Original title: New criteria for stochastic DEA
Translated title: Nová kriteria pro stochastiku DEA
Authors: Chovanec, Petr
Document type: Papers
Conference/Event: Mathematical Methods in Economics 2005 /23./, Hradec Králové (CZ), 2005-09-14 / 2005-09-16
Year: 2005
Language: eng
Abstract: [eng] [cze]
By its nature, Data Envelopment Analysis (DEA) leaves no room for uncertainty in data such as measurement errors. To improve this fact, we consider a-stochastic efficiency concept, and we relate this problem to the stochastic programming problem. Probability inequalities are employed for introducing ew criteria, and two special cases for normal and for general distribution are discussed. The strengths of new criteria are illustrated with a numerical example. Jsou zavedena nová kriteria pro stochastickou výkonnost a jsou vnořena do systému omezení v problémech stochastického programování. Nová kriteria jsou ilustrována v numerickém příkladu.
Keywords: stochastic DEA; stochastic programming; technical efficiency
Project no.: CEZ:AV0Z10750506 (CEP), GD402/03/H057 (CEP), GA402/04/1294 (CEP), GA402/05/0115 (CEP)
Funding provider: GA ČR, GA ČR, GA ČR
Host item entry: Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, ISBN 978-80-7041-535-1

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0131527

Permalink: http://www.nusl.cz/ntk/nusl-35100


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Research > Institutes ASCR > Institute of Information Theory and Automation
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