Stochastic Efficiency Based on a Common Set of Weights in Data Envelopment ‎Analysis

This manuscript extends the CSW model to stochastic inputs and outputs. Next, the stochastic CSW model is transformed into a nonlinear model, and then, the deterministic model is transformed into a quadratic programming model. Finally, the concept presented in this article is demonstrated through a numerical example involving a number of Iranian banks.

کلیدواژه ها:

Data Envelopment Analysis ، Stochastic efficiency ، Common set of weights ، Normal Distribution ، Quadratic programming