Study on the model of grey matrix game based on grey mixed strategy—properties of grey mixed strategy and model of linear program

Model of grey linear program is one of good methods on the process of finding the solution of grey matrix game. Studying interchangeabilities of grey mixed optimal strategy, we certify necessary and sufficient condition that there is grey mixed optimal strategy in the grey matrix game, which the grey game value between player 1 and 2 is equality in the grey saddle point. Based on these, we prove that grey mixed optimal strategy of grey matrix game can be found by the way of the grey linear program model. And, we build up the solution framework system of grey linear program on the program of grey matrix game by using of the grey system and operation research theories.