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DEA风险评估模型的灵敏度分析

发表时间:2013-07-15  浏览量:1341  下载量:509
全部作者: 周驰,胡婕
作者单位: 沈阳工业大学运筹与控制研究所;天津师范大学城市与环境科学学院
摘 要: 针对项目风险评估中正向指标数据和逆向指标数据的误差和变化对风险评估结果的影响,通过改进2个数据包络分析(data envelopment analysis, DEA)有效性分类模型,对基于DEA的协调偏好风险评估模型进行灵敏度分析,给出正向指标和逆向指标的数据分别在部分和整体同时绝对变化和相对变化下,决策单元(decision-making unit, DMU)保持DEA有效性不变的几个充分条件。最后通过算例表明该灵敏度分析方法可行。
关 键 词: 运筹学;数据包络分析;灵敏度分析;风险评估;有效性分类模型
Title: Sensitivity analysis of DEA risk assessment model
Author: ZHOU Chi, HU Jie
Organization: Institute of Operation and Control, Shenyang University of Technology; College of Urban and Environmental Science, Tianjin Normal University
Abstract: In this paper, considering error and change data of both positive and negative factors that affect the risk assessment synthetically, two models of sensitivity analysis of data envelopment analysis (DEA) were improved. The sensitivity analysis of coordinate preference risk assessment model based on DEA was given. Furthermore, this paper presented some sufficiency conditions which could hold the efficiency of decision making units, while positive and negative factors of decision making units were changed simultaneously. At last, the numerical example was provided to indicate the feasibility of the sensitivity analysis.
Key words: operational research; data envelopment analysis; sensitivity analysis; risk assessment; sensitivity analysis model
发表期数: 2013年7月第13期
引用格式: 周驰,胡婕. DEA风险评估模型的灵敏度分析[J]. 中国科技论文在线精品论文,2013,6(13):1242-1248.
 
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