A fuzzy chance constraint multi objective programming method in data envelopment analysis

In recent years, fuzzy set theory has been used as a way to quantify imprecise and vague data in data envelopment analysis models. In this study, we will attempt to approximate the relative efficiency by an imprecise value and increase the power of discrimination between efficient units. For this reason, we propose a chance constraint multi objective programming. Subsequently, a linear programming method will be proposed by goal programming technic. It approximates the relative efficiency ratio by a triangular fuzzy variable. Finally, the proposed method is applied on a real example of Iranian electricity distribution companies in the years 2000 to 2004. It able to ranks all 38 companies completely.