Original title: Production possibility frontier and stochastic Programming
Translated title: Hranice výrobních možností a stochastické programování
Authors: Chovanec, Petr
Document type: Papers
Conference/Event: Annual Conference of Doctoral Students /14./, Praha (CZ), 2005-06-07 / 2005-06-10
Year: 2005
Language: eng
Abstract: [eng] [cze]
By its nature, Data Envelopment Analysis (DEA) leaves no room for uncertainy in data such as measurement errors. To improve this fact, we consider $alpha$-stochastic efficiency concept, and we relate this problem to the stochastic programming problem. Two types of probability inequalities are employed for introducting new criteria for efficiency. Již ze své podstaty se metoda obálky dat (DEA) nemůže vypořádat s nepřesnostmi v datech jako jsou chyby měření. Abychom zlepšili tuto metodu, uvažujeme $alpha$-stochastickou efficienci a ukážeme příbuznost s problémem stochastického programování. Dva typy pravděpodobnostních nerovností jsou použity pro vytvoření nových kritérií pro tento typ efficience.
Keywords: stochastic DEA; stochastic programming; technical efficiency
Project no.: CEZ:AV0Z10750506 (CEP), GA402/04/1294 (CEP), GD402/03/H057 (CEP)
Funding provider: GA ČR, GA ČR
Host item entry: Week of Doctoral Students, ISBN 80-86732-59-2

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/11104/0131691

Permalink: http://www.nusl.cz/ntk/nusl-35135


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