Cooper ww, deng h, huang z, li sx 2004 chance constrained programming approaches to congestion in stochastic data envelopment analysis. This paper addresses chance constrained version of an additive input relaxation model which has been developed in data envelopment analysis e. A model for efficiency evaluation based upon the theory of chance constrained programming is developed. Supplier selection using chanceconstrained data envelopment analysis with nondiscretionary factors and stochastic data majid azadi faculty of economic and management islamic azad university sciences and researches branch tehran, iran email. A new chance constrained data envelopment analysis for selecting thirdparty reverse logistics providers in the existence of dualrole factors. Sensitivity and stability in stochastic data envelopment analysis. A joint chanceconstrained data envelopment analysis model. Dea data envelopment analysis models and concepts are formulated here in terms of the pmodels of chance constrained programming, which are then modified to contact the satisficing concepts of h. Computational tractability of chance constrained data. Developing a new chanceconstrained data envelopment. Pdf chance constrained additive input relaxation model in.
Chanceconstrained efficiency analysis repository home. This study employs a chanceconstrained data envelopment analysis cdea approach with two models model a and model b to decompose provincial productivity growth in vietnamese agriculture from. This paper investigates the meteorological factors and human activities that influence pm2. Fuzzy data envelopment analysis with credibility constraints. The model uses a piecewise linear envelopment of confidence regions for observed stochastic multipleinput multipleoutput combinations in the data envelopment analysis dea tradition. The chanceconstrained frontier envelops a given set of. Chanceconstrained dea models with random fuzzy inputs and outputs.
Supplier selection using chanceconstrained data envelopment analysis with nondiscretionary factors and stochastic data abstract the changing economic conditions have challenged many organizations. The purposeofconventional data envelopment analysis dea is toevaluatethe performanceofa setof. A joint chanceconstrained data envelopment analysis model with random output data. Land and others published chanceconstrained data envelopment analysis find, read and cite all the research.
The chanceconstrained envelope envelops a given set of. A new chanceconstrained dea model with birandom input. Using the neoclassical theory of production economics as the analytical framework, this book, first published in 2004, provides a unified and easily comprehensible, yet fairly rigorous, exposition of the. An integrated chance constrained stochastic model for efficient and sustainable supplier selection and order allocation.
Its deterministic equivalent for solving this chance constrained stochastic model is also obtained which can be transformed to a quadratic programming problem. This handbook covers dea topics that are extensively used and solidly based. A new chance constrained data envelopment analysis for selecting thirdparty reverse logistics providers in the existence of dualrole factors expert systems with applications, vol. This study employs a chanceconstrained data envelopment analysis cdea approach with two models model a and model b to decompose provincial productivity growth in vietnamese agriculture. Data envelopment analysis chanceconstrained programming random and rough data alphaoptimistic alphapessimistic business systems and analytics department, distinguished chair. International journal of production research volume 57, 2019 issue 3. In this study, we develop a marginal chanceconstrained data envelopment analysis dea model in the presence of nondiscretionary inputs and hybrid outputs for the first time.
Chance constrained data envelopment analysis dea is developed for modeling data uncertainty in inputs and outputs of a set of decision making units dmus. Frantisek brazdiky january 2004 abstract in this paper the chance constrained problems for dea analysis are constructed. In this paper, the additive model developed depending on the banker, charnes and cooper bcc model was extended by chance constrained programming formulations in order to overcome the. Bridging humanitarian operations management and organisational theory, pp. Data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chanceconstrained programming. An integrated chanceconstrained stochastic model for efficient and sustainable supplier selection and order allocation. A comparison of chanceconstrained dea and stochastic. This article used chance constrained programming approaches to replace stochastic models with deterministic equivalents.
Estimated results show that there are significant differences in efficiency scores between chance constrained dea and stochastic frontier production function. Based on credibility theory, this paper provides the inputoriented credibility data envelopment analysis cdea model, in which we adopt the concept of fuzzy chance constrained programming on objective function and all constraints with fuzzy inputs and fuzzy outputs. We show that the chanceconstrained enveloping process leads to the defini. This chapter describes some of these developments and offers examples of possible uses in. In this paper, the additive model developed depending on the banker, charnes and cooper bcc model was extended by chance constrained programming formulations in order to overcome the insufficiencies in deterministic data envelopment analysis, and the technical analysis of manufacture of basic iron and steel and of ferroalloys sector. Using the neoclassical theory of production economics as the analytical framework, this book, first published in 2004, provides a unified and easily comprehensible, yet fairly rigorous, exposition of the core literature on data envelopment analysis dea for readers based in different disciplines. This article developed an approached model of congestion, based on relaxed combination of inputs, in stochastic data envelopment analysis sdea with chance constrained programming approaches. Fukuyama 2019 chance constrained cost efficiency in data envelopment analysis model with random inputs and outputs, operational research, an international journal, accepted. We call it a stochastic nondiscretionary dea model snddea, and it is developed to measure and compare the relative efficiency of forest management units under.
Pdf this paper addresses chance constrained version of an additive input relaxation model. Chanceconstrained data envelopment analysis modeling with random rough data. To address this issue, chance constrained data envelopment analysis dea approach is proposed. A chanceconstrained data envelopment analysis approach to. Data envelopment analysis dea is a widely used mathematical programming technique for comparing. Citeseerx chance constrained input relaxation to congestion. Chanceconstrained cost efficiency in data envelopment. Jan 01, 2012 developing a new chance constrained data envelopment analysis in the presence of stochastic data developing a new chance constrained data envelopment analysis in the presence of stochastic data momeni, ehsan. Computational tractability of chance constrained data envelopment analysis, european journal of operational research, elsevier, vol. Uncertainty, risk, and the efficiencies of the principal and.
Jun 16, 2016 a new chance constrained data envelopment analysis for selecting thirdparty reverse logistics providers in the existence of dualrole factors. Data envelopment analysis, random fuzzy variable, possibilityprobability, necessityprobability suggested citation. Abstract data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chance. Developing a new chance constrained ndea model to measure the performance of humanitarian supply chains. Assessing sustainability of supply chains by chance. A flexible deterministic, stochastic and fuzzy data. Also, we solve the ccdea model for two levels of probabilities. Data envelopment analysis dea, as a useful management and decision tool, has been widely used since it was first invented by charnes et al. A new chanceconstrained dea model with birandom input and output data madjid tavana1,2, rashed khanjani shiraz3 and adel hatamimarbini4 1la salle university, philadelphia, usa.
Enterprise efficiency is assessed using a biobjective data envelopment analysis. We employed both chance constrained data envelopment analysis ccdea and stochastic frontier analysis sfa to measure the technical efficiency of 39 banks in taiwan. However, the input and output data in the reallife performanceevaluationproblems are oftenstochastic. To select the best strategies in the presence of both deterministic and non.
Data envelopment analysis dea is a method for measuring performance of decision making units dmus. Developing a stochastic input oriented data envelopment analysis siodea model. A new method for solving dual dea problems with fuzzy. Based on this stochastic approach, the measures of the principals efficiency, the agents efficiency, and the. An application of data envelopment analysis on marble.
The purpose of this study is to examine the efficiencies of marble factories in afyonkarahisar city via data envelopment analysis dea, which is a mathematical programmingbased. Developing a new chanceconstrained data envelopment analysis in the presence of stochastic data developing a new chanceconstrained data envelopment analysis in the presence of. Download selected publications of professor ali emrouznejad. Li, chance constrained programming approaches to congestion in stochastic data envelopment analysis, european journal of operational research 155 2004. Data envelopment analysis dea is a mathematical programming approach for evaluating the technical efficiency. The chance constrained frontier envelops a given set of. This article developed an approached model of congestion, based on relaxed combination of inputs, in stochastic data. Chanceconstrained data envelopment analysis modeling with randomrough data 30 may 2018 rairo operations research, vol. Data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chance. On the one hand, the dea models need accurate inputs. Chanceconstrained dea models with random fuzzy inputs and. These models are, data envelopment analysis dea, fuzzy data envelopment analysis fdea, and chance constraint data envelopment analysis ccdea. Developing a new chanceconstrained data envelopment analysis. The purpose of the handbook is to 1 describe and elucidate the state of the field and 2, where appropriate, extend the.
A new chanceconstrained dea model with birandom input and. Stochastic models and variable returns to scales in data envelopment analysis the stochastic efficiency measure of a decision making unit dmu is defined via joint probabilistic comparisons of inputs and outputs with other dmus, and can be characterized by solving a chance constrained programming problem. Based on this stochastic approach, the measures of the principals efficiency, the agents efficiency, and the agents effort level are provided. Data envelopment analysis chance constrained programming. Incorporation of random variations into dea analysis has received significant attention in recent years. Jul 07, 2019 in this study, we develop a marginal chance constrained data envelopment analysis dea model in the presence of nondiscretionary inputs and hybrid outputs for the first time. Chanceconstrained data envelopment analysis article pdf available in managerial and decision economics 146. A new chanceconstrained data envelopment analysis for selecting thirdparty reverse logistics providers in the existence of dualrole factors expert systems with applications, vol. The goal is to construct oriented dea models that account for stochastic noise.
The chanceconstrained envelope envelops a given set of observations most of the time. An integrated chanceconstrained stochastic model for. The goal is to construct oriented dea models that account for stochastic noise in the analyzed data. Data envelopment analysis with uncertain inputs and outputs. This chapter describes some of these developments and offers examples of possible uses in the area of chance constrained programming models in dea. Chance constrained programming approaches to congestion in. In this study, the efficiencies of 64 marble factories in afyonkarahisar city, the most famous city in terms of marble production in turkey, were examined. In the existing literature, chance constrained dea includes emodel and pmodel. Chance constrained efficiency evaluation management science. Stochastic models and variable returns to scales in data envelopment analysis the stochastic efficiency measure of a decision making unit dmu is defined via joint probabilistic comparisons of inputs and. This study employs a chance constrained data envelopment analysis cdea approach with two models model a and model b to decompose provincial productivity growth in vietnamese agriculture from 1995 to 2007 into technological progress and efficiency change. In some special cases, such as the fuzzy inputs and fuzzy outputs are independent trapezoidal fuzzy variables, this kind of. Developing a new chance constrained ndea model to measure. In this paper the chance constrained problems for dea analysis are con structed.
Citeseerx document details isaac councill, lee giles, pradeep teregowda. Uncertainty, risk, and the efficiencies of the principal. Despite conventional data envelopment analysis dea models that view decision making units dmus as black boxes, twostage dea models take into account intermediate measures within a dmu. A new chanceconstrained data envelopment analysis for selecting thirdparty reverse logistics providers in the existence of dualrole factors.
Chance constrained data envelopment analysis modeling with randomrough data 30 may 2018 rairo operations research, vol. The chance constrained envelope envelops a given set of observations most of the time. Data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chance constrained programming. We employed both chanceconstrained data envelopment analysis ccdea and stochastic frontier analysis sfa to measure the technical efficiency of 39 banks in taiwan. Jul 05, 2011 to select the best strategies in the presence of both deterministic and non. The purpose of this study is to examine the efficiencies of marble factories in afyonkarahisar city via data envelopment analysis dea, which is a mathematical programmingbased analysis.
Supplier selection using chanceconstrained data envelopment. Chance constrained input relaxation to congestion in. Fukuyama 2019 chanceconstrained cost efficiency in data envelopment analysis model with random inputs and outputs, operational research, an. Citeseerx chance constrained additive input relaxation. A stochastic data envelopment analysis model considering.
The emodel maximizes functions related to the expectation of random inputs and outputs. Suggested citation tavana, madjid and khanjani shiraz, rashed and hatamimarbini, adel and agrell, per j. Objective of this paper is to present a new stochastic twostage dea model in the presence of undesirable data. Suggested citation tavana, madjid and khanjani shiraz, rashed and. Chance constrained data envelopment analysis for efficiency. Developing a new chance constrained ndea model to measure the.