A class of multi-objective fuzzy matrix games is studied and it is shown that solving such a game is equivalent to solving a pair of multi-objective linear programming problems. This work generalizes an earlier study of Fernandez et al. \cite{Fernandez} from crisp scenario to fuzzy scenario on the lines of Bector et al. \cite{Chan2}. Further certain difficulties with similar studies reported in the literature are also discussed.
multi-objective game, Pareto-optimal security strategies, security level, multi-objective linear programming
90C70, 91A40