Abstract
In this paper, a n-person credibilistic non-cooperative game with risk aversion is investigated in the fuzzy environment. Firstly, optimistic value criterion is applied to modeling players’ risk aversion. We define a α-optimistic Nash equilibrium for this games. The existence of α-optimistic Nash equilibrium strategies is proposed. Then a Bayesian α-optimistic Nash equilibrium is given by assuming α to be not common knowledge and its existence theorem is also proved. Moreover, we present a sufficient and necessary condition to find the Bayesian α-optimistic Nash equilibrium. Finally, an example is given to illustrate the usefulness of the proposed game.
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