A new robust optimization approach to common weights formulation in DEA.

Maziar Salahi Mehdi Toloo Narges Torabi

Published in: J. Oper. Res. Soc. (2021)

Keyphrases

robust optimization
chance constrained
data envelopment analysis
mathematical programming
stochastic programming
portfolio optimization
semidefinite programming
linear combination
lot sizing
decision theory
input output
risk measures
chance constraints
theoretical framework