The sustainability radius of the cost efficiency in Interval Data Envelopment Analysis: A case study from Tehran Stocks

Advances in Mathematical Finance and Applications

مقاله 1، دوره 7، شماره 2، تیر 2022، صفحه 279-291   

نوع مقاله: Research Paper

شناسه دیجیتال (DOI): 10.22034/amfa.2021.1917327.1528

نویسندگان

Esmaeil Mombini¹؛ Mohsen Rostamy-Malkhalifeh^{* 2}؛ Mansour Saraj^{3، 1}

¹Department of mathematics, Ahvaz Branch, Islamic Azad University, Ahvaz, Iran

²Department of Mathematics, Faculty of Science, Science and Research Branch, Islamic Azad University, Tehran, Iran

³Department of Mathematics, Faculty of Mathematical Sciences and Computer, Shahid Chamran University of Ahvaz, Ahvaz, Iran

چکیده

Interval Data Envelopment Analysis (Interval DEA) is a methodology to assess the efficiency of decision-making units (DMUs) in the presence of interval data. Sensitivity analysis and sustainability evaluation of decision- making units are as the most important concerns of Decision Makers (DM). In the past decades, many scholars have been attracted to the sustainability evaluation of DMUs from different perspectives. This study focuses on the sensitivity analysis in DEA and proposes an approach to determine the sustainability radius of the cost efficiency of units with interval data. Potential application of our proposed methods is illustrated by a numerical example from the literature review.

کلیدواژه‌ها

Data envelopment analysis؛ Interval data؛ Sensitivity analysis؛ Sustainability radius؛ Cost efficiency

مراجع

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