標題: DEA models incorporating uncertain future performance
作者: Chang, Tsung-Sheng
Tone, Kaoru
Wu, Chen-Hui
運輸與物流管理系 註:原交通所+運管所
Department of Transportation and Logistics Management
關鍵字: Data envelopment analysis;Volatility;Forecast;Dynamic;Entropy
公開日期: 16-十月-2016
摘要: Conventional data envelopment analysis (DEA) models are designed for measuring the productive efficiency of decision making units (DMUs) based merely on historical data. However, in many practical applications, such past results are not sufficient for evaluating a DMU\'s performance in highly volatile operating environments, such as those with highly volatile crude oil prices and currency exchange rates. That is, in such environments, a DMU\'s whole performance may be seriously distorted if its future performance, which is sensitive to crude oil price volatility and/or currency fluctuations, is ignored in the evaluation process. However, despite its importance, to our knowledge, there are no DEA models proposed in the literature that explicitly take future performance volatility into account. Hence, this research aims at developing a new system of DEA models that incorporate a DMU\'s uncertain future performance, and thus can be applied to fully measure their efficiency. (C) 2016 Elsevier B.V. All rights reserved.
URI: http://dx.doi.org/10.1016/j.ejor.2016.04.005
http://hdl.handle.net/11536/133861
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2016.04.005
期刊: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume: 254
Issue: 2
起始頁: 532
結束頁: 549
顯示於類別:期刊論文