Chance-constrained model in stochastic data envelopment analysis

Chance-constrained model in stochastic data envelopment analysis

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Article ID: iaor20071525
Country: China
Volume: 27
Issue: 5
Start Page Number: 837
End Page Number: 840
Publication Date: May 2005
Journal: Chinese Journal of Systems Engineering and Electronics
Authors: ,
Abstract:

Random factors on inputs and outputs in a production process are taken into account. Based on the concept of stochastic DEA efficiency, chance-contrained programming models are proposed, and the existence of optimal solution and deterministic equivalents of the models are proved. Finally, a case is given to illustrate that the model has a promising use.

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