A Class of Two-Person Zero-Sum Matrix Games with Rough Payoffs

Abstract

We concentrate on discussing a class of two-person zero-sum games with rough payoffs. Based on the expected value operator and the trust measure of rough variables, the expected equilibrium strategy and r-trust maximin equilibrium strategy are defined. Five cases whether the game exists r-trust maximin equilibrium strategy are discussed, and the technique of genetic algorithm is applied to find the equilibrium strategies. Finally, a numerical example is provided to illustrate the practicality and effectiveness of the proposed technique.