In this paper a multi-criteria game model, which allows interactions between players, is studied. The problem addressed is considered as a cooperative game in order to achieve consensus solutions which are evaluated with respect to several criteria simultaneously. The main idea consists of analyzing finite multi-criteria n-person games as multi-criteria bargaining games. The notion of Pareto-optimal guaranteed payoffs as a generalization of the maximin values of scalar games is proposed, together with a solution concept which can be characterized as the solutions of multi-criteria linear programming problems. A procedure to incorporate additional information about the players' preferences in order to reach a final consensus is also provided.