文章摘要
引用本文:蓝以信,王应明.时间序列随机DEA期望值模型研究[J].福州大学学报(自然科学版),2014,42(4):491~497
时间序列随机DEA期望值模型研究
A study on the expected value model in time-series stochastic data envelopment analysis
  
DOI:10.7631/issn.1000-2243.2014.04.0491
中文关键词: 随机DEA  时间序列  随机期望效率  期望效率  决策单元  多时期绩效评价
英文关键词: stochastic DEA  time-series  stochastic expected efficiency  expected efficiency  decision making units  multi-period performance evaluation
基金项目:
作者单位
蓝以信 福州大学经济与管理学院决策科学研究所福建 福州 350116 
王应明 福州大学经济与管理学院决策科学研究所福建 福州 350116 
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中文摘要:
      为解决含有不确定性信息的多时期综合绩效评价问题,提出一个时间序列随机DEA模型,并借助机会约束规划的相关理论将其转化为确定性的等价形式. 分别给出决策单元在单时期和多时期内随机期望无效,随机期望有效以及随机期望超有效的概念,为判别决策单元的随机有效性提供理论依据. 最后通过一个随机模拟算例说明了该方法的有效性和实用性.
英文摘要:
      In order to evaluate the performance of multiple periods which included uncertainty information,a time-series stochastic data envelopment analysis (SDEA) model is developed. By using the theory of chance constrained programming,a deterministic equivalent model of the time-series SDEA model is derived. The concepts of stochastic inefficiency,stochastic efficiency and stochastic super-efficiency are provided for both single period and multiple periods. These concepts construct the fundamental theory for identify the class of DMU’s efficiency. Finally,a stochastic simulation is carried out to investigate the effectiveness and utility of our model.
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