Approximating solutions of fully fuzzy linear systems: A financial case study

In this paper, we proposed a new method for approximating solutions of fully fuzzy linear systems in the dual form. For this purpose, we solve the original problem in the 1-cut position we assumed that the 1-cut is a crisp linear system, then some unknown symmetric spreads are allocated to each row of the crisp system, which leads to convert the original problem to 2 * n linear equations in order to find the symmetric spreads. Consequently, we suggested some extensions of the united solution set, the tolerable solution set and the controllable solution set. Simultaneously, we clarify between the classic hull solution sets and the extended hull solution sets in which finally leads to characterize the inner and outer estimations. Then, a financial example is solved to show the ability of proposed method.

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