Duality in linear programming with fuzzy parameters and matrix games with fuzzy pay-offs

A dual for linear programming problems with fuzzy parameters is introduced and it is shown that a two person zero sum matrix game with fuzzy pay-offs is equivalent to a primal-dual pair of such fuzzy linear programming problems. Further certain difficulties with similar studies reported in the literature are discussed. (C) 2003 Elsevier B.V. All rights reserved.