Title :
Improvement of relational two-stage DEA model under fuzzy chance constraints
Author :
Sun Bai-qing ; Qin Yue ; Xiong Shan
Author_Institution :
Sch. of Manage., Harbin Inst. of Technol., Harbin, China
Abstract :
Two-stage chain system widely exists in the production and management processes. It is has a great research meaning of its efficiency evaluation. This paper improves the relational two-stage DEA model by fuzzy chance constraints, constructs a relational two-stage DEA model that can deal with the fuzzy uncertainty and suit to small samples, and transforms the model into a certainty equivalent linear model to simplify the programming solving. The results of this study can be applied to many chain system efficiency evaluation researches to deal with the fuzziness of the complex economic system. Besides, the mistaken of efficiency overestimated because of the insufficiency of sample data can be fixed by the improved model. Thereby, the accuracy and precision of efficiency evaluation can be enhanced and improved. An example of commercial banks is given to show the model application.
Keywords :
banking; data envelopment analysis; fuzzy set theory; mathematical programming; certainty equivalent linear model; chain system efficiency evaluation; commercial banks; complex economic system; data envelopment analysis; fuzzy chance constraints; fuzzy uncertainty; management processes; model transformation; production processes; relational two-stage DEA model improvement; sample data insufficiency; two-stage chain system; Economics; Linear programming; Production; Programming; Transforms; Uncertainty; Vectors; complex economic system; fuzzy chance constraints; relational two-stage DEA; small samples;
Conference_Titel :
Management Science and Engineering (ICMSE), 2013 International Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4799-0473-0
DOI :
10.1109/ICMSE.2013.6586299