A Class of Two-Person Zero-Sum Matrix Games with Rough Payoffs

Procedure 1

Procedure of genetic algorithm

Input: GA parameters: 𝑁_pop-size,𝑃_𝑐,𝑃_𝑚 and the cycle number Gen_max

Output: optimal sampling level, NPV

begin

 𝑔←0;

 initialization( ) by checking the feasiblity;

 evaluation(0);

 while (𝑔≤Gen_max) do

   selection( );

   crossover( );

   mutation( );

   evaluation(𝑔);

   𝑔←𝑔+1;

 end

 Output: the optimal solution

End