Stochastic Efficiency Based on a Common Set of Weights in Data Envelopment Analysis
Subject Areas : International Journal of Industrial Mathematics
مرضیه قاسمی
1
,
محمدرضا ظفری
2
,
محسن رستمی مال خلیفه
3
,
محمدحسن بهزادی
4
1 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.
2 - Department of Mathematics, Shiraz Branch, Islamic Azad University, Shiraz, Iran.
3 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.
4 - Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.
Keywords: Common set of weights, Quadratic programming, Stochastic efficiency, Data Envelopment Analysis, Normal Distribution,
Abstract :
This manuscript extends the CSW model to stochastic inputs and outputs. Next, the stochastic CSW model is transformed into a nonlinear model, and then, the deterministic model is transformed into a quadratic programming model. Finally, the concept presented in this article is demonstrated through a numerical example involving a number of Iranian banks.
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