NEW APPROACH IN FUZZY GAME THEORY FOR EVALUATING OPTIMAL DECISION IN MULTI-CRITERIA DECISION MAKING PROBLEM

In this study, a multi-criteria decision making problem where there is perfect competition among decision makers (i.e., their criteria are completely in con ict) is examined and solved. This problem also considers the uncertainty in performance criteria. Game theory is used which considers two scenarios. The rst scenario considers random uncertainty whereas the second consider fuzzy uncertainty. In this study, decision making problem is converted to matrix games. The rst scenario considers Monte Carlo simulation in the space of a large number of matrix games with uncertain payos. 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 denitions, 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 dier in terms of stability in our approach. Both methods conclude that the nishing extraction can never reach equilibrium. Finally, due to the stability power in option of building tunnel option, nal decision will result to in building tunnel.