Chance Constrained Efficiency Evaluation
基于机会约束规划理论，提出一种在数据包络分析框架下处理随机投入产出数据的效率评价模型，可分解数据变异并评估效率得分对噪声的灵敏度，并应用于丹麦大学经济系研究活动评价。
A model for efficiency evaluation based upon the theory of chance constrained programming is developed. The model uses a piecewise linear envelopment of confidence regions for observed stochastic multiple-input multiple-output combinations in the Data Envelopment Analysis (DEA) tradition. The model allows for an exogenous decomposition of the total variation in data for each Decision Making Unit (DMU). By varying certain probability levels the model can provide estimates of the sensitivity of efficiency scores regarding an unknown amount of noise in date. An application of the method in an evaluation of the research activities in economic departments at Danish Universities is presented.