Open AccessFuzzy Random Bimatrix Games Based on Possibility and Necessity Measures
Author(s) -
Hitoshi Yano
Publication year - 2021
Publication title -
journal of advanced computational intelligence and intelligent informatics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.172
H-Index - 20
eISSN - 1343-0130
pISSN - 1883-8014
DOI - 10.20965/jaciii.2021.p1024
Subject(s) - computer science , stochastic game , mathematical optimization , fuzzy logic , solution concept , quadratic equation , mathematical economics , nash equilibrium , mathematics , artificial intelligence , geometry
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.