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Resource allocation and investment analysis with stochastic data | ||
| Journal of Mathematical Modeling | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 23 مرداد 1405 | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22124/jmm.2026.32637.2965 | ||
| نویسندگان | ||
| Saeid Ghobadi* 1؛ Khosro Soleimani-Chamkhorami2 | ||
| 1Department of Applied Mathematics, Kho.C., Islamic Azad University, Khomeinishahr, Iran. | ||
| 2Department of Mathematics, Na.C., Islamic Azad University, Najafabad, Iran. | ||
| چکیده | ||
| Resource allocation and investment analysis of decision-making units (DMUs) are significant economic and strategic planning management issues. Although various methods have been developed to address these issues based on the inverse data envelopment analysis (DEA), no study has been performed on resource allocation and investment analysis of units in stochastic DEA under improving efficiency score in the level of significance $\alpha\in[0, 1]$. Therefore, this paper studies the resource allocation and investment analysis of DMUs under a deviation from the efficiency frontier due to noise and random errors in the data. The provided approach is formulated using stochastic multiple-objective programming (SMOP) problems. Unlike other proposed approaches, the current paper considers the simultaneous increase and decrease of the various resources/products under stochastic data. Necessary and sufficient conditions are constructed for resources-estimation or products-estimation using stochastic (weak) Pareto solution of SMOP problems in the level of significance $\alpha \in [0, 1]$. Also, a banking application is utilized to evaluate the performance of the presented theory. | ||
| کلیدواژهها | ||
| DEA؛ inverse DEA, stochastic data, efficiency, stochastic multiple-objective programming | ||
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آمار تعداد مشاهده مقاله: 25 |
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