On solving fuzzy matrix games via linear programming approach

Abstract

Abstract In this paper, a two person zero- sum matrix game with fuzzy numbers payoff is introduced. Using the fuzzy number comparison introduced by Rouben's method, 1996, the fuzzy payoff is converted into the corresponding crisp payoff. Then, For each player, a linear programming problem is formulated. Also, a solution procedure for solving each problem is proposed. Finally, a numerical example is given for illustration.