A Two Person Zero Sum Game Oriented to Integration of Objectives

Abstract Decision making process is a process which includes decision makers, actors, environmental factors, objectives, strategies and criteria. In competitive environments, effectiveness of decision process depends on determining all environmental factors and evaluating them according to objectives. Decision makers aim to find optimal strategies for conflicting objectives. Game theory is an approach based on mathematics in which strategies of players are evaluated reciprocally by considering environmental effects. In this study, a two-person zero-sum game approach is presented for choosing optimal strategies of actors in competitive environment by balancing objectives reciprocally. This approach refers to evaluation of each objective, creation of decision payoff matrixes by using fuzzy logic mathematical applications and their transformation to final decision payoff matrix subsequently. Finally, optimal strategies and their probabilities are found. A military case study is presented for illustrating the application of proposed approach.