Robust data envelopment analysis based MCDM with the consideration of uncertain data

(整期优先)网络出版时间:2010-06-16
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Theapplicationofdataenvelopmentanalysis(DEA)asamultiplecriteriadecisionmaking(MCDM)techniquehasbeengainingmoreandmoreattentioninrecentresearch.InthepracticeofapplyingDEAapproach,theappearanceofuncertaintiesoninputandoutputdataofdecisionmakingunit(DMU)mightmakethenominalsolutioninfeasibleandleadtotheefficiencyscoresmeaninglessfrompracticalview.ThispaperanalyzestheimpactofdatauncertaintyontheevaluationresultsofDEA,andproposesseveralrobustDEAmodelsbasedontheadaptationofrecentlydevelopedrobustoptimizationapproaches,whichwouldbeimmuneagainstinputandoutputdatauncertainties.TherobustDEAmodelsdevelopedarebasedoninput-orientedandoutputorientedCCRmodel,respectively,whentheuncertaintiesappearinoutputdataandinputdataseparately.Furthermore,therobustDEAmodelscoulddealwithrandomsymmetricuncertaintyandunknown-but-boundeduncertainty,inbothofwhichthedistributionsoftherandomdataentriesarepermittedtobeunknown.TherobustDEAmodelsareimplementedinanumericalexampleandtheefficiencyscoresandrankingsofthesemodelsarecompared.TheresultsindicatethattherobustDEAapproachcouldbeamorereliablemethodforefficiencyevaluationandrankinginMCDMproblems.