Data envelopment analysis for efficiency measurement in the stochastic case
Computers and Operations Research
A procedure for ranking efficient units in data envelopment analysis
Management Science
Chance constrained efficiency evaluation
Management Science
Robust Solutions to Least-Squares Problems with Uncertain Data
SIAM Journal on Matrix Analysis and Applications
Mathematics of Operations Research
Robust Solutions to Uncertain Semidefinite Programs
SIAM Journal on Optimization
Operations Research
Tractable Approximations to Robust Conic Optimization Problems
Mathematical Programming: Series A and B
Expert Systems with Applications: An International Journal
Robust solutions of uncertain linear programs
Operations Research Letters
Robust linear optimization under general norms
Operations Research Letters
Hi-index | 12.05 |
Conventional super-efficiency data envelopment analysis (DEA) models require the exact information of inputs or outputs. However, in many real world applications this simple assumption does not hold. Stochastic super-efficiency is one of recent methods which could handle uncertainty in data. Stochastic super-efficiency DEA models are normally formulated based on chance constraint programming. The method is used to estimate the efficiency of various decision making units (DMUs). In stochastic chance constraint super-efficiency DEA, the distinction of probability distribution function for input/output data is difficult and also, in several cases, there is not enough data for estimating of distribution function. We present a new method which incorporates the robust counterpart of super-efficiency DEA. The perturbation and uncertainty in data is assumed as ellipsoidal set and the robust super-efficiency DEA model is extended. The implementation of the proposed method of this paper is applied for ranking different gas companies in Iran.