I don't really think there is a definitive answer because it depends on information not available in the question. Anyway, too long for a comment.
DBMSes are good at retrieving information according to indexes. It does not make sense to have a db server wasting time in heavy computations unless it is dedicated for this specific purpose (as answered by @Adrian).
Therefore, your client application should delegate to the DBMS the retrieval of information required by the rules.
If the computations are minor, all could be done on the server. Else, pull it off into the client system.
The disadvantage of the second approach lies in the amount of data traveling from the server to the client and the number of connections to establish. So, typically it is a compromise between computation and data transfer in the server. A balance to be achieved depending on the specificities of the fuzzy rules.
Edit: I've seen in a comment that you are almost sure to have to implement the code in the client. In that case, you should consider an additional criterion, code locality, for maintenance purposes, i.e., try to have all code that is related together, not spreading it between systems (and languages).