A chance-constrained data envelopment analysis approach for strategy selection

Reza Farzipoor Saen*, Majid Azadi

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)


PurposeTo select the best strategies in the presence of both deterministic and non-deterministic data in uncertain environments, without relying on weight assignment by decision makers, this paper aims to propose an innovative approach, which is based on mathematical programming called chance-constrained data envelopment analysis (CCDEA). Design/methodology/approachThis paper proposes an innovative approach called CCDEA for strategy selection. FindingsIn summary, the approach presented in this paper has some distinctive contributions: the proposed model does not demand weights from maker; DEA analysis obtains the optimal weights for all inputs and outputs of each decision-making unit without relying on the subjective judgment of decision makers; the proposed model considers multiple criteria for strategy selection; the paper makes a sufficient contribution to the practice of operations research. This paper is the first study which applies CCDEA for evaluating the strategies in uncertain environments; and the paper introduces a method for strategy selection in the presence of stochastic data. Originality/valueTo the best of the authors' knowledge, this paper is the first application of CCDEA to deal with strategy selection.

Original languageEnglish
Pages (from-to)200-214
Number of pages15
JournalJournal of Modelling in Management
Issue number2
Publication statusPublished - Jan 1 2011


  • Chance-constrained data envelopment analysis
  • Data analysis
  • Mathematical programming
  • Strategy selection

ASJC Scopus subject areas

  • General Decision Sciences
  • Strategy and Management
  • Management Science and Operations Research

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