Dominance stochastic models in data envelopment analysis

被引:52
|
作者
Huang, ZM
Li, SX
机构
[1] School of Management and Business, Adelphi University, Garden City, Long Island
关键词
data envelopment analysis; stochastic efficiency; dominance cone; nondominated efficient frontier; random disturbance;
D O I
10.1016/0377-2217(95)00293-6
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper stochastic models in data envelopment analysis (DEA) art developed by taking into account the possibility of random variations in input-output data, and dominance structures on the DEA envelopment side are used to incorporate the model builder's preferences and to discriminate efficiencies among decision making units (DMUs). The efficiency measure for a DMU is defined via joint dominantly probabilistic comparisons of inputs and outputs with other DMUs and can be characterized by solving a chance constrained programming problem. Deterministic equivalents are obtained for multivariate symmetric random errors and for a single random factor In the production relationships. The goal programming technique is utilized in deriving linear deterministic equivalents and their dual forms. The relationship between the general stochastic DEA models and the conventional DEA models is also discussed.
引用
收藏
页码:390 / 403
页数:14
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