Sensitivity of efficiency classifications with stochastic data

Data Envelopment Analysis (DEA) is a technique based on mathematical programming for evaluating the efficiency of homogeneous Decision Making Units (DMUs). One of the topics of interests in data envelopment analysis (DEA) is sensitivity and stability analysis of specific decision making unit (DMU), which is under evaluation. In DEA efficient DMUs are of primary importance as they define the efficient frontier. In this paper, we study sensitivity analysis with stochastic data, when variations in the data are simultaneously considered for all DMUs.

Keywords:

Data envelopment analysis , Efficiency sensitivity analysis , stability region , stochastic data.