A novel uncertain bimatrix game with Hurwicz criterion

Abstract

In an uncertain bimatrix game, different uncertain equilibrium strategies have been proposed based on different criterions, such as expected value criterion, optimistic value criterion and uncertain measure criterion. This paper further presents an uncertain bimatrix game with Hurwicz criterion and defines a new solution concept Hurwicz Nash equilibrium. Furthermore, its existence theorem is also proved, and a sufficient and necessary condition is presented to find the Hurwicz Nash equilibrium. Finally, an example is provided for illustrating the usefulness of Hurwicz Nash equilibrium.