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A Class of Two-Person Zero-Sum Matrix Games with Rough Payoffs

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  • Jiuping Xu
  • Liming Yao

Abstract

We concentrate on discussing a class of two-person zero-sum games with rough payoffs. Based on the expected value operator and the trust measure of rough variables, the expected equilibrium strategy and -trust maximin equilibrium strategy are defined. Five cases whether the game exists -trust maximin equilibrium strategy are discussed, and the technique of genetic algorithm is applied to find the equilibrium strategies. Finally, a numerical example is provided to illustrate the practicality and effectiveness of the proposed technique.

Suggested Citation

  • Jiuping Xu & Liming Yao, 2010. "A Class of Two-Person Zero-Sum Matrix Games with Rough Payoffs," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2010, pages 1-22, April.
    • Handle: RePEc:hin:jijmms:404792
    DOI: 10.1155/2010/404792
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    References listed on IDEAS

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    1. John C. Harsanyi, 1967. "Games with Incomplete Information Played by "Bayesian" Players, I-III Part I. The Basic Model," Management Science, INFORMS, vol. 14(3), pages 159-182, November.
    2. Peski, Marcin, 2008. "Comparison of information structures in zero-sum games," Games and Economic Behavior, Elsevier, vol. 62(2), pages 732-735, March.
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