Matrix games with interval data

Shiang Tai Liu, Chiang Kao

研究成果: Article同行評審

40 引文 斯高帕斯(Scopus)


The conventional game theory is concerned with how rational individuals make decisions when they are faced with known payoffs. In the real world, sometimes the payoffs are not known and have to be estimated, and sometimes the payoffs are only approximately known. This paper develops a solution method for the two-person zero-sum game where the payoffs are imprecise and are represented by interval data. Since the payoffs are imprecise, the value of the game should be imprecise as well. A pair of two-level mathematical programs is formulated to obtain the upper bound and lower bound of the value of the game. Based on the duality theorem and by applying a variable substitution technique, the pair of two-level mathematical programs is transformed to a pair of ordinary one-level linear programs. Solving the pair of linear programs produces the interval of the value of the game. It is shown that the two players in the game have the same upper bound and lower bound for the value of the imprecise game. An example illustrates the whole idea and sheds some light on imprecise game.

頁(從 - 到)1697-1700
期刊Computers and Industrial Engineering
出版狀態Published - 2009 5月

All Science Journal Classification (ASJC) codes

  • 電腦科學(全部)
  • 工程 (全部)


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