Computational tractability of chance constrained data envelopment analysis

• Distributionally robust chance constrained data envelopment analysis is discussed. • Correlation assumption in chance constrained data envelopment analysis is relaxed. • Models can be reformulated as conic programming problems. • Satisficing model is nonconvex under Gaussian assumption. • Satisfic...
Ausführliche Beschreibung

• Distributionally robust chance constrained data envelopment analysis is discussed. • Correlation assumption in chance constrained data envelopment analysis is relaxed. • Models can be reformulated as conic programming problems. • Satisficing model is nonconvex under Gaussian assumption. • Satisficing model is quasi-convex under distributionally robust assumption. Ausführliche Beschreibung