Fuzzy rough DEA model: A possibility and expected value approaches

•The study handles the uncertain information through fuzzy rough DEA.•It incorporates the possibility theory in the model.•The study has potential application in real life.•This paper is well supported with relevant theorems and lemmas.

Uncertainty is certain in the world of uncertainty. Measuring the performance of any entity in such an uncertain environment is unavoidable. Fuzzy rough data envelopment analysis (FRDEA) provides a room to evaluate the relative efficiency of homogenous entities, widely known as decision making units (DMUs) in the data envelopment analysis (DEA) literature. This paper attempts to create a fuzzy rough DEA model by integrating the classical DEA, fuzzy set theory, and rough set theory, which apparently provide a way to accommodate the uncertainty. Moreover, in contrast to the probability approach, this paper provides a pavement to measure the relative efficiency of any given DMUs in line with the possibility approach along with the fuzzy rough expected value operator.