Matrix Games with Intuitionistic Fuzzy Pay-offs

Abstract

In this paper two person zero sum matrix games are considered in which elements of payoff matrix are expressed with triangular intuitionistic fuzzy numbers (TIFNs). The purpose of this paper is to develop a solution methodology for solving such types of matrix games. For this, a pair of auxiliary intuitionistic fuzzy programming (IFP) models for each player are established. Then these two IFP problems are transformed into conventional crisp linear programming problems by defining a suitable defuzzification function to determine optimal strategies for each player and value of the game. The proposed method in this paper is illustrated with a numerical example to show the validity and applicability.