Developing a new chance-constrained data envelopment analysis in the presence of stochastic data

Momeni, Ehsan; Saen, Reza Farzipoor

doi:10.1504/ijbex.2012.046638

Cited by 8 publications

(2 citation statements)

References 81 publications

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“…(), Olesen and Petersen (), Morita and Seiford (), Azadi and Farzipoor Saen (), Azadi and Farzipoor Saen (), Azadi and Farzipoor Saen ( b), Azadi et al . (), and Momeni and Farzipoor Saen (). Although original DEA models such as CCR (Charnes et al ., ) or Banker–Charnes–Cooper (BCC) (Banker et al ., ) models have been extended in stochastic DEA, the research on output‐oriented super SBM model solely have been done in deterministic DEA.…”

Section: Introductionmentioning

confidence: 99%

Developing an Output-Oriented Super Slacks-Based Measure Model with an Application to Third-Party Reverse Logistics Providers

Azadi

Saen

2011

J. Multi-Crit. Decis. Anal.

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Outsourcing is an increasingly significant topic pursued via corporations seeking enhanced efficiency. Third-party reverse logistics involves the employ of external firms to carry out some or all of the firm's logistics activities. Output-oriented super slacks-based measure (SBM) model is one of the models in data envelopment analysis (DEA). In many real-world applications, data are often stochastic. A successful approach to address uncertainty in data is to replace deterministic data via random variables, leading to chance-constrained DEA. In this paper, a chance-constrained output-oriented super SBM model is developed and also its deterministic equivalent, which is a nonlinear program, is derived. Furthermore, it is shown that the deterministic equivalent of the stochastic output-oriented super SBM model can be converted into a quadratic program. In addition, sensitivity analysis of the stochastic output-oriented super SBM model is discussed with respect to changes on parameters. Finally, a numerical example demonstrates the application of the proposed model.

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Section: Introductionmentioning

confidence: 99%

Developing an Output-Oriented Super Slacks-Based Measure Model with an Application to Third-Party Reverse Logistics Providers

Azadi

Saen

2011

J. Multi-Crit. Decis. Anal.

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“…Azadi and Farzipoor Saen [44] proposed a deterministic version of the stochastic model in the presence of undesirable outputs. Momeni and Farzipoor Saen [45] developed a Russell chanceconstrained DEA model to help decision-makers to identify suitable third-party reverse logistics providers. Skevas et al [46] determined the technical inefficiency and pesticides' environmental inefficiency of farms using the Russell model in the presence of undesirable inputs and outputs.…”

Section: Introductionmentioning

confidence: 99%

A Modified Russell Measure for Estimating Efficiency Changes in the Presence of the Undesirable Outputs and Stochastic Data

2021

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Although data envelopment analysis (DEA) assumes deterministic data, a great volume of data might be stochastic. The global Malmquist productivity index (GMPI) is a highly effective instrument for productivity analysis in DEA. This paper extends GMPI in the presence of stochastic data. Our new stochastic DEA model is a chance-constrained programming model, which is converted to a deterministic programming problem with a linear objective function and quadratic constraints. For efficiency evaluation purposes, in this paper, the weak disposability principle is used to model Russell's measure in the presence of undesirable outputs. The main contribution of this paper is to develop a global Russell model with stochastic data. A case study is presented to illustrate the applicability of the proposed models.

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A DEA model with dual-role factors and fuzzy data for selecting third-party reverse logistics provider, case study: Hospital waste collection

Eydi

Rastgar

2022

Ain Shams Engineering Journal

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Developing a new chance-constrained data envelopment analysis in the presence of stochastic data

Cited by 8 publications

References 81 publications

Developing an Output-Oriented Super Slacks-Based Measure Model with an Application to Third-Party Reverse Logistics Providers

Developing an Output-Oriented Super Slacks-Based Measure Model with an Application to Third-Party Reverse Logistics Providers

A Modified Russell Measure for Estimating Efficiency Changes in the Presence of the Undesirable Outputs and Stochastic Data

A DEA model with dual-role factors and fuzzy data for selecting third-party reverse logistics provider, case study: Hospital waste collection

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