具有非期望产出的随机DEA模型研究
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引用本文:朱佳欣1 ,孙玉华1*, 杨丽明2.具有非期望产出的随机DEA模型研究[J].经济数学,2015,(3):73-77
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朱佳欣1 ,孙玉华1*, 杨丽明2 (1.北京科技大学 数理学院 北京 海淀1000832.中国农业大学 理学院 北京 海淀100083) 
中文摘要:为解决含有不确定信息的非期望产出效率评价问题,建立了一个非期望产出的随机DEA模型.该模型将非期望产出作为负期望产出进行处理,引入了期望效率值、显著性水平来刻画随机问题,并通过机会约束规划的相关知识将模型转化为确定形式.对模型的最优值的相关性质进行了探讨,说明最优值与期望效率值、显著性水平之间的关系.最后给出数值实验说明该模型的有效性.
中文关键词:数据包络分析  非期望产出  随机性
 
Research on Stochastic DEA Model for Undesirable Outputs Evaluation
Abstract:In order to solve the evaluation problem with undesirable outputs and uncertain information, this paper established a stochastic DEA model with undesirable outputs. The model treats undesirable outputs as negative desirable outputs. Meanwhile, it introduces the desired value and the efficiency of the significant level to describe the stochastic problem. By using the knowledge of chance constrained programming, we derived a deterministic equivalent model, discussed the related properties of the optimal value of the model, and explained the relationship among the optimal value, the efficiency value and the significant level. Finally, numerical experiments were presented to illustrate the validity of the model.
keywords:data envelopment analysis(DEA)  undesirable outputs  stochastic
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