考虑数据不确定性的鲁棒交叉效率DEA方法及其应用
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F272.3

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江苏省社科基金重点项目(23GLA003);国家自然科学基金项目(72271120);江苏省研究生科研与实践创新计划项目(KYCX23_0409);国家留学基金项目(202306830166).


A robust cross-efficiency DEA approach considering data uncertainty and its application
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    摘要:

    数据包络分析(DEA)是一种评价决策单元相对效率的数学规划模型, 在管理决策领域得到了广泛应用. 传统交叉DEA方法高度依赖于真实且准确的数据. 当数据存在不确定性时, 确定性假设下得到的DEA模型解可能会失去可行性, 从而使得效率评价结果不可靠. 针对这一问题, 首先, 基于鲁棒优化方法, 提出一种鲁棒交叉效率DEA模型, 其中为了避免多重最优解造成的交叉效率值不唯一问题, 进一步建立二级目标模型来选择一组可接受的最优解; 然后, 引入鲁棒价格的概念来分析决策单元应对数据不确定性的能力, 并在此基础上探讨仁慈型和对抗型两种交叉策略的选择问题; 最后, 基于15个OECD国家的可再生能源数据, 验证所构建方法的可行性和有效性.

    Abstract:

    Data envelopment analysis(DEA) is a mathematical programming model used to evaluate the relative efficiency of decision-making units(DMUs) and has been widely applied in the field of management decision-making. Traditional cross-efficiency DEA methods heavily rely on accurate and precise data. When data uncertainty exists, the DEA model solution obtained under deterministic assumptions may lose feasibility, making the efficiency evaluation results unreliable. To address this issue, this paper proposes a robust cross-efficiency DEA model based on the robust optimization. To mitigate the issue of non-unique cross-efficiency values caused by multiple optimal solutions, a secondary objective model is established to select a set of acceptable optimal solutions. In addition, the concept of the price of robustness is introduced to analyze the ability of DMUs to cope with data uncertainty and discusses the choice between the benevolent and aggressive strategies. Finally, the feasibility and effectiveness of the proposed method are validated using the renewable energy data from 15 OECD countries.

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李犟,吴和成,孙婧.考虑数据不确定性的鲁棒交叉效率DEA方法及其应用[J].控制与决策,2025,40(5):1610-1618

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  • 收稿日期:2024-07-11
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  • 在线发布日期: 2025-04-15
  • 出版日期: 2025-05-20
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