Methods of game theory are used to develop a technique for finding optimal solutions to air quality problems that involve multiple objectives. The technique is demonstrated using a hypothetical problem in which sites for two new power plants are sought that optimally satisfy five objectives subject to given constraints. The five objectives are minimization of (1) fuel and pollutant control costs, (2) long-term averaged SO2 concentration, (3) peak short-term SO2 concentration, (4) long-term averaged particulate concentration, and (5) peak short-term particulate concentration. The constraints include the number and locations of fuel sources, the energy and pollutant contents and cost of fuel from each source, the admissible areas for plant locations, etc. The focus of the paper is on concepts and technique development rather than the solution of specific problems.