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应用Monte Carlo模拟的模糊DEA方法研究

Research on Using Monte Carlo Simulation for Fuzzy DEA
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摘要 提出了一种模糊DEA求解及排序的完整解决方案,其基本思想是:将α截集转化为线性变量,通过求解,不仅能得到目标函数的乐观及悲观状态下的极值,而且还能得到各变量最适宜的α值,然后引入Monte Carlo模拟方法进行排序。通过算例说明该方法的有效性。 In this paper, a total solution has been proposed to solve and rank efficient decision making unites (DMUs) in data envelopment analysis (DEA). The basic thought is to transform a-cut as linear variable, by solving model not only results in efficiency score of optimistic and pessimistic situation but the optimum value of a can be achieved for DMUs, finally, using Monte Carlo simulation to rank. A case is to be analyzed to show the validity of this approach.
作者 张武
出处 《价值工程》 2013年第4期196-198,共3页 Value Engineering
关键词 数据包络分析 模糊数 α截集 MONTECARLO模拟 : Data Envelopment Analysis Fuzzy data a-cut Monte Carlo simulation
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