A satisfactory strategy of multiobjective two person matrix games with fuzzy payoffs

Abstract

The multiobjective two person matrix game problem with fuzzy payoffs is considered in this paper. It is assumed that fuzzy payoffs are triangular fuzzy numbers. The problem is converted to several multiobjective matrix game problems with interval payoffs by using the $alpha$-cuts of fuzzy payoffs. By solving these problems some $alpha$-Pareto optimal strategies with some interval outcomes are obtained. An interactive algorithm is presented to obtain a satisfactory strategy of players. Validity and applicability of the method is illustrated by a practical example.