Linear programming technique to solve two person matrix games with interval pay-offs

A fuzzy two person interval game problem is proposed and treated in this paper which is not easily tackled by the conventional methods. First, with respect to this pay-off values, a necessary and sufficient condition for the existence of a saddle point is proved. Based on interval value model, we are to find the value of interval game without saddle point. Finally, example is given to illustrate the procedure and to indicate the performance of the proposed method.