为解决含有不确定性信息的多时期综合绩效评价问题,提出一个时间序列随机DEA模型,并借助机会约束规划的相关理论将其转化为确定性的等价形式.分别给出决策单元在单时期和多时期内随机期望无效,随机期望有效以及随机期望超有效的概念,为判别决策单元的随机有效性提供理论依据.最后通过一个随机模拟算例说明了该方法的有效性和实用性.
In order to evaluate the performance of multiple periods which included uncertainty informa- tion, a time- series stochastic data envelopment analysis (SDEA) model is developed. By using the theory of chance constrained programming, a deterministic equivalent model of the time - series SDEA model is derived. The concepts of stochastic inefficiency, stochastic efficiency and stochastic super - efficiency are provided for both single period and multiple periods. These concepts construct the funda- mental theory for identify the class of DMU' s efficiency. Finally, a stochastic simulation is carried out to investigate the effectiveness and utility of our model.