Chanceconstrained cost efficiency in data envelopment analysis. The purposeofconventional data envelopment analysis dea is toevaluatethe performanceofa setof. In the existing literature, chance constrained dea includes emodel and pmodel. Chance constrained cost efficiency in data envelopment analysis model with random inputs and outputs. Chance constrained input relaxation to congestion in. Stochastic simulation based genetic algorithm for chance constrained data envelopment analysis problems, omega, elsevier, vol. Problems here include cases in which inputs and outputs are stochastic, as well as cases in which only the outputs are stochastic. Based on this stochastic approach, the measures of the principals efficiency, the agents efficiency, and the agents effort level are provided. Chanceconstrained efficiency analysis repository home. This approach has the two advantages of admitting random input and output, and allowing the evaluation unit to exceed the front edge under the given probability constraint. A comparison of chanceconstrained dea and stochastic.
Data envelopment analysis dea has been successfully used to select the most efficient suppliers in a supply chain. The emodel maximizes functions related to the expectation of random inputs and outputs. Data envelopment analysis dea is a widely used mathematical programming technique for comparing the inputs and. The nonparametric approach, known as the data envelopment analysis dea, introduced by charnes et al.
There is a weakness in conventional dea models that it does not allow uncertainty variations in input and output variables however, in many real life applications variables are usually vague. A chanceconstrained data envelopment analysis approach to. Cooper ww, deng h, huang z, li sx 2004 chance constrained programming approaches to congestion in stochastic data envelopment analysis. Download selected publications of professor ali emrouznejad. The chance constrained frontier envelops a given set of observations most of the time. This program is used to construct dea frontiers for the calculation of technical and cost efficiencies and also for the calculation of malmquist tfp indices. This article used chance constrained programming approaches to replace stochastic models with deterministic equivalents. Developing a stochastic input oriented data envelopment. The chance constraint method is used very often in engineering as well as finance due to uncertainties in demand, supply, price, energy availability etc.
We show that the chanceconstrained enveloping process leads to the defini. Data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chanceconstrained programming. Chance constrained data envelopment analysis modeling with randomrough data 30 may 2018 rairo operations research, vol. Because an inequality involving a number of random variables can never be imposed with certainty, the strategy in ccp is to. As an empirical illustration, we reexamine the pioneering 1981 study of program follow through by charnes, cooper. Stochastic simulation based genetic algorithm for chance. We employed both chance constrained data envelopment analysis ccdea and stochastic frontier analysis sfa to measure the technical efficiency of 39 banks in taiwan. Estimated results show that there are significant differences in efficiency scores between chance constrained dea and stochastic frontier production function. Supplier selection using chanceconstrained data envelopment analysis. Focus on general tendency in data is compared with focus on individual performance. Data envelopment analysis dea is a widely used mathematical programming technique for. Measuring the energy and carbon emission efficiency of. A comprehensive text with models, applications, references, and deasolver software is designed to provide a systematic introduction to dea and its uses as a multifaceted tool for evaluating problems in a variety of contexts. If you are interested in using the deafrontier for education and research purposes, you can download a free trail version of deafrontier which includes the following dea models.
Chanceconstrained dea models with random fuzzy inputs and outputs. Key words efficiency, data envelopment analysis, chance constrained programming 1. Dea data envelopment analysis models and concepts are formulated here in terms of the pmodels of chance constrained programming, which are then modified to contact the satisficing concepts of h. Chance constrained data envelopment analysis modeling with randomrough data. Frantisek brazdiky january 2004 abstract in this paper the chance constrained problems for dea analysis are constructed. Jul 05, 2011 purpose to select the best strategies in the presence of both deterministic and non.
As an empirical illustration, we reexamine the pioneering 1981 study of program follow through by charnes, cooper and rhodes. Eslami r, khodabakhshi m, jahanshahloo g, hosseinzadeh lotfi f and khoveyni m 2012 estimating most productive scale size with imprecise chance constrained inputoutput orientation model in data envelopment analysis, computers and industrial engineering, 63. Data envelopment analysis as nonparametric least squares. This paper addresses chance constrained version of an additive input relaxation model which has been developed in data envelopment analysis e. Estimation of congestion in free disposal hull models using. A radial chance constrained data envelopment analysis dea model is developed to estimate the overall efficiency, and a. A model based on data envelopment analysis for the measurement of productivity in the software factory international journal of information technologies and systems approach, vol. Chanceconstrained dea models with random fuzzy inputs and. Supplier selection using chanceconstrained data envelopment analysis with nondiscretionary factors and stochastic data majid azadi faculty of economic and management, islamic azad university sciences and researches branch, tehran, iran email. Chance constrained data envelopment analysis dea is developed for modeling data uncertainty in inputs and outputs of a set of decision making units dmus. Data envelopment analysis schweitzer fachinformationen. Data envelopment analysis, operational research and uncertainty, journal of the operational research society, palgrave macmillan. A new chance constrained data envelopment analysis for selecting thirdparty reverse logistics providers in the existence of dualrole factors. Data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chance constrained programming.
Exploring supplier performance risk and the buyers role. Convex approximations of chance constrained programs siam. However, the input and output data in the reallife performanceevaluationproblems are oftenstochastic. Introduction data envelopment analysis dea is a technique used in the evaluation of the. Chanceconstrained cost efficiency in data envelopment. Measuring the relative performance of forest management. Computational tractability of chance constrained data. This chapter describes some of these developments and offers examples of possible uses in the area of chance constrained programming models in dea. Each chapter accompanies its developments with simple numerical examples and discussions of. This paper provides a sketch of some of the major research thrusts in data envelopment analysis dea over the three decades since the appearance of the seminal work of charnes et al. A chanceconstrained data envelopment analysis approach to the measurement of vietnams bank efficiency and productivity from 2006 to 2010.
European journal of operational research 2, 429444. Comparing and combining two approaches for chance constrained dea. A new chanceconstrained data envelopment analysis for. In this study, we introduce a novel supplier selection model using chance constrained dea with nondiscretionary factors and stochastic data. The model uses a piecewise linear envelopment of confidence regions for observed stochastic multipleinput multipleoutput combinations in the data envelopment analysis dea tradition.
Its deterministic equivalent for solving this chance constrained stochastic model is also obtained which can be transformed to a quadratic programming problem. Some models for estimating technical and scale inefficiencies. This page describes the computer program deap version 2. Home browse by title periodicals expert systems with applications. Khodabakhshi, chance constrained additive input relaxation model in stochastic data envelopment analysis, international journal of information and systems sciences, vol. A chance constrained data envelopment analysis approach to problem provincial productivity growth in vietnamese agriculture from 1995 to 2007 nguyen khac minh1, pham van khanh2. A reliable method capable of dealing with negative data, european journal of operational research, vol. Deafrontier tm developed by professor joe zhu is a microsoft excel addin for solving data envelopment analysis dea models the software is developed based upon professor zhus years of dea research and teaching experience. A model for efficiency evaluation based upon the theory of chance constrained programming is developed. A comprehensive text with models, applications, references, and deasolver software, 2nd edition is designed to provide a systematic introduction to dea and its uses as a multifaceted tool for evaluating problems in a variety of contexts. An application of data envelopment analysis to program. Uncertainty, risk, and the efficiencies of the principal.
This research contributes to measuring the energy and carbon emission efficiency ecee of regional transportation systems rts in china considering uncertain carbon emissions. Using the neoclassical theory of production economics as the analytical framework, this book, first published in 2004, provides a unified and easily comprehensible, yet fairly rigorous, exposition of the core literature on data envelopment analysis dea for readers based in different disciplines. Data envelopment analysis dea is a wellknown nonparametric technique primarily used to estimate radial efficiency under a set of mild assumptions regarding the production possibility set and the production function. A chance constrained data envelopment analysis approach. The chanceconstrained envelope envelops a given set of observations most of the time. Incorporation of random variations into dea analysis has received significant attention in recent years. Data envelopment analysis dea is a wellknown nonparametric technique primarily used.
In china, the transportation sector contributes about 18% of the total carbon emissions. Data envelopment analysis dea is extended to the case of stochastic inputs and. The differences between the chance constrained programming model a and model b are assumptions imposed on the covariance matrix. The chance constrained input oriented data envelopment analysis model the restriction involving some of input quantities in the violated. We evaluate supplier performance and segment suppliers through recourse to chanceconstrained data envelopment analysis at high and low discriminatory power levels. Developing a new chance constrained ndea model to measure the performance of humanitarian supply chains. A stateoftheart survey 539 richard barr notes about authors 567. Rhodes, 1981, evaluating program and managerial efficiency. Genetic algorithm ga approach is developed for solving the pmodel of chance constrained data envelopment analysis ccdea problems, which include the concept of satisficing. The model allows for an exogenous decomposition of the total variation in data for each.
Citeseerx chance constrained additive input relaxation. Supplier selection using chanceconstrained data envelopment analysis with nondiscretionary factors and stochastic data majid azadi faculty of economic and management islamic azad university sciences and researches branch tehran, iran email. A new chanceconstrained dea model with birandom input and. The first model in dea was called ccr, to determine the efficiency of us public school education. Deafrontier free version data envelopment analysis. Developing a new chance constrained ndea model to measure the. Our results show that there are statistically significant relationships between the dimensions of information sharing by the buying firm and the classification of supplier firms at. Chanceconstrained data envelopment analysis article pdf available in managerial and decision economics 146. Data envelopment analysis dea is extended to the case of stochastic inputs and outputs through the use of chance. This paper investigates the meteorological factors and human activities that influence pm2.
Chanceconstrained data envelopment analysis modeling with. A comparison of chance constrained dea and stochastic frontier analysis. Data envelopment analysis a comprehensive text with models, applications, references. A comprehensive text with models, applications, reference and deasolver software, kluwer academic publishers, boston.
The goal is to construct oriented dea models that account for stochastic noise in the analyzed data. The chance constrained envelope envelops a given set of observations most of the time. To address this issue, chance constrained data envelopment analysis dea approach is proposed. This study employs a chance constrained data envelopment analysis cdea approach with two models model a and model b to decompose provincial productivity growth in vietnamese agriculture from 1995 to 2007 into technological progress and efficiency change. Fukuyama 2019 chance constrained cost efficiency in data envelopment analysis model with random inputs and outputs, operational research, an international journal, accepted. Supplier selection using chanceconstrained data envelopment. A stochastic data envelopment analysis model considering. In this paper we show that dea can be alternatively interpreted as nonparametric least squares regression subject to shape constraints on frontier and sign constraints on residuals. Traditionally, chance constraint method was very useful in power systems management. The exploration of stochastic dea has proven to be highly effective for adapting this approach to abrupt changes.
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