In this thesis, several methodologies have been proposed to solve the different types of game theory problems under fuzzy environment. Analytic Hierarchy process has been applied to find out the weights to solve the two-person zero-sum games with multiple payoffs. Considering the triangular and trapezoidal fuzzy numbers for the payoff matrix in two-person zero-game, the formulated models have been solved by parametric programming approach. Co- operative game theoretic approach has been applied to solve some multi-objective linear and non- linear programming problems. In non...