Linear programming approach to solve interval-valued matrix games
作者： Deng-Feng Li
DOI: 10.1016/J.OMEGA.2011.01.007
关键词:
摘要: Matrix game theory is concerned with how two players make decisions when they are faced known exact payoffs. The aim of this paper to develop a simple and an effective linear programming method for solving matrix games in which the payoffs expressed intervals. Because intervals, value interval as well. Based on definition games, may be regarded function values payoff proven non-decreasing. A pair auxiliary models formulated obtain upper bound lower interval-valued by using bounds respectively. By duality theorem programming, it that have identical interval-type game. Also proposed extend those classical games. demonstrated real investment decision example compared other similar methods show validity, applicability superiority.
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