A Chance-Constrained DEA Model with Random Input and Output Data:Considering Maintenance Groups of Iranian Aluminum Company

In this paper, we use an input oriented chance-constrained DEA model withrandom inputs and outputs. A super-eciency model with chance constraintsis used for ranking. However, for convenience in calculations a non-linear deterministicequivalent model is obtained to solve the models. The non-linearmodel is converted into a model with quadratic constraints to solve the nonlineardeterministic model. Finally, data related to twenty-eight maintenancegroups of Iranian Aluminum Company (IRALCO) is used to demonstrate theapplicability of the used Models in this paper.

کلیدواژه ها:

Data envelopment analysis ، Chance constraints ، Random variables ، Quadratic constraints ، Super-efficiency