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

Document Type : Research Paper

Authors

1 DEPARTMENT OF MATHEMATICS, POLICE UNIVERSITY, TEHRAN, IRAN

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

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

Abstract

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

Keywords

References

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Iranian Journal of Fuzzy Systems
Volume 2, Issue 2 - Serial Number 2
September and October 2005
Pages 21-29

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