Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6894896 | European Journal of Operational Research | 2018 | 38 Pages |
Abstract
Using the framework of robust optimization, we propose an uncertain DEA (uDEA) model for which an optimal solution determines (1) the maximum possible efficiency score of a DMU over all permissible uncertainties, and (2) the minimal amount of uncertainty that is required to achieve this efficiency score. We show that the uDEA model is a proper generalization of traditional DEA and provide a first-order algorithm to solve the uDEA model with ellipsoidal uncertainty sets. Finally, we present a case study applying uDEA to the problem of deciding efficiency of radiotherapy treatments.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Matthias Ehrgott, Allen Holder, Omid Nohadani,