首页    期刊浏览 2024年11月28日 星期四
登录注册

文章基本信息

  • 标题:Stochastic p-robust approach to two-stage network DEA model
  • 本地全文:下载
  • 作者:Sri Wahyuningsih ; Nugraha E.Suyatma ; Harsi D.Kusumaningrum
  • 期刊名称:Quantitative Finance and Economics
  • 电子版ISSN:2573-0134
  • 出版年度:2019
  • 卷号:3
  • 期号:2
  • 页码:315-346
  • DOI:10.3934/QFE.2019.2.315
  • 语种:English
  • 出版社:AIMS Press
  • 摘要:Data Envelopment Analysis (DEA) is a method for evaluating the performance of a set of homogeneous Decision Making Units (DMUs). When there are uncertainties in problem data, original DEA models might lead to incorrect results. In this study, we present two stochastic p-robust two-stage Network Data Envelopment Analysis (NDEA) models for DMUs efficiency estimation under uncertainty based on Stackelberg (leader-follower) and centralized game theory models. This allows a deleterious effect to the objective function to better hedge against the uncertain cases those are commonly ignored in classical NDEA models. In the sequel, we obtained an ideal robustness level and the maximum possible overall efficiency score of each DMU over all permissible uncertainties, and also the minimal amount of uncertainty level for each DMU under proposed models. The applicability of the proposed models is shown in the context of the analysis of bank branches performance.
  • 关键词:data envelopment analysis;p-robustness;discrete uncertain data;NDEA;stochastic p-robust optimization
国家哲学社会科学文献中心版权所有