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| 摘要: |
| 本文研究了输出参数不确定的数据包络分析(DEA)模型.利用鲁棒优化方法,建立了一个鲁棒DEA模型,通过数值试验表明了该模型在有效性评价和排序方面的可靠性.本文的模型可处理分布未知的不确定数据,与已有的只考虑对称分布不确定参数的模型相比,适用范围更广. |
| 关键词: 数据包络分析 不确定性 鲁棒优化 |
| DOI： |
| 分类号:O221.1 |
| 基金项目:Supported by Major Program of National Natural Science Foundation of China (70732003). |
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| ROBUST DATA ENVELOPMENT ANALYSIS WITHUNCERTAIN DATA |
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YU Hong-xia,JIN Li
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| Abstract: |
| In this paper, we study the data envelopment analysis (DEA) model with uncertain output parameters. By using robust optimization method, a robust DEA model is presented, numerical experiment indicates that this model is reliable for efficiency estimating and ranking strategies. This robust DEA model can deal with unknown-but-bounded uncertainty, in which the distributions of the random data entries are permitted to be unknown. Compared with the existing model which considers uncertain data with symmetrical distribution only, the robust DEA model suggested in the paper has wider applications. |
| Key words: data envelopment analysis uncertainty robust optimization |
