Fuzzy Linear Programming Model to Solve Two-Person Zero-Sum Matrix Game with Fuzzy Payoffs

The purpose of this paper is to introduce a two-person zero-sum matrix game in which the payoffs are characterized as fuzzy variables. Based on "a"-optimistic and "a" -pessimistic value of fuzzy variable, two new kinds of minimax equilibrium strategies are provided and two-person zero-sum matrix game which is equivalence to appropriate pair of fuzzy linear programming models is established. A particle swarm optimization algorithm based on fuzzy simulation is designed to seek the minimax equilibrium strategy. Finally, a numerical example is provided to illustrate the effectiveness of the algorithm.

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