کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1032984 943275 2011 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic simulation based genetic algorithm for chance constrained data envelopment analysis problems
موضوعات مرتبط
علوم انسانی و اجتماعی مدیریت، کسب و کار و حسابداری استراتژی و مدیریت استراتژیک
پیش نمایش صفحه اول مقاله
Stochastic simulation based genetic algorithm for chance constrained data envelopment analysis problems
چکیده انگلیسی

Genetic algorithm (GA) approach is developed for solving the P-model of chance constrained data envelopment analysis (CCDEA) problems, which include the concept of “Satisficing”. Problems here include cases in which inputs and outputs are stochastic, as well as cases in which only the outputs are stochastic. The basic solution technique for the above has so far been deriving “deterministic equivalents”, which is difficult for all stochastic parameters as there are no compact methods available. In the proposed approach, the stochastic objective function and chance constraints are directly used within the genetic process. The feasibility of chance constraints are checked by stochastic simulation techniques. A case of Indian banking sector has been presented to illustrate the above approach.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Omega - Volume 39, Issue 4, August 2011, Pages 387–397
نویسندگان
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