Title of article :
Stochastic Efficiency Based on a Common Set of Weights in Data Envelopment Analysis
Author/Authors :
GHasemi, M. Department of Mathematics - Islamic Azad University Science and Research Branch, Tehran , Mozaffari, M. R. Department of Mathematics - Islamic Azad University Shiraz Branch, Shiraz , Rostamy Malkhalifeh, M. Department of Mathematics - Islamic Azad University Science and Research Branch, Tehran , Behzadi, M. H. Department of Mathematics - Islamic Azad University Science and Research Branch, Tehran
Abstract :
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.
Keywords :
Data envelopment analysis , Stochastic efficiency , Common set of weights , Normal distribution , Quadratic Programming
Journal title :
International Journal of Industrial Mathematics(IJIM)
