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Chance‐constrained data envelopment analysis
Author(s) -
Land Kenneth C.,
Lovell C. A. Knox,
Thore Sten
Publication year - 1993
Publication title -
managerial and decision economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.288
H-Index - 51
eISSN - 1099-1468
pISSN - 0143-6570
DOI - 10.1002/mde.4090140607
Subject(s) - data envelopment analysis , econometrics , envelopment , economics , mathematical economics , computer science , operations research , mathematics , mathematical optimization
Data envelopment analysis (DEA) is extended to the case of stochastic inputs and outputs through the use of chance‐constrained programming. The chance‐constrained frontier envelops a given set of observations ‘most of the time’. As an empirical illustration, we re‐examine the pioneering 1981 study of Program Follow Through by Charnes, Cooper and Rhodes.
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