Abstract
In this paper, two-person matrix games is considered whose elements of pay-off matrix are triangular fuzzy numbers (TFNs). To solve such game a new methodology based on -cut of TFN is developed for each of the players. In this methodology, two auxiliary bi-objective linear programming (BOLP) models are derived. Then using average weighted approach these two BOLP models are decomposed into two auxiliary crisp linear programming (LP) problems. Finally, the value of the matrix game for each player is obtained by solving two corresponding auxiliary LP problems using the existing simplex method. Validity and applicability of this methodology are illustrated with practical example compared to existing methods.
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