MAXIMAL ALLOCATED BENEFIT AND MINIMAL ALLOCATED COST AND ITS APPLICATION

Subject Areas : International Journal of Mathematical Modelling & Computations

M. Mansouri Kaleibar ¹ , S. Daneshvar ²

1 - Young Researchers Club, Tabriz Branch, Islamic Azad University, Tabriz, Iran Iran, Islamic Republic of
2 -

Received: 2016-04-14 Accepted : 2016-04-14 Published : 2016-06-21

Keywords: DEA, Game Theory, Cooperative Game, stock exchange, Weight selection,

Abstract :

In this paper, we investigate the problems of consensus-making among institution in stock exchange with multiple criteria for evaluating performance when the players (institutions) are supposed to be egoistic and the score for each criterion for a player is supposed to be a positive score. Each player sticks to his superiority regarding the criteria. This paperintroduces the models for computing minimal cost ratio and the maximal benefit for institutions.