Bi-matrix Games with Fuzzy Strategies and Fuzzy Payoffs and Their Mathematical Programming Equivalents

A fuzzy bi-matrix game (FBG), namely a two-person non-zero-sum game with fuzzy strategies and fuzzy payoffs is proposed. We have defined and analyzed the optimal strategies of this FBG, and shown that it can be transformed into a corresponding fuzzy mathematical programming issue, for which a ranking function approach can be applied. In addition, optimal strategies of FBG for both Player I and Player II can be gotten.