Abstract

In this chapter we use fuzzy Monte Carlo methods to get approximate optimal fuzzy mixed strategies for fuzzy two-person zero-sum games. In the next section we briefly review the results for crisp two-person zero-sum games. Then in Section 15.3 we fuzzify the games and define optimal fuzzy values for the players and optimal fuzzy mixed strategies. In the fourth section we introduce our fuzzy Monte Carlo method and use it on an example problem to generate approximate solutions. The last section contains our conclusions and suggestions for future research. Our fuzzy Monte Carlo method will be programmed in MATLAB [6]. This chapter is based on [1].

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