Stochastic Efficiency Based on a Common Set of Weights in Data Envelopment Analysis
الموضوعات : مجله بین المللی ریاضیات صنعتی
M. GHasemi
1
(Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.)
M. R. Mozaffari
2
(Department of Mathematics, Shiraz Branch, Islamic Azad University, Shiraz, Iran.)
M. Rostamy Malkhalifeh
3
(Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.)
M. H. Behzadi
4
(Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.)
الکلمات المفتاحية: Common set of weights, Quadratic programming, Stochastic efficiency, Data Envelopment Analysis, Normal Distribution,
ملخص المقالة :
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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