Linear systems of equations, with uncertainty on the parameters,play a major role in various problems in economics and finance. In this paperparametric fuzzy linear systems of the general formA_1x+b_1=A_2x+b_2, with A_1, A_2, b_1 and b_2 matrices with fuzzy elements,are solved by means of a nonlinear programming method.The relationbetween this methodology and the algorithm proposed in Muzzioli and Reynaerts (2006a)is highlighted.The methodology is finally applied to an economic and afinancial problem.
Solving parametric fuzzy linear systems by a non linear programming method / Muzzioli, Silvia; H., Reynaerts. - In: COMPUTATIONAL ECONOMICS. - ISSN 0927-7099. - STAMPA. - 29:(2007), pp. 107-117. [10.1007/s10614-006-9070-2]
Solving parametric fuzzy linear systems by a non linear programming method
MUZZIOLI, Silvia;
2007
Abstract
Linear systems of equations, with uncertainty on the parameters,play a major role in various problems in economics and finance. In this paperparametric fuzzy linear systems of the general formA_1x+b_1=A_2x+b_2, with A_1, A_2, b_1 and b_2 matrices with fuzzy elements,are solved by means of a nonlinear programming method.The relationbetween this methodology and the algorithm proposed in Muzzioli and Reynaerts (2006a)is highlighted.The methodology is finally applied to an economic and afinancial problem.
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