Max-Min Solution Approach for Multi- Objective Matrix Game With Fuzzy Goals

Sandeep Kumar

In this paper, we consider a multi-objective two person zero-sum matrix game with fuzzy goals, assuming that each player has a fuzzy goal for each of the payoffs. The max-min solution is formulated for this multi-objective game model, in which the optimization problem for each player is a linear programming problem. Every developed model for each player is demonstrated through a numerical example.