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A fuzzy two person interval game problem is proposed and treated in this paper which is not easily tackled by the conventional methods. First, with respect to this pay-off values, a necessary and sufficient condition for the existence of a saddle point is proved. Based on interval value model, we are to find the value of interval game without saddle point. Finally, example is given to illustrate the procedure and to indicate the performance of the proposed method.
The aim of this note is to point out and correct some vital mistakes in the paper by P K Nayak and M Pal, "Linear programming technique to solve two person matrix (games with interval pay-offs). Asia-Pacific Journal of Operational Research, 26(2), 285–305". Lots of serious mistakes on the definitions, conclusions, models, methods, proofs and computing results have been corrected and modified in this note. We also indicate inappropriate formulations regarding their proposed linear programming models for solving generic matrix games with interval pay-offs and suggest a pair of linear programming models with any minimal acceptance degree of the interval inequality constraints which may be allowed to violate. The lexicographic method is suggested so that a rational and credible solution of the generic matrix game with interval pay-offs can be achieved.