Title of article :
The sustainability radius of the cost efficiency in Interval Data Envelopment Analysis: A case study from Tehran Stocks
Author/Authors :
Mombini, Esmaeil Department of mathematics - Islamic Azad University Ahvaz Branch, Ahvaz , Rostamy-Malkhalifeh, Mohsen Department of mathematics - Islamic Azad University Science and Research Branch, Ahvaz , Saraj, Mansour Department of Mathematics - Faculty of Mathematical Sciences and Computer - Shahid Chamran University of Ahvaz, Ahvaz
Abstract :
Interval Data Envelopment Analysis (Interval DEA) is a methodology to assess the efficiency of decision-making units (DMUs) in the presence of interval data. Sensitivity analysis and sustainability evaluation of decision- making units are as the most important concerns of Decision Makers (DM). In the past decades, many scholars have been attracted to the sustainability evaluation of DMUs from different perspectives. This study focuses on the sensitivity analysis in DEA and proposes an approach to determine the sustainability radius of the cost efficiency of units with interval data. Potential application of our proposed methods is illustrated by a numerical example from the literature review.
Keywords :
Data envelopment analysis , Interval data , Sensitivity analysis , Stability radius , Cost efficiency
Journal title :
Advances in Mathematical Finance and Applications