Pareto Strategy of Two-Person Zero-Sum Game with Fuzzy Multi-Goals

The Pareto optimum security strategy is investigated in two-person zero-sum game with fuzzy multi-goals using the concept of fuzzy goal functions as put forwardas by Sakawa. After analyzing the properties related to the Pareto optimum security strategy of fuzzy multi-goals, an approach to the solution of Pareto strategy is proposed. The equivalent conditions, which embody well the fact that the fuzzy preferences of game players impact the final game equilibrium, are proved when the game attains the Pareto optimum security strategy.