Volume 55, Number 5, September-October 2021
|Page(s)||2739 - 2762|
|Published online||20 September 2021|
Inverse data envelopment analysis with stochastic data
Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran
2 Department of Mathematics, Khomeinishahr Branch, Islamic Azad University, Isfahan, Iran
3 Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
* Corresponding author: firstname.lastname@example.org
Accepted: 27 August 2021
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.
Mathematics Subject Classification: 90C05 / 90C29 / 90C39 / 90C90 / 90B50 / 47N10
Key words: Data envelopment analysis / inverse DEA / stochastic data / efficiency / multiple-objective programming
© The authors. Published by EDP Sciences, ROADEF, SMAI 2021
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