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Solving matrix game with rough payoffs using genetic algorithm

Sankar Kumar Roy () and Prasanta Mula ()
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Sankar Kumar Roy: Vidyasagar University
Prasanta Mula: ISRO Satellite Centre

Operational Research, 2016, vol. 16, issue 1, No 6, 117-130

Abstract: Abstract In this paper, we analyze a matrix game using a rough programming approach. The combination of a matrix game and a rough programming approach represents a new class defined as a rough matrix game. The pay-off elements are characterized by rough variables, and the uncertainties of the rough variables are measured using a measure known as trust. Based on this trust measure, we defined trust equilibrium strategies and a rough expected value. We derived a series of optimal solutions to a rough matrix game using a genetic algorithm. We present a numerical example that illustrates the effectiveness of our rough matrix game.

Keywords: Two-person zero-sum game; Equilibrium strategies; Rough set; Rough programming; Trust measure; Genetic algorithm (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s12351-015-0189-6

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