Rough set approach to bi-matrix game

Sankar Kumar Roy and Prasanta Mula

International Journal of Operational Research, 2015, vol. 23, issue 2, 229-244

Abstract: The paper attempts to solve the bi-matrix game under rough set environment. The elements of the bi-matrix game are characterised by rough variables and defined as rough bi-matrix game (RBG). To handle RBG, we introduce the rough measurable function denoted as trust in it. Based on trust measure and rough expected operator, trust equilibrium strategies are defined for RBG. Then using rough set theory and game theory, the RBG converts into crisp quadratic programming problem (QPP) which depends upon the confidence level. Finally, using Wolfe's modified simplex method, the solution of RBG is derived. The numerical examples are presented to illustrate the methodology.

Keywords: bi-matrix game; trust measures; rough constraints; quadratic programming; Wolfe's modified simplex method; rough sets; game theory. (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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