%0 Journal Article
%T Designing a new multi-objective fuzzy stochastic DEA model in a dynamic environment to estimate efficiency of decision making units (Case Study: An Iranian Petroleum Company)
%J Journal of Industrial Engineering and Management Studies
%I Iran Center for Management Studies
%Z 2476-308X
%A Yaghoubi, Ali
%A Amiri, M.
%D 2015
%\ 12/01/2015
%V 2
%N 2
%P 26-42
%! Designing a new multi-objective fuzzy stochastic DEA model in a dynamic environment to estimate efficiency of decision making units (Case Study: An Iranian Petroleum Company)
%K Data Envelopment Analysis
%K Random fuzzy variable
%K Dynamic stochastic programming
%K Monte Carlo simulation
%K Imperialist Competitive Algorithm
%R
%X This paper presents a new multi-objective fuzzy stochastic data envelopment analysis model (MOFS-DEA) under mean chance constraints and common weights to estimate the efficiency of decision making units for future financial periods of them. In the initial MOFS-DEA model, the outputs and inputs are characterized by random triangular fuzzy variables with normal distribution, in which data are changing sequentially. Since the initial MOFS-DEA model is a complex model, we convert it to its equivalent one-objective stochastic programming by using infinite-norm approach. To solve it, we design a new hybrid meta-heuristic algorithm by integrating Imperialist Competitive Algorithm and Monte Carlo simulation. Finally, this paper presents a real application of the proposed model and the designed hybrid algorithm for predicting the efficiency of five gas stations for the next two periods of them, with using real information which gathered from credible sources. The results will be compared with the Qin’s hybrid algorithm in terms of solution quality and runtime.
%U http://jiems.icms.ac.ir/article_15293_56b6a37763d2b20ff684472c11fe13bc.pdf