Paper:
Fuzzy Random Bimatrix Games Based on Possibility and Necessity Measures
Hitoshi Yano
Graduate School of Humanities and Social Sciences, Nagoya City University
1 Yamanohata, Mizuho-cho, Mizuho-ku, Nagoya, Aichi 467-8501, Japan
In this study, we formulate bimatrix games with fuzzy random payoffs, and introduce equilibrium solution concepts based on possibility and necessity measures. It is assumed that each player has linear fuzzy goals for his/her payoff. To obtain equilibrium solutions based on the possibility and necessity measures, we propose two algorithms in which quadratic programming problems are solved repeatedly until equilibrium conditions are satisfied.
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