Modified Approach to Multiobjective Matrix Game with Vague Payoffs

Abstract

Zhou et. al. (ICFIE ASC 40, pp.543-550, 2007), in their work on multi-objective two person zero sum matrix game, used a single order
function to convert a vague set to a crisp one. Their order function was based only on the membership function for favourable events. This work defines a new order function based on non-membership function to deal separately with unfavourable values. Our approach of using two order functions for vague to crisp conversion makes the crisp value more appropriate. Numerical computations on Zhou’s problem have also been performed according to our approach that lead to an improvement over their results in terms of optimized pay-off value of the game.