Efficiency Measure Under Inter-Temporal Dependence

2018 ◽  
Vol 17 (02) ◽  
pp. 657-675 ◽  
Author(s):  
S. Ghobadi ◽  
G. R. Jahanshahloo ◽  
F. Hosseinzadeh Lotfi ◽  
M. Rostamy-Malkhalifeh

In this paper, a linear programming (LP) model is proposed to estimate the efficiency of a decision-making unit (DMU) in the framework of dynamic Data Envelopment Analysis (DEA). Necessary and sufficient conditions required for characterizing dynamically efficient paths are established. An LP model is proposed to estimate the dynamic cost efficiency (DCE) measure. It is proved that the aggregate CE in an assessment window is a convex combination of CEs of available periods in the assessment window. In addition, it is shown that a DMU in an assessment window is dynamically efficient when the DMU is dynamically cost/revenue efficient. Mathematical relationships between relative, cost, revenue, and profit efficiencies are studied in the framework of dynamic DEA.

Author(s):  
Dariush Akbarian

In this paper we deal with a variant of non-convex data envelopment analysis, called free replication hull model and try to obtain their anchor points. This paper uses a variant of super-efficiency model to characterize all extreme efficient decision making units and anchor points of the free replication hull models. A necessary and sufficient conditions for a decision making unit to be anchor point of the production possibility set of the free replication hull models are stated and proved. Since the set of anchor points is a subset of the set of extreme units, a definition of extreme units and a new method for obtaining these units in non-convex technologies are given. To illustrate the applicability of the proposed model, some numerical examples are finally provided.


2020 ◽  
Vol 54 (5) ◽  
pp. 1385-1400
Author(s):  
Vahid Moonesian ◽  
Saeid Jahangiri ◽  
Saeid Ghobadi

In this paper, a linear programming (LP) model for measuring the relative efficiency of a decision-making unit (DMU) under inter-temporal dependence of data is proposed. Necessary and sufficient conditions are derived for identification of dynamically efficient paths. Furthermore, an LP model is proposed to estimate the super-efficiency of the dynamically efficient paths using an extended version of the modified MAJ model (Saati et al., Ric. Oper. 31 (2001) 47–59). To evaluate the applicability of the proposed method in a banking sector example, this method is employed for ranking some branches of the Iranian commercial bank.


2020 ◽  
Vol 54 (6) ◽  
pp. 1775-1791
Author(s):  
Nazila Aghayi ◽  
Samira Salehpour

The concept of cost efficiency has become tremendously popular in data envelopment analysis (DEA) as it serves to assess a decision-making unit (DMU) in terms of producing minimum-cost outputs. A large variety of precise and imprecise models have been put forward to measure cost efficiency for the DMUs which have a role in constructing the production possibility set; yet, there’s not an extensive literature on the cost efficiency (CE) measurement for sample DMUs (SDMUs). In an effort to remedy the shortcomings of current models, herein is introduced a generalized cost efficiency model that is capable of operating in a fuzzy environment-involving different types of fuzzy numbers-while preserving the Farrell’s decomposition of cost efficiency. Moreover, to the best of our knowledge, the present paper is the first to measure cost efficiency by using vectors. Ultimately, a useful example is provided to confirm the applicability of the proposed methods.


2016 ◽  
Vol 16 (3) ◽  
pp. 459-474 ◽  
Author(s):  
Rihuan Ke ◽  
Wen Li ◽  
Mingqing Xiao

AbstractStochastic matrices play an important role in the study of probability theory and statistics, and are often used in a variety of modeling problems in economics, biology and operation research. Recently, the study of tensors and their applications became a hot topic in numerical analysis and optimization. In this paper, we focus on studying stochastic tensors and, in particular, we study the extreme points of a set of multi-stochastic tensors. Two necessary and sufficient conditions for a multi-stochastic tensor to be an extreme point are established. These conditions characterize the “generators” of multi-stochastic tensors. An algorithm to search the convex combination of extreme points for an arbitrary given multi-stochastic tensor is developed. Based on our obtained results, some expression properties for third-order and n-dimensional multi-stochastic tensors (${n=3}$ and 4) are derived, and all extreme points of 3-dimensional and 4-dimensional triply-stochastic tensors can be produced in a simple way. As an application, a new approach for the partially filled square problem under the framework of multi-stochastic tensors is given.


2021 ◽  
Vol 5 (1) ◽  
pp. 94
Author(s):  
Dahlan Abdullah ◽  
Hartono ◽  
Cut Ita Erliana

The Data Envelopment Analysis (DEA) method is a method commonly used in benchmarking. The Dynamic Data Envelopment Analysis (DDEA) method was proposed to improve the DEA method in the benchmarking process. The DDEA method proposed can determine the effectiveness of the Decision Making Unit (DMU). The disadvantage of the DDEA model is that it cannot handle problems that involve benchmarking for stochastic data. To improve the DDEA method, the Stochastic Data Envelopment Analysis (SDEA) method is proposed which can be used for benchmarking involving stochastic data. The SDEA method itself has weaknesses in dealing with noise and uncertainty problems that will appear in the assessment process. The purpose of the research conducted by the researcher was to use the Hesitant Fuzzy method in optimizing the SDEA method so that the Hesitant Fuzzy model - Stochastic Data Envelopment Analysis (HF-SDEA) could be carried out benchmarking process in a situation where the assessment contained many elements of uncertainty. The results of this study are benchmarking methods that can do benchmarking for stochastic data on conditions that contain elements of uncertainty.


2021 ◽  
Vol 55 (5) ◽  
pp. 2739-2762
Author(s):  
Ali Ghomi ◽  
Saeid Ghobadi ◽  
Mohammad Hassan Behzadi ◽  
Mohsen Rostamy-Malkhalifeh

The inverse Data Envelopment Analysis (InvDEA) is an exciting and significant topic in the DEA area. Also, uncertain data in various real-life applications can degrade the efficiency results. The current work addresses the InvDEA in the presence of stochastic data. Under maintaining the efficiency score, the inputs/outputs-estimation problem is investigated when some or all of its outputs/inputs increase. A novel optimality concept for multiple-objective programming problems, stochastic (weak) Pareto optimality in the level of significance α ∈[0,1], is introduced to derive necessary and sufficient conditions for input/output estimation. Furthermore, the performance of the developed theory in a banking sector application is verified.


2018 ◽  
Vol 2018 ◽  
pp. 1-20 ◽  
Author(s):  
Hava Nikfarjam ◽  
Mohsen Rostamy-Malkhalifeh ◽  
Abbasali Noura

Supplier selection is one of the intricate decisions of managers in modern business era. There are different methods and techniques for supplier selection. Data envelopment analysis (DEA) is a popular decision-making method that can be used for this purpose. In this paper, a new dynamic DEA approach is proposed which is capable of evaluating the suppliers in consecutive periods based on their inputs, outputs, and the relationships between the periods classified as desirable relationships, undesirable relationships, and free relationships with positive and negative natures. To this aim various social, economic, and environmental criteria are taken into account. A new method for constructing an ideal decision-making unit (DMU) is proposed in this paper which differs from the existing ones in the literature according to its capability of considering periods with unit efficiencies which do not necessarily belong to a unique DMU. Furthermore, the new ideal DMU has the required ability to rank the suppliers with the same efficiency ratio. In the concerned problem, the supplier that has unit efficiency in each period is selected to construct an ideal supplier. Since it is possible to have more than one supplier with unit efficiency in each period, the ideal supplier can be made with different scenarios with a given probability. To deal with such uncertain condition, a new robust dynamic DEA model is elaborated based on a scenario-based robust optimization approach. Computational results indicate that the proposed robust optimization approach can evaluate and rank the suppliers with unit efficiencies which could not be ranked previously. Furthermore, the proposed ideal DMU can be appropriately used as a benchmark for other DMUs to adjust the probable improvement plans.


2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
G. R. Jahanshahloo ◽  
F. Hosseinzadeh Lotfi ◽  
M. Rostamy-Malkhalifeh ◽  
S. Ghobadi

This paper studies the inverse data envelopment analysis using the nonradial enhanced Russell model. Necessary and sufficient conditions for inputs/outputs determination are introduced based on Pareto solutions of multiple-objective linear programming. In addition, an approach is investigated to identify extra input/lack output in each of input/output components (maximum/minimum reduction/increase amounts in each a of input/output components). In addition, the following question is addressed: if among a group of DMUs, it is required to increase inputs and outputs to a particular unit and assume that the DMU maintains its current efficiency level with respect to other DMUs, how much should the inputs and outputs of the DMU increase? This question is discussed as inverse data envelopment analysis problems, and a technique is suggested to answer this question. Necessary and sufficient conditions are established by employing Pareto solutions of multiple-objective linear programming as well.


2020 ◽  
Vol 2020 ◽  
pp. 1-6
Author(s):  
Muhammad Ghaffar Khan ◽  
Bakhtiar Ahmad ◽  
Basem Aref Frasin ◽  
Thabet Abdeljawad

The main object of the present paper is to apply the concepts of p,q-derivative by establishing a new subclass of analytic functions connected with symmetric circular domain. Further, we investigate necessary and sufficient conditions for functions belonging to this class. Convex combination, weighted mean, arithmetic mean, growth theorem, and convolution property are also determined.


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