Application of linear programming with I-fuzzy sets to matrix games with I-fuzzy goals

In this paper we study a class of linear programming problems having fuzzy goals/constraints that can be described by (Atanassov’s) I-fuzzy sets. Duality theory is developed for this class of problems in the I-fuzzy sense which is subsequently applied to define a new solution concept for two persons zero-sum matrix games with I-fuzzy goals.

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