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Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
Decisions in Economics and Finance
This paper extends the conventional DEA models to a robust DEA (RDEA) framework by proposing new models for evaluating the efficiency of a set of homogeneous decision-making units (DMUs) under ellipsoidal uncertainty sets. Four main contributions are made: (1) we propose new RDEA models based on two uncertainty sets: an ellipsoidal set that models unbounded and correlated uncertainties and an interval-based ellipsoidal uncertainty set that models bounded and correlated uncertainties, and studydoi:10.1007/s10203-020-00299-3 fatcat:pqskzkyt3jfxvnai2plgehappy