A Heuristic Algorithm for Solving Two Person Zero Sum Game Using Triangular Fuzzy Number
G. K. Saha
Department of Mathematics, Jagannath University, Dhaka-1100, Bangladesh.
H. K. Das *
Department of Mathematics, University of Dhaka, Dhaka-1000, Bangladesh.
Kamrunnahar .
Southeast Business School, Southeast University, Dhaka-1213, Bangladesh.
*Author to whom correspondence should be addressed.
Abstract
The present study deals with two person zero sum game problem and fuzzy linear programming (FLP) problem, and then development of an algorithm using FLP. To accomplish this goal, the two person zero sum game problems were first converted into linear programming (LP) problems and then by using FLP the solution of the problem was obtained. The new method is a systematic procedure and can be utilised for all types of two person zero sum game problem irrespective of maximise or minimise objective function. At the end, this method is illustrated with a number of numerical examples.
Keywords: Game theory, fuzzy linear programming problem, triangular fuzzy number, membership function, fuzzy version of simplex method