Fuzzy based GA to multi-objective entropy bimatrix game

Here, we propose a mathematical model to analyze the multi-objective bimatrix game under entropy environment. In this new approach, the entropy function of each player is considered as an objective to the multi-objective bimatrix game. This model is named as multi-objective entropy bimatrix game model. The formulated model is a multi-objective non-linear programming problem. To solve this model, we have introduced a solution procedure, which determines the feasibility of multi-objective non-linear programming problem using fuzzy programming approach and revised Genetic Algorithm (GA). By a real coded GA we have obtained the bounds of the objectives of the said model. Then we have determined the solutions of our proposed model. Finally, numerical examples are presented to illustrate the methodology. © 2012 Operational Research Society of India.