Geodesic
Interval valued bimatrix games
Kybernetika, Tome 46 (2010) no. 3, pp. 435-446

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Payoffs in (bimatrix) games are usually not known precisely, but it is often possible to determine lower and upper bounds on payoffs. Such interval valued bimatrix games are considered in this paper. There are many questions arising in this context. First, we discuss the problem of existence of an equilibrium being common for all instances of interval values. We show that this property is equivalent to solvability of a certain linear mixed integer system of equations and inequalities. Second, we characterize the set of all possible equilibria by mean of a linear mixed integer system.
Classification : 90C11, 91A05, 91A15
Keywords: bimatrix game; interval matrix; interval analysis 
@article{KYB_2010__46_3_a8,
     author = {Hlad{\'\i}k, Milan},
     title = {Interval valued bimatrix games},
     journal = {Kybernetika},
     pages = {435--446},
     publisher = {mathdoc},
     volume = {46},
     number = {3},
     year = {2010},
     mrnumber = {2676081},
     zbl = {1202.91021},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2010__46_3_a8/}
}
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Hladík, Milan. Interval valued bimatrix games. Kybernetika, Tome 46 (2010) no. 3, pp. 435-446. http://geodesic.mathdoc.fr/item/KYB_2010__46_3_a8/