Robust data envelopment analysis with variable budgeted uncertainty
سال انتشار: 1401
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 183
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شناسه ملی سند علمی:
ICIORS15_060
تاریخ نمایه سازی: 23 بهمن 1401
چکیده مقاله:
We present in this paper a new robust data envelopmentanalysis (DEA) model where the uncertain parameters are inform of the variable budgeted uncertainty, an extension ofthe budgeted uncertainty introduced by Bertsimas and Sim.Using variable budgeted uncertainty we aim to provide thesame probabilistic guarantee as the budgeted uncertaintyand, simultaneously, to obtain robust solutions that are lessconservative compared to Bertsimas and Sim’s uncertainty.The new presented robust DEA model is a mixed-integerprogramming problem and we provide the mathematicaldetails of the proposed model that are based on thedualization technique often used in robust linearprogramming. Finally, we present a computationalcomparison of the traditional robust DEA models that aredeveloped based on the budgeted uncertainty and the novelrobust DEA model. The experiments reveal that using theproposed robust DEA, the price of robustness reducescompared to traditional robust DEA models by an averagefactor of ۳۰%.
کلیدواژه ها:
نویسندگان
Aliasghar Arabmaldar
Georg-August-University of Gottingen, Department of Business Administration,Chair for Production and Logistics Management,Platz der Gottinger Sieben ۳, ۳۷۰۷۳, Gottingen, Germany
Adel Hatami-Marbini
Department of Management and Entrepreneurship,Leicester Castle Business School, De Montfort University,Hugh Aston Building, The Gateway, Leicester LE۱ ۹BH, UK