不确定性下的多矩阵博弈模型及求解算法

Multi-matrix game model and its solution algorithm under uncertainty

为解决多矩阵博弈中每个支付值存在多种选择的问题,提出1种多矩阵博弈模型。定义了最优矩阵的概念。以多个矩阵的形式表述支付矩阵的支付值不确定问题。通过引入二进制变量,将混合整数规划的多矩阵博弈模型转化为标准的线性规划模型进行求解。根据二进制变量的取值搜索出了最优矩阵。

A multi-matrix game model is proposed for tlie problem of various options for each payoff The optimal matrix is defined. The uncertainty of payoffs is expressed by multi-matrix. The multi-matrix game model based on mixed integer programming is transformed to a linear programmingmodel by using binary variables. An optimal matrix is obtained based on the bina.