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

摘要

We concentrate on discussing a class of two-person zero-sumgames with rough payoffs. Based on the expected value operator and the trust measure ofrough variables, the expected equilibrium strategy andr-trust maximin equilibrium strategy aredefined. Five cases whether the game existsr-trust maximin equilibrium strategy are discussed,and the technique of genetic algorithm is applied to find the equilibrium strategies. Finally, anumerical example is provided to illustrate the practicality and effectiveness of the proposedtechnique.