Solving Matrix Games with I-fuzzy Payoffs: Pareto-optimal Security Strategies Approach

A recent research work of Clemente et al. [12] on Pareto-optimal security strategies (POSS) in matrix games with fuzzy payoffs is extended to I-fuzzy scenario. Besides, the membership and the non-membership functions of the I-fuzzy values for both players are obtained by employing the technique of multiobjective optimization. The presented approach provides an efficient solution to a class of I-fuzzy matrix games with piecewise linear membership and non-membership functions. This class also includes I-fuzzy matrix games with triangular and trapezoidal I-fuzzy numbers as special cases. Further, POSS approach also provides an approximate solution to I-fuzzy matrix games with payoffs as general I-fuzzy numbers.