Z-equilibrium in random bi-matrix games: Definition and computation
Farida Achemine, Moussa Larbani · RAIRO - Operations Research · 2022
This paper deals with bi-matrix games with random payoffs. Using probability tools, we propose a solution based on the concept of Z-equilibrium. Then, we give sufficient conditions of its existence. Further, the problem of computation of this solution is transformed into the determination of Pareto optimal solutions of a deterministic bi-criteria minimization problem. Finally, we provide illustrative numerical examples.