Fuzzy stochastic undesirable two-stage data envelopment analysis models with application to banking industry

Abstract

This paper organizes a two-stage DEA models by taking into account undesirable output with fuzzy stochastic data. A normal distribution with fuzzy component adopted for inputs, intermediate outputs, desirable and undesirable outputs. We propose, finally, a linear and feasible model in deterministic form. To achieve this aim, a possibility-probability approach is applied on a reform of two-stage DEA models occupied with undesirable outputs. A case study in the banking industry is presented to exhibit the efficacy of the procedures and demonstrate the applicability of the proposed model.

AMS Mathematics Subject Classification (2000): 62A86, 90C70

Keywords

Data envelopment analysis Two-stage Undesirable output Fuzzy random variable Efficiency score

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