مشخصات پژوهش

صفحه نخست /A New Method for Solving Dual ...
عنوان A New Method for Solving Dual DEA Problems with Fuzzy Stochastic Data
نوع پژوهش مقاله چاپ شده
کلیدواژه‌ها Data envelopment analysis; fuzzy random variable; normal distribution; banking industry.
چکیده Data envelopment analysis (DEA) is a widely used mathematical programming technique for measuring the relative e±ciency of decision-making units which consume multiple inputs to produce multiple outputs. Although precise input and output data are fundamentally used in classical DEA models, real-life problems often involve uncertainties characterized by fuzzy and/or random input and output data. We present a new input-oriented dual DEA model with fuzzy and random input and output data and propose a deterministic equivalent model with linear constraints to solve the model. The main contributions of this paper are fourfold: (1) we extend the concept of a normal distribution for fuzzy stochastic variables and propose a DEA model for problems characterized by fuzzy stochastic variables; (2) we transform the proposed DEA model with fuzzy stochastic variables into a deterministic equivalent linear form; (3) the proposed model which is linear and always feasible can overcome the nonlinearity and infeasibility in the existing fuzzy stochastic DEA models; (4) we present a case study in the banking industry to exhibit the applicability of the proposed method and feasibility of the obtained solutions.
پژوهشگران امید غلامی (نفر چهارم)، سید هادی ناصری (نفر سوم)، مجید توانا (نفر دوم)، علی ابراهیم نژاد (نفر اول)