Zeus

From Muppet Wiki

Zeus is king of the gods and patriarch of many in Greek Mythology. Traditionally bearded and occasionally able to shoot thunderbolts, Zeus is also known for his many affairs, often by taking the form of wildlife.

Though conspicuously absent from The StoryTeller: Greek Myths, Zeus appeared on Muppets Tonight. In a "Thor, God of Thunder" sketch from episode 108, the two deities battle it out in a library, and vaporize Ernest Pleth.

In Roman Mythology, Zeus is known as Jupiter.