رويكردي جديد در نظريه‌ي بازي فازي براي ارزيابي تصميم بهينه در مسايل تصميم‌گيري چند‌معياره

New approach in fuzzy game theory for evaluating optimal decisions in multi-criteria decision making problem

در اين تحقيق مسايل تصميم‌گيري چند‌معياره را در شرايطي بررسي كرده‌ايم كه بين تصميم‌گيرندگان رقابت كامل وجود دارد. در ضمن شرط ديگر در اين مسيله عدم قطعيت عملكرد معيارهاست. رويكرد اصلي در اين تحقيق نظريه‌ي بازي است كه در آن دو سناريو در نظر مي‌گيريم. در سناريوي اول از روش شبيه‌سازي مونت كارلو براي تصوير كردن عدم قطعيت عملكردها در فضاي تعداد زيادي ماتريس بازي با پيامدهاي قطعي استفاده مي‌كنيم و در سناريوي دوم از رتبه‌بندي فازي و استفاده از نتايج نرم‌افزار GMCR II براي به دست آوردن تعادل بازي‌هاي ماتريسي استفاده مي‌كنيم. در آخر نيز با بيان يك مسيله‌ي انتزاعي و با استفاده از تعاريف پايداري غيرهمكارانه، تصميم بهينه را با توجه به دو روش ارايه شده به دست آورده و با هم مقايسه مي‌كنيم.

In this study, a multi-criteria decision making problem where there is perfect competition among decision makers (i.e., their criteria are completely in conflict) is examined and solved. This problem also considers the uncertainty in performance criteria. Game theory is used which considers two scenarios. The first scenario considers random uncertainty whereas the second consider fuzzy uncertainty. In this study, decision making problem is converted to matrix games. The first scenario considers Monte Carlo simulation in the space of a large number of matrix games with uncertain payoffs. The second scenario uses fuzzy ranking and GMCR II to obtain the equilibrium of matrix games. Finally, for a real example with non-cooperative stability definitions, optimal decision is achieved with respect to both scenarios. The results obtained from solving games by both methods show power equilibrium of tunnel option. However, in Monte-Carlo method game theory, it is shown that the option of dual conveyance system has greater power stability than the option of continuing extract. Moreover, the two options do not differ in terms of stability in our approach. Both methods conclude that the finishing extraction can never reach equilibrium. Finally, due to the stability power in option of building tunnel option, final decision will result to in building tunnel.