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Measuring robust overall profit efficiency with uncertainty in input and output price vectors | ||
| Journal of New Researches in Mathematics | ||
| مقاله 1، دوره 4، شماره 15، بهمن 2018، صفحه 5-18 اصل مقاله (572.28 K) | ||
| نوع مقاله: research paper | ||
| نویسندگان | ||
M.A. Raayatpanah1؛ N. Aghayia  2
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| 1Department of Mathematical Sciences and Computer, Kharazmi University, Tehran, Iran | ||
| 2Department of Mathematics, Ardabil Branch, Islamic Azad University, Ardabil, Iran | ||
| چکیده | ||
| The classic overall profit needs precise information of inputs, outputs, inputs and outputs price vectors. In real word, all data are not certain. Therefore, in this case, stochastic and fuzzy methods use for measuring overall profit efficiency. These methods require more information about the data such as probability distribution function or data membership function, which in some cases may not have sufficient information to estimate them, and only we have knowledge about the parameters so that they change in a convex space that is closed and bounded. Therefore, in this paper, we consider a budget uncertainty model in the robust optimization problem that able to adjust the conservative degree. The robust model by the input and output price vectors is proposed to compute overall profit efficiency measure. To illustrate the application of the proposed method, a numerical example is presented and the results show that the robust overall efficiency of the decision making units is higher than the optimistic model. | ||
| کلیدواژهها | ||
| Data Envelopment Analysis؛ robust optimization؛ overall profit efficiency؛ uncertain data | ||
| مراجع | ||
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