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Rough set approach to bi-matrix game

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  • Sankar Kumar Roy
  • Prasanta Mula

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.

Suggested Citation

  • Sankar Kumar Roy & Prasanta Mula, 2015. "Rough set approach to bi-matrix game," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 23(2), pages 229-244.
    • Handle: RePEc:ids:ijores:v:23:y:2015:i:2:p:229-244
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    Cited by:

    1. Sankar Kumar Roy & Prasanta Mula, 2016. "Solving matrix game with rough payoffs using genetic algorithm," Operational Research, Springer, vol. 16(1), pages 117-130, April.
    2. El-Saeed Ammar & M. G. Brikaa & Entsar Abdel-Rehim, 2019. "A study on two-person zero-sum rough interval continuous differential games," OPSEARCH, Springer;Operational Research Society of India, vol. 56(3), pages 689-716, September.

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