Probabilistic equilibrium solution of soft games

Abstract

In this paper, we give a probabilistic equilibrium solution method of two-person soft games (tps-games). This method can overcome the problem that could not be solved by soft saddle points, soft lower and soft upper values, soft dominated strategies and soft Nash equilibrium. We also prove that every finite tps-game with probabilistic strategies has at least one solution for at least one player. Finally, we give a numerical example which shows that the method can be successfully applied to the game theory.