DATA ENVELOPMENT ANALYSIS WITH FUZZY RANDOM INPUTS AND OUTPUTS: A CHANCE-CONSTRAINED PROGRAMMING APPROACH

نویسندگان

1 DEPARTMENT OF MATHEMATICS, POLICE UNIVERSITY, TEHRAN, IRAN

2 DEPARTMENT OF MATHEMATICS, TEHRAN NORTH BRANCH, ISLAMIC AZAD UNIVERSITY, TEHRAN, IRAN

3 DEPARTMENT OF INDUSTRIAL ENGINEERING, BU-ALI SINA UNIVERSITY, HAMEDAN, IRAN

doi
10.22111/ijfs.2005.479
چکیده

In this paper, we deal with fuzzy random variables for inputs andoutputs in Data Envelopment Analysis (DEA). These variables are considered as fuzzyrandom flat LR numbers with known distribution. The problem is to find a method forconverting the imprecise chance-constrained DEA model into a crisp one. This can bedone by first, defuzzification of imprecise probability by constructing a suitablemembership function, second, defuzzification of the parameters using an α-cut andfinally, converting the chance-constrained DEA into a crisp model using the methodof Cooper [4].