fuzzy Goal
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