Solving parametric fuzzy linear systems by a non linear programming method

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