CREDIBILISTIC BIMATRIX GAME WITH ASYMMETRIC INFORMATION: BAYESIAN OPTIMISTIC EQUILIBRIUM STRATEGY

In credibilistic bimatrix games, the solution concept of (alpha, beta)-optimistic equilibrium strategy was proposed for dealing with the situation that the two players want to optimize the optimistic value of their fuzzy objectives at confidence levels alpha and beta, respectively. This paper goes further by assuming that the confidence levels are private information of the two players. And the so-called credibilistic bimatrix game with asymmetric information is investigated. A solution concept of Bayesian optimistic equilibrium strategy as well as its existence theorem are presented. Moreover, a sufficient and necessary condition is given for finding the Bayesian optimistic equilibrium strategy. Finally, an example is provided for illustrating purpose.