A DEA model under correlated polyhedral uncertainty sets
سال انتشار: 1399
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 313
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شناسه ملی سند علمی:
ICIORS13_201
تاریخ نمایه سازی: 6 آذر 1399
چکیده مقاله:
Precise, well-defined and deterministic data are the underpinning of conventional data envelopment analysis (DEA) models. However, a plethora of real-world applications includes uncertainty to some extent. Robust optimisation (RO) approaches have been used far and wide to cope with uncertain data in practical and engineering optimisation problems along with capturing more robust solutions against data fluctuations. In the existing literature, uncertain data are assumed to be independent. This paper adopts aRO approach under polyhedral uncertainty sets to develop a new robust DEA model which takes the correlation between the input and output data. As a consequence, it is envisaged that the price of robustness of DEA models decreases when there are significant correlations between the uncertain data.
کلیدواژه ها:
نویسندگان
Aliasghar Arabmaldar
Department of Mathematics, Faculty of Sciences, Golestan University Gorgan, Iran;
Adel Hatami-Marbini
Department of Management and Entrepreneurship, Leicester Castle Business School, De Montfort University, UK;