Static uncertain behavioral game with application to investment problem

Uncertain game considers situations in which payoffs are characterized by uncertain variables. This paper goes further by taking into account players' behaviors. For uncertain game with normal form, we define a new spectrum of uncertain behavioral game. Then, with the frame work of behavioral game theory and uncertainty theory, the expected Nash equilibrium is proposed. A necessary condition is provided in order to find the expected Nash equilibrium. Finally, an example is provided for illustrating purpose.