Linear systems of equations with uncertainty on the parameters play a major role in various problems in economics and finance. In this paper fuzzy linear systems of the most general form A_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 methodology is finally applied to an economic and a financial problem.
Solving fuzzy systems of linear equations by a nonlinear programming method / H., Reynaerts; Muzzioli, Silvia. - ELETTRONICO. - unico:(2005), pp. 1370-1378. (Intervento presentato al convegno International Symposium on Applied Stochastic Models and Data Analysis tenutosi a Brest nel 17-20 May 2005).
Solving fuzzy systems of linear equations by a nonlinear programming method
MUZZIOLI, Silvia
2005
Abstract
Linear systems of equations with uncertainty on the parameters play a major role in various problems in economics and finance. In this paper fuzzy linear systems of the most general form A_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 methodology is finally applied to an economic and a financial problem.
| File | Dimensione | Formato | |
|---|---|---|---|
|
PUBBLICAZIONE N.25 ASMDA 2005.pdf
Accesso riservato
Descrizione: versione pubblicata
Tipologia:
Versione pubblicata dall'editore
Dimensione
266.82 kB
Formato
Adobe PDF
|
266.82 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris
