English, Article edition: MONTE CARLO METHODS IN FUZZY GAME THEORY AREEG ABDALLA; JAMES BUCKLEY

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Bookmark: http://trove.nla.gov.au/version/133150
Physical Description
  • article
Language
  • English

Edition details

Title
  • MONTE CARLO METHODS IN FUZZY GAME THEORY
Author
  • AREEG ABDALLA
  • JAMES BUCKLEY
Physical Description
  • article
Notes
  • In this paper, we consider a two-person zero-sum game with fuzzy payoffs and fuzzy mixed strategies for both players. We define the fuzzy value of the game for both players ($\overline{V}_I$,$\overline{V}_{II}$) and also define an optimal fuzzy mixed strategy for both players. We then employ our fuzzy Monte Carlo method to produce approximate solutions, to an example fuzzy game, for the fuzzy values $\overline{V}_I$ for Player I and $\overline{V}_{II}$ for Player II; and also approximate solutions for the optimal fuzzy mixed strategies for both players. We then look at $\overline{V}_I$ and $\overline{V}_{II}$ to see if there is a Minimax theorem ($\overline{V}_I =​ \overline{V}_{II}$) for this fuzzy game.
  • Fuzzy game theory, Monte Carlo, random fuzzy vectors
  • RePEc:wsi:nmncxx:v:03:y:2007:i:02:p:259-269
Language
  • English
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