Credibilistic extensive game with fuzzy payoffs

This paper considers a finite extensive game with fuzzy payoffs. Within the framework of credibility theory, expected value criterion, optimistic value criterion and pessimistic value criterion are introduced to define the behaviors of players in different decision situations. Accordingly, three types of credibilistic equilibria and credibilistic subgame perfect equilibria for the fuzzy extensive game are proposed, respectively. Moreover, theorems are given to confirm the existence of these credibilistic equilibria in the fuzzy extensive game. Finally, three examples are given to demonstrate the significance of these new concepts.