Multi-choice linear programming for matrix game

摘要

The aim of this paper is to develop a multi-choice model for matrix game problem where a payoff matrix is multi-choice in nature. Then it transfer to a standard mathematical programming problem such a way of alternatives, out of which one is to be selected. The selection of alternatives should be the combination of choices provides an optimal solution to the matrix game. There may be more than one combination which will provide an optimal solution. However, the problem cannot be solved by standard linear programming problem (LPP) techniques. This paper proposed a technique to formulate mixed-integer programming model. Using the standard soft ware, the proposed model can be solved. Finally numerical example is presented to illustrate the proposed model and solution procedure.