no. 5
Inverse data envelopment analysis with stochastic data
RAIRO. Operations Research, Tome 55 (2021) no. 5, pp. 2739-2762

The inverse Data Envelopment Analysis (InvDEA) is an exciting and significant topic in the DEA area. Also, uncertain data in various real-life applications can degrade the efficiency results. The current work addresses the InvDEA in the presence of stochastic data. Under maintaining the efficiency score, the inputs/outputs-estimation problem is investigated when some or all of its outputs/inputs increase. A novel optimality concept for multiple-objective programming problems, stochastic (weak) Pareto optimality in the level of significance α ∈[0,1], is introduced to derive necessary and sufficient conditions for input/output estimation. Furthermore, the performance of the developed theory in a banking sector application is verified.

Reçu le :
Accepté le :
Première publication :
Publié le :
DOI : 10.1051/ro/2021135
Classification : 90C05, 90C29, 90C39, 90C90, 90B50, 47N10
Keywords: Data envelopment analysis, inverse DEA, stochastic data, efficiency, multiple-objective programming 
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Ghomi, Ali; Ghobadi, Saeid; Behzadi, Mohammad Hassan; Rostamy-Malkhalifeh, Mohsen. Inverse data envelopment analysis with stochastic data. RAIRO. Operations Research, Tome 55 (2021) no. 5, pp. 2739-2762. doi: 10.1051/ro/2021135

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