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Bibliografie

Conference Paper (international conference)

New criteria for stochastic DEA

Chovanec Petr

: Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005, p. 164-170 , Eds: Skalská H.

: Mathematical Methods in Economics 2005 /23./, (Hradec Králové, CZ, 14.09.2005-16.09.2005)

: CEZ:AV0Z10750506

: GD402/03/H057, GA ČR, GA402/04/1294, GA ČR, GA402/05/0115, GA ČR

: technical efficiency, stochastic DEA, stochastic programming

(eng): 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.

(cze): Jsou zavedena nová kriteria pro stochastickou výkonnost a jsou vnořena do systému omezení v problémech stochastického programování. Nová kriteria jsou ilustrována v numerickém příkladu.

: 12B

: BB

07.01.2019 - 08:39