带有随机因素的逆DEA模型  

An Inverse DEA Model with Stochastic Factors

作　　者：韩松[1] 

机构地区：[1]中国人民大学运筹学与数量经济研究所,北京100872

出　　处：《数学的实践与认识》2003年第3期23-29,共7页Mathematics in Practice and Theory

基　　金：国家自然科学基金 (10 0 710 95)

摘　　要：本文讨论含有随机因素的逆 DEA模型 .逆 DEA模型解决的问题是 :对于某个决策单元 (DMU ) ,若增加其输入 ,在保持相对效率水平不变的情况下 ,估计 (预测 )输出应增加多少 .因此逆 DEA模型可用于短期预测问题 .带有随机因素的逆 DEA模型 ,是将该问题转化成机会约束的多目标规划问题 ,在某些特殊情况下 ,成为机会约束的线性规划问题 .This paper discusses an inverse DEA problem with stochastic factors. The inverse DEA problem is: if among a group of nonprofitable decision making units, we increase certain input to a particular unit, and assume that the DMU maintains its current efficiency level with respect to other units, how much output we can expect the unit to produce? So the inverse DEA model can be used for short term forecasting problems. The inverse DEA prolem with stochastic factors is transformed into a chance contraint multi-objective programming problem, and in some special cases it can be answered by solving normal chance constraint LP problem.

关 键 词：逆DEA模型 随机因素 逆最优化问题 决策单元 生产单位 线性多目标规划问题 效率指数 弱Pareto解 

分 类 号：O221.5[理学—运筹学与控制论]