Abstract :
In this paper, we present a new class of two-stage min- imum risk distribution games model based on credibility theory and two-stage fuzzy optimization method. Then we first introduce approximation approach to dealing with the approximation of the distribution games problem. After that, a hybrid algorithm, which combines approximation approach, neural network (NN) and particle warm opti- mizer (PSO), is designed to solve the distribution games problem, and a numerical example is given to show the fea- sibility of the hybrid algorithm.