Proposing a Robust Model of Interval Data Envelopment Analysis to Performance Measurement under Double Uncertainty Situations

It is very necessary to consider the uncertainty in the data and how to deal with it when performance measurement using data envelopment analysis. Because a little deviation in the data can lead to a significant change in the performance results. However, in the real world and in many cases, the data is uncertain. Interval data envelopment analysis is one of the most widely used approaches to deal with interval data uncertainty. The purpose of the present paper is to provide a robust model of interval data envelopment analysis in order to performance measurement under double uncertainty situations. In addition to the uncertainty caused by the interval of data, there is also uncertainty at the lower bound and upper bound of the interval for each data. Using the approach presented in this study can greatly increase the conservatism and validity of the efficiency results and ranking. Finally, it should be noted that the results of the proposed models are illustrated by using of a numerical example.