Non-cooperative Games with Fuzzy Payoffs Based on Extension Principle

摘要

A new theoretical approach to the two-person zero-sum games with fuzzy payoffs, namely, fuzzy noncooperative games, is investigated in uncertainty environment. An operator to maximize fuzzy numbers based on the extension principle is proposed, namely, Fmax operator. Furthermore, some useful conclusions in crisp game theory were generalized to fuzzy environment. Then, the fuzzy "minimax principle" was given and the Nash equilibrium strategy of fuzzy model was given.