Solving matrix games with hesitant fuzzy pay-offs

The objective of this paper is to develop matrix games with pay-offs of triangular hesitant fuzzy elements (THFEs). To solve such games, a new methodology has been derived based on the notion of weighted average operator and score function of THFEs. Firstly, we formulate two non-linear programming problems with THFEs. Then applying the score function of THFEs, we transform these two problems into two non-linear multi-objective programming problems with triangular fuzzy numbers (TFNs). Finally, the Lexicographic method is used to solve these two multi-objective programming problems. A market share problem is considered to show the validity and applicability of the proposed methodology.