A new chance-constrained DEA model with birandom input and output data

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dc.cclicenceN/Aen
dc.contributor.authorTavana, M.en
dc.contributor.authorShiraz, R. K.en
dc.contributor.authorHatami-Marbini, A.en
dc.date.accessioned2017-03-03T10:59:42Z
dc.date.available2017-03-03T10:59:42Z
dc.date.issued2013-11-27
dc.description.abstractThe purpose of conventional Data Envelopment Analysis (DEA) is to evaluate the performance of a set of firms or Decision-Making Units using deterministic input and output data. However, the input and output data in the real-life performance evaluation problems are often stochastic. The stochastic input and output data in DEA can be represented with random variables. Several methods have been proposed to deal with the random input and output data in DEA. In this paper, we propose a new chance-constrained DEA model with birandom input and output data. A super-efficiency model with birandom constraints is formulated and a non-linear deterministic equivalent model is obtained to solve the super-efficiency model. The non-linear model is converted into a model with quadratic constraints to solve the non-linear deterministic model. Furthermore, a sensitivity analysis is performed to assess the robustness of the proposed super-efficiency model. Finally, two numerical examples are presented to demonstrate the applicability of the proposed chance-constrained DEA model and sensitivity analysis.en
dc.funderN/Aen
dc.identifier.citationTavana, M., Shiraz, R. K. and Hatami-Marbini, A. (2014) A new chance-constrained DEA model with birandom input and output data. Journal of the Operational Research Society, 65 (12), pp. 1824-1839en
dc.identifier.doihttps://doi.org/10.1057/jors.2013.157
dc.identifier.urihttp://hdl.handle.net/2086/13384
dc.language.isoenen
dc.peerreviewedYesen
dc.projectidN/Aen
dc.publisherSpringeren
dc.researchinstituteCentre for Enterprise and Innovation (CEI)en
dc.subjectData Envelopment Analysisen
dc.subjectChance-constrained programmingen
dc.subjectBirandom variablesen
dc.subjectQuadratic constraintsen
dc.subjectSuper-efficiencyen
dc.titleA new chance-constrained DEA model with birandom input and output dataen
dc.typeArticleen

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