Matrix Game with Z-numbers

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  • ABSTRACT

    In this paper, a matrix game is considered in which the elements are represented as Z-numbers. The objective is to formalize the human capability for solving decision-making problems in uncertain situations. A ranking method of Z-numbers is proposed and used to define pure and mixed strategies. These strategies are then applied to find the optimal solution to the game problem with an induced pay off matrix using a min max, max min algorithm and the multi-section technique. Numerical examples are given in support of the proposed method.


  • KEYWORD

    Z-number , Interval number , Matrix game , Multisection technique

  • 1. Introduction

    In the modern world, one is faced with innumerable problems arising from existing socioeconomic conditions that involve varying degrees of imprecision and uncertainty. We often need to take decisions in conflicting situations based on uncertain, ambiguous, or incomplete information. Human beings have a tremendous capability to form rational decisions based on such imprecise information. It is hard to formalize these human capabilities. This challenge has motivated us to consider a game theoretic model under conditions of uncertainty.

    Game theory problems under uncertainty have been considered by many researchers, e.g., Nayak and Pal [13], Narayanan [4], and Nishizaki [5]. Narayanan [4] solved a 2 × 2 interval game using the probability and possibility approach but no certain distribution function has been used. Nayak and Pal [3] established a method of solution of a matrix game using interval numbers. But the solution has been considered under a certain condition which has been obviated by the authors in their work [6]. Biswas and Bose [7] constructed a quadratic programming model under fuzzily described system constraints on the basis of degree of satisfaction. Veeramani and Duraisamy [8] suggested a new approach for solving fuzzy linear programming problem using the concept of nearest symmetric triangular fuzzy number approximations with preserve expected interval. But this approach is not efficient when a primal basic feasible solution is not in hand. Ebrahimnejad and Nasseri [9] overcame this shortcoming using a new algorithm. Iskander [10] proposed a new approach for solving stochastic fuzzy linear programming problem using triangular fuzzy probabilities. Apart from this Kumar and Kar [11], Marbini and Tavana [12], Ebrahemnijad and Nasseri [13] have contributed substantially to the application of fuzzy mathematics in operations research. However, there are many shortcomings in the above-mentioned techniques for solving game problems in uncertain situations. These can be categorized as follows:

    We consider the theory of fuzzy sets to address the uncertainty that occurs in industrial problems or machine learning. It is unlikely that we always have complete knowledge about the domain set. For example, when we try to address an object as ‘beautiful,’ we may not have complete knowledge about the parameters by which the beauty of an object can be explained, or the parameters, if assumed, may not match other people’s choices, i.e., they may not be unique. However, the reliability of the information must be taken into consideration, and this aspect is lacking in the fuzzy set description. We use soft set theory or rough set theory to describe uncertain situations. However, we may not know the complete set of parameters E in the case of a soft set, i.e., there is an issue regarding the reliability of the information concerned. In the rough set description, the lower or upper approximation or boundary region may not always be described, because knowledge or information about the equivalence relation R or domain U are only approximations or assumptions, and may not be known in advance. Additionally, it is not guaranteed that the desired optimal solution will be compatible with industrial applications. Different optimization techniques give rise to different optimal results, and we can only compare these results with those obtained by existing techniques. We cannot, however, ensure that a technique gives an actual optimal solution that will be universally accepted. The main reason behind this is that we cannot address the uncertainty properly, and thus use a number of assumptions.

    Thus, we need to develop the mathematical structures that provide a generalization of uncertain situations and that consider the reliability of available information. Zadeh [14] has made an attempt towards such a generalization by proposing Z-numbers. A Z-number is an ordered pair (A, B) in which A represents the restriction on a real-valued uncertain variable X and B is the measure of sureness, reliability, or certainty about A. However, the Z-number lacks informativeness when first introduced. Their composition in a summation has been defined [14], but the ranking or ordering of Z-numbers has not yet been considered. In this paper, we introduce a ranking of Z-numbers in the specific case where A represents a restriction on the measure of the possibility distribution with a Gaussian membership function, and B is a restriction on the probability measure with a normal density function. This ranking method is then used to solve a two-person zero-sum game using min − max and max − min principles [6] and the multi-section technique.

    The remainder of this paper is organized as follows. In Section 2, we discuss the concept of Z-numbers, before presenting some basic definitions, notation, and comparisons related to interval numbers in Section 3. In Section 4, a matrix game with Z-numbers is proposed, and then Section 5 discusses the interval approximation of Z-numbers, and introduces some definitions, explanations, theorems about matrix games with Z-numbers, pure and mixed strategies, and saddle points. In section 6, a computational procedure is proposed along with a min-max algorithm, max-min algorithm, and multi-section technique. Section 7 presents an example in support of the proposed method, along with discussions related to our algorithm and the results of the numerical example. Brief conclusions are given in Section 8.

    2. Z-number

    Let us consider a fuzzy set defined over a universe of discourse X. How will we define if X is not known in advance? Again, if it is assumed that X is known with certain parameters, then what is the reliability of such an information? We may say that we can define as type−2 fuzzy set where, X is a type−1 fuzzy set. In that case, X is also defined over some domain set . However, what will happen if is also not known? In Z-number representation, we may always construct X with some arbitrary element xX with some probability or possibility p. In that case, we can always associate a statement x with some statement G as

    x is Gisλ

    where, λ acts as a fuzzy quantifier and we consider it as probability induced by some possibility membership and we write

    prob(x is G) = λ (fuzzy granularity [15]).

    This situation, inspires us to define a Z-number formally. A Z-number Z is defined [14] as an ordered pair (A, B) where A and B are two fuzzy numbers and a Z-valuation is defined as

    image

    where, X is a real-valued uncertain variable, A is a restriction on the real values of the uncertain variable X and B is the reliability or certainty of A. Here, we consider X to be a random variable, AX to be a restriction on the measure of a possibility distribution with membership function µAX and pX is the restriction on probability distribution(density) function of X. The scalar product µAX .pX gives the probability measure, PAX of AX and it is given as

    image

    Here, we recall that B is a restriction on the probability measure of A and it is not a restriction on the probability of A. Here, we attempt to ordering of the Z-numbers. For that purpose, here we consider the membership function as gaussian membership function. The reason behind taking such a function as membership function is that it is non-linear in nature and assume the situation which occurs generally in industrial applications. Unless otherwise stated by Z-number we here understand Z-valuation. For the sake of computation here we will consider a Z-number as (X ; AX, PAX ) or (X ; µAX , PAX ) or(X ; <c, σ>, PAX ) where c and σ are parameters of the Gaussian membership function. Here we may consider some examples like (Population of India, about 1200 million, very likely ),(degree of satisfaction, very high, not sure) which are considered as Z-number.

    To consider an arithmetic operation, let ZX = (X ; µAX , PAX ) and ZY = (Y ; µAY , PAY ) be two Z-numbers. Using the extension principle as described by [14], we obtain

    ZX + ZY = ZX+Y

    image

    3. Interval-number

    Let us consider that ℜ represents the set of all real numbers. We define an interval, Moore [16], as

    image

    where aL and aR are said to be the lower and upper limits of the interval , respectively. If aL = aR then is reduced to a real number a, where a = aL = aR . Corresponding interval arithmetic is given by 3.

    image
    image
    image
    image

    For,

    image

    The order relation of interval numbers is discussed in several literature [16, 17]. Recently Chakrabortty et al. [18] proposed a revised definition of order relations between interval costs(or times) for minimization problems and interval profits for maximization problems for optimistic and pessimistic decision making. Let us suppose, the intervals and represent the uncertain interval costs (or times) or profits in center-radius form.

    For minimization problems the order relation ‘ ≤o min’ between the intervals and is

    image

    This implies that is superior to and is accepted. This order relation is not symmetric.

    In pessimistic decision making, the decision maker expects the minimum cost/time for minimization problems according to the principle ‘Less uncertainty is better than more uncertainty’.

    For minimization problems, the order relation ‘ <p min’ between the intervals and is

    (i) iff , for type-I and type-II intervals, (ii) iff and , for type-III intervals.

    image

    which is said to be matrix game with Z-numbers.

    In this paper, arithmetic operations on interval [a, b] and their ranking as proposed in [6] serves as a level−1 computation [14] and the same is used in ranking of Z-numbers. Gregorzewski [19] proposed a method for interval approximation of fuzzy number. Here, in same way, we will approximate a Gaussian fuzzy number to an interval number. For that, let us consider a Gaussian fuzzy number <x, µ(x; c, σ)|xX> where the membership function is given as

    image

    Now, we define an α-cut set Aα as Aα = {x : µ(x; c, σ) ≥ α}. Then,

    image

    and let us consider that and . Let [a, b] be the corresponding interval approximation. Then

    image

    Therefore, if Z = (X; AX, PAX ) be a Z-number with Gaussian membership function µ(x; c, σ) then the corresponding interval approximation is and

    image

    Here, we get the probability density function pXij as the normal density function N(cij , σ). Hence,

    image

    where . Then, we obtain from Eq. (9) that

    image

    Now, let us consider two Z-numbers Z1, Z2 and corresponding interval approximations as and Using the interval arithmetic, we propose the ranking of Z-numbers as

    image

    4. Solution of Matrix Game

    Suppose, the pay-off for player A in a matrix game with Z-number be represented as (Xij ; AXij , PAXij ). Then, the corresponding interval approximation will be given by . The pay-off matrix with elements as interval approximation of Z-number can then be represented as

    image

    where , i = 1, 2 · · · m, j = 1, 2, · · · n and

    image

    Theorem 4.1. If Z1(X1; AX1 , PAX1 ) ≤ Z2(X2; AX2 , PAX2) then PAX1PAX2 for optimistic decision maker and PAX1PAX2 for pessimistic decision maker.

    Proof. From the expression in (13) we see that PAXij depend only on σij and not on cij. Using this fact and combining the relation in (14) we can easily construct the proof of the theorem.

    Notes: Here it should be noted that for pessimistic decision maker the degree of certainty PAX is lesser iff the membership value or the interval approximation is lesser and for optimistic decision maker the degree of certainty does not matter at all, it only gives the degree of reliability of the information.

       4.1 Pure Strategy

    In the context of Z-number, a pure strategy may be considered as a decision making rule in which one particular course of action is selected with some degree of reliability or certainty for the pay off considered. Actually, Z-number gives higher level of generality compared to interval numbers where length of the interval actually measures the certainty. For lack of informativeness of Z-number, we develop the concept of pure strategy in the domain of interval numbers with parallel computation. For matrix game with Z-number, we define the min max and max min as

    image

    where ‘∨' and ‘∧' the max and min operators for two Z-number in the domain of Z-numbers Z respectively. In accordance with ranking of Z-numbers in (14), for games such as with pure strategy, we define the concept of saddle point solution.

    Definition 4.1. (Saddle Point) The concept of saddle point in classical form was proposed by Von Neumann and Morgenstern [20]. The (k, r)th position of the pay-off matrix with Z-numbers is said to be a saddle point of the matrix game , if and only if,

    image

    The position (k, r) is said to be a saddle point, the entry itself [akr, bkr] represents the value of the game (denoted by ) and the pair of pure strategies leading to it are optimal pure strategies. Now we have to confirm that the relation as defined here for the saddle point solution actually exists for the matrix game with Z-numbers. For that purpose we must consider the following theorems.

    Theorem 4.2. Let ; i = 1, 2, ..., m; j = 1, 2, ..., n be the m × n pay-off matrix for a two-person matrix game Γ with Z-numbers. Suppose and both exist. Then

    image

    Proof. For some fixed i, we have, by using the order relation on Z,

    image
    image

    From (19) and (20) we have,

    image

    Here, we see that is independent of j, since (Xij; AXij , PXij) has obtained minimum value for some fixed value of j. Hence we write

    image

    Again, the right-hand side of (21) is independent of i, hence, we obtain

    image

    Hence the theorem.

    Theorem 4.3. Let both

    image

    and

    image

    exist. Then a necessary and sufficient condition that (Xij; AXij , PXij) will be a saddle point at i = k, j = r is

    image

    and

    image

    Proof. Condition is necessary: Let

    image

    Let i = k make a maximum and let j = r make a minimum. Then, we write

    image

    As, , we have . Also, using the order relation over Z-numbers in Z,

    image

    This is one of the conditions for (Xij; AXij , PAXij) to have a saddle point. The other condition can similarly be deduced.

    Condition is sufficient: Let (Xkr; AXkr , PAXkr) be the saddle point of the pay-off matrix , then for i = k, j = r we have, by definition of saddle point

    image

    or,

    image

    or,

    image

    or,

    image

    as

    image

    and

    image

    Using the above Theorem 4.2 we have,

    image

    Hence the necessary and sufficient condition for the existence of a saddle point is proved.

    Example 4.1. Let us consider the 2 × 2 matrix game with Z-number having the pay-off matrix as in the following:

    image

    It can be easily verified that Therefore, the matrix game with Z-number has a saddle point at (1, 1) and the optimal strategies for players A and B are the pure strategies A1 and B1, respectively. The value of the matrix game is

       4.2 Mixed Strategy

    In a situation where the saddle point of a pay off matrix does not exist we allow mixed strategies to get a solution. In mixed strategies, the probability with which a player chooses a particular strategy is considered. In the context of Z-number, we can say that in mixed strategy game we find an expected pay off with some reliability or certainty of the pay off obtained. Suppose and be the m and n dimensional vector spaces, respectively. We denote x = (x1, x2, ··· , xm)T and y = (y1, y2, ..., yn)T , respectively, where the symbol ‘T' denotes the transpose of a vector. The strategy spaces for players A and B are denoted as

    image

    respectively. Vectors x ∈ SA, y ∈ SB are called mixed strategies of players A and B, respectively. Now, we should remember that Z-number is a higher(level 3) level of generality [14] and all the operational rules like multiplication, division are not known. In that case, it is better idea to find the mixed strategy solution using the interval approximation. Interval is a particular case of a Z-number and it is level−1 domain of computation. Now, the question may arise: Does an optimal mixed strategy solution with interval numbers actually correspond to an optimal mixed strategy solution with Z-numbers? To get an answer to this question we must consider the following theorem where, a Z-number is modelled with a gaussian membership function and normal probability density function.

    Theorem 4.4. An optimal solution of the matrix game with pay-off elements as interval approximation of some Z-number corresponds to the optimal solution of the matrix game with pay-off elements the concerned Z-number.

    Proof. Let us consider a maximization problem where, the elements of the pay off matrix are interval approximation of Z-numbers. Let us construct an interval approximation function ϕ : ZI(ℜ). Now, the author’s [19] approach of interval approximation assures that the set of such functions is nonempty. We first establish that ϕ is a bijective mapping. Let Z1, Z2Z. We can then find c1, c2, σ1, σ2 ∈ ℜ such that

    image

    Using interval arithmetic, we can easily verify that ϕ(Z1) = ϕ(Z2) ⇒ c1 = c2 and σ1 = σ2. Hence Z1 = Z2. Therefore, ϕ is injective.

    Similarly, using interval arithmetic, we can easily verify that for every interval c1, c2, σ1, σ2 ∈ ℜ we can find Z1,