A Class of Two‐Person Zero‐Sum Matrix Games with Rough Payoffs

We concentrate on discussing a class of two‐person zero‐sum games with rough payoffs. Based on the expected value operator and the trust measure of rough variables, the expected equilibrium strategy andr‐trust maximin equilibrium strategy are defined. Five cases whether the game existsr‐trust maximin equilibrium strategy are discussed, and the technique of genetic algorithm is applied to find the equilibrium strategies. Finally, a numerical example is provided to illustrate the practicality and effectiveness of the proposed technique.