Abstract
In this paper, we deal with multicriteria matrix games. Different solution concepts have been proposed to cope with these games. Recently, the concept of Pareto-optimal security strategy which assures the property of security in the individual criteria against an opponent's deviation in strategy has been introduced. However, the idea of security behind this concept is based on expected values, so that this security might be violated by mixed strategies when replications are not allowed. To avoid this inconvenience, we propose in this paper a new concept of solution for these games: the G-goal security strategy, which includes as part of the solution the probability of obtaining prespecified values in the payoff functions. Thus, attitude toward risk together with payoff values are considered jointly in the solution analysis.
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Fernández, F.R., Monroy, L. & Puerto, J. Multicriteria Goal Games. Journal of Optimization Theory and Applications 99, 403–421 (1998). https://doi.org/10.1023/A:1021726311384
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DOI: https://doi.org/10.1023/A:1021726311384