تحليل حساسيت و كاربرد آن در تحليل پوششي داده ها

Sensitivity Analysis and Its Application in Data Envelopment Analysis

In this paper additive perturbations of all data in the Charnes-Cooper-Rhodes (CCR) model preserving efficiency of an efficient Decision Making Unit (DMU) are considered first. Sufficient conditions for an efficient DMU to preserve its efficiency after additive perturbations of all data are given. These result are applied to 10 bank branches of a commercial bank of iran using 3 inputs and producing 2 outputs are considered. For each DMU, efficient according to the additive model, a region of efficiency is obtained. In that region inputs and outputs of the corresponding efficient DMU can be changed and its efficiency is preserved.