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
Pages
14
From page
139
To page
152
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)
Serial Year
2022
Record number
2702511
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