Dépouillements

An investigation of the effect of educational background on performance in simulation studies / S. Robinson in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1685–1693 Titre : An investigation of the effect of educational background on performance in simulation studies Type de document : texte imprimé Auteurs : S. Robinson, Auteur ; Davies, R., Auteur Année de publication : 2011 Article en page(s) : pp. 1685–1693 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Simulation  Education  Performance  on  simulation  studies Index. décimale : 001.424 Résumé : We might expect a link between educational background, in terms of degree subject studied, and performance on simulation studies. We study this link by comparing the performance of student groups from computer science, statistics and business on a simulation task. The analysis covers their overall performance and their performance on different elements of the task. Surprisingly, we are unable to find much difference in the performance of the students, leading us to conclude that educational background has little effect, at least for a relatively straightforward modelling task. The implications for organisations employing simulation modellers and for their educational needs are discussed. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009151a.html [article] An investigation of the effect of educational background on performance in simulation studies [texte imprimé] / S. Robinson, Auteur ; Davies, R., Auteur . - 2011 . - pp. 1685–1693. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1685–1693 Mots-clés : Simulation  Education  Performance  on  simulation  studies Index. décimale : 001.424 Résumé : We might expect a link between educational background, in terms of degree subject studied, and performance on simulation studies. We study this link by comparing the performance of student groups from computer science, statistics and business on a simulation task. The analysis covers their overall performance and their performance on different elements of the task. Surprisingly, we are unable to find much difference in the performance of the students, leading us to conclude that educational background has little effect, at least for a relatively straightforward modelling task. The implications for organisations employing simulation modellers and for their educational needs are discussed. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009151a.html

Justifying the methods of OR / Ormerod, R. J. in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1694–1708 Titre : Justifying the methods of OR Type de document : texte imprimé Auteurs : Ormerod, R. J., Auteur Année de publication : 2011 Article en page(s) : pp. 1694–1708 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Philosophy  of  OR  OR  methodology  Pragmatism Index. décimale : 001.424 Résumé : Operational research practitioners use mathematical, statistical, scientific, and other methods to structure and analyse issues in order to advise and assist their clients. In doing so they apply values, follow rules and use methodologies. The paper examines the justification of these methods, values and methodologies. Starting with a conceptual model drawn from the philosophy of science, a justification framework is developed for operational research (OR). Making a distinction between OR academic research and OR practice helps to clarify the issues. OR research is similar to scientific, mathematical and social science research; OR practice, as technology, is closer to engineering. While OR academic researchers will seek justification in the academic discipline within which they choose to work, it is argued that the justification of OR practice lies in its usefulness. For academic OR, justification lies in the justification of mathematics, statistics, science and social science; for practice, it is practitioners who decide what usefulness means in their context. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009147a.html [article] Justifying the methods of OR [texte imprimé] / Ormerod, R. J., Auteur . - 2011 . - pp. 1694–1708. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1694–1708 Mots-clés : Philosophy  of  OR  OR  methodology  Pragmatism Index. décimale : 001.424 Résumé : Operational research practitioners use mathematical, statistical, scientific, and other methods to structure and analyse issues in order to advise and assist their clients. In doing so they apply values, follow rules and use methodologies. The paper examines the justification of these methods, values and methodologies. Starting with a conceptual model drawn from the philosophy of science, a justification framework is developed for operational research (OR). Making a distinction between OR academic research and OR practice helps to clarify the issues. OR research is similar to scientific, mathematical and social science research; OR practice, as technology, is closer to engineering. While OR academic researchers will seek justification in the academic discipline within which they choose to work, it is argued that the justification of OR practice lies in its usefulness. For academic OR, justification lies in the justification of mathematics, statistics, science and social science; for practice, it is practitioners who decide what usefulness means in their context. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009147a.html

Operational complexity and supplier–customer integration: case study insights and complexity rebound / S Sivadasan in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1709–1718 Titre : Operational complexity and supplier–customer integration: case study insights and complexity rebound Type de document : texte imprimé Auteurs : S Sivadasan, Auteur ; J Smart, Auteur ; L Huaccho Huatuco, Auteur Année de publication : 2011 Article en page(s) : pp. 1709–1718 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Supply-chain  integration  Operational  complexity  Manufacturing  systems  Scheduling  Information  theory  Logistics Index. décimale : 001.424 Résumé : The main contribution of this paper is the demonstration that, contrary to conventional thinking, a measurable increase in the operational complexity of the production scheduling function between two companies can occur following closer supply chain integration. The paper presents the practical application of previous work carried out and validated by the authors in terms of (a) methodology for measuring operational complexity, (b) predicted implications of Supplier–Customer integration and (c) derivation of an operational complexity measure applied to before and after Supplier–Customer integration. This application is illustrated via a longitudinal case study. The analysis is based on information theory, whereby operational complexity of a Supplier–Customer system is defined as the amount of information required to describe the state of this system. The results show that operational complexity can increase when companies decide to integrate more closely, which is a fact likely to be overlooked when making decisions to pursue closer Supply-Chain integration. In this study, operational complexity increases due to reduced buffering arising from reduction in the Supplier's inventory capacity. The Customer did not change their operational practices to improve their schedule adherence post-integration, and, consequently, suffered an increase in complexity due to complexity rebound. Both the Supplier's and Customer's decision-making processes after the case study reported in this paper were enhanced by being able to quantify the complex areas to prioritise and direct managerial efforts towards them, through the use of the operational complexity measure. Future work could extend this study (in the ‘low product customisation’ and ‘low product value impact’ quadrant) to investigate Supplier–Customer integration in other quadrants resulting from further combinations between ‘product customisation’ and ‘product value impact’ levels. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009138a.html [article] Operational complexity and supplier–customer integration: case study insights and complexity rebound [texte imprimé] / S Sivadasan, Auteur ; J Smart, Auteur ; L Huaccho Huatuco, Auteur . - 2011 . - pp. 1709–1718. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1709–1718 Mots-clés : Supply-chain  integration  Operational  complexity  Manufacturing  systems  Scheduling  Information  theory  Logistics Index. décimale : 001.424 Résumé : The main contribution of this paper is the demonstration that, contrary to conventional thinking, a measurable increase in the operational complexity of the production scheduling function between two companies can occur following closer supply chain integration. The paper presents the practical application of previous work carried out and validated by the authors in terms of (a) methodology for measuring operational complexity, (b) predicted implications of Supplier–Customer integration and (c) derivation of an operational complexity measure applied to before and after Supplier–Customer integration. This application is illustrated via a longitudinal case study. The analysis is based on information theory, whereby operational complexity of a Supplier–Customer system is defined as the amount of information required to describe the state of this system. The results show that operational complexity can increase when companies decide to integrate more closely, which is a fact likely to be overlooked when making decisions to pursue closer Supply-Chain integration. In this study, operational complexity increases due to reduced buffering arising from reduction in the Supplier's inventory capacity. The Customer did not change their operational practices to improve their schedule adherence post-integration, and, consequently, suffered an increase in complexity due to complexity rebound. Both the Supplier's and Customer's decision-making processes after the case study reported in this paper were enhanced by being able to quantify the complex areas to prioritise and direct managerial efforts towards them, through the use of the operational complexity measure. Future work could extend this study (in the ‘low product customisation’ and ‘low product value impact’ quadrant) to investigate Supplier–Customer integration in other quadrants resulting from further combinations between ‘product customisation’ and ‘product value impact’ levels. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009138a.html

On a periodic vehicle routing problem / S. Coene in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1719–1728 Titre : On a periodic vehicle routing problem Type de document : texte imprimé Auteurs : S. Coene, Auteur ; A. Arnout, Auteur ; F. C. R. Spieksma, Auteur Année de publication : 2011 Article en page(s) : pp. 1719–1728 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Periodic  routing  Logistics  Integer  programming Index. décimale : 001.424 Résumé : This paper deals with a study on a variant of the Periodic Vehicle Routing Problem (PVRP). As in the traditional Vehicle Routing Problem, customer locations each with a certain daily demand are given, as well as a set of capacitated vehicles. In addition, the PVRP has a horizon, say T days, and there is a frequency for each customer stating how often within this T-day period this customer must be visited. A solution to the PVRP consists of T sets of routes that jointly satisfy the demand constraints and the frequency constraints. The objective is to minimize the sum of the costs of all routes over the planning horizon. We develop different algorithms solving the instances of the case studied. Using these algorithms we are able to realize considerable cost reductions compared to the current situation. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009154a.html [article] On a periodic vehicle routing problem [texte imprimé] / S. Coene, Auteur ; A. Arnout, Auteur ; F. C. R. Spieksma, Auteur . - 2011 . - pp. 1719–1728. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1719–1728 Mots-clés : Periodic  routing  Logistics  Integer  programming Index. décimale : 001.424 Résumé : This paper deals with a study on a variant of the Periodic Vehicle Routing Problem (PVRP). As in the traditional Vehicle Routing Problem, customer locations each with a certain daily demand are given, as well as a set of capacitated vehicles. In addition, the PVRP has a horizon, say T days, and there is a frequency for each customer stating how often within this T-day period this customer must be visited. A solution to the PVRP consists of T sets of routes that jointly satisfy the demand constraints and the frequency constraints. The objective is to minimize the sum of the costs of all routes over the planning horizon. We develop different algorithms solving the instances of the case studied. Using these algorithms we are able to realize considerable cost reductions compared to the current situation. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009154a.html

A bootstrap approach to analyse productivity growth in European banking / C. Murillo-Melchor in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1729–1745 Titre : A bootstrap approach to analyse productivity growth in European banking Type de document : texte imprimé Auteurs : C. Murillo-Melchor, Auteur ; J. M. Pastor, Auteur ; E. Tortosa-Ausina, Auteur Année de publication : 2011 Article en page(s) : pp. 1729–1745 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Bank  Bootstrap  Malmquist  productivity  index Index. décimale : 001.424 Résumé : This paper analyses productivity growth for European banks over the 1995–2001 period. In contrast to previous literature, our study covers the majority of current European Union (EU) countries—all except Greece and those joining the EU in 2004. We also use resampling methods so as to gain statistical precision, which turns out to be especially important due to the limitations of the database. In order to be consistent, we use additional nonparametric methods to disentangle why productivity differentials might exist. Results show that productivity growth has occurred in most countries, mainly due to improvements in production possibilities. The bootstrap analysis yields further evidence given that for many firms and countries productivity growth or decline is not statistically significant. The two-stage analysis provides some extra insights, suggesting that the relevance of environmental variables found in other studies focusing on efficiency could be lessened when focusing on productivity. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009114a.html [article] A bootstrap approach to analyse productivity growth in European banking [texte imprimé] / C. Murillo-Melchor, Auteur ; J. M. Pastor, Auteur ; E. Tortosa-Ausina, Auteur . - 2011 . - pp. 1729–1745. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1729–1745 Mots-clés : Bank  Bootstrap  Malmquist  productivity  index Index. décimale : 001.424 Résumé : This paper analyses productivity growth for European banks over the 1995–2001 period. In contrast to previous literature, our study covers the majority of current European Union (EU) countries—all except Greece and those joining the EU in 2004. We also use resampling methods so as to gain statistical precision, which turns out to be especially important due to the limitations of the database. In order to be consistent, we use additional nonparametric methods to disentangle why productivity differentials might exist. Results show that productivity growth has occurred in most countries, mainly due to improvements in production possibilities. The bootstrap analysis yields further evidence given that for many firms and countries productivity growth or decline is not statistically significant. The two-stage analysis provides some extra insights, suggesting that the relevance of environmental variables found in other studies focusing on efficiency could be lessened when focusing on productivity. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009114a.html

Analysis of hedge fund strategies using slack-based DEA models / U. D. Kumar in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1746–1760 Titre : Analysis of hedge fund strategies using slack-based DEA models Type de document : texte imprimé Auteurs : U. D. Kumar, Auteur ; A. B. Roy, Auteur ; H. Saranga, Auteur Année de publication : 2011 Article en page(s) : pp. 1746–1760 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Data  envelopment  analysis  Hedge  fund  Sharpe  ratio  Calmar  ratio  Sortino  ratio Index. décimale : 001.424 Résumé : Hedge funds have made a significant impact on the performance of world financial markets in recent times. Our objective in this paper is to develop a robust framework for the evaluation of hedge funds by incorporating a maximum number of performance measures through public data sources. We analyse the hedge fund strategies (styles) using a variety of classical risk-return measures with the help of slack-based Data Envelopment Analysis (DEA) models to determine a unique performance indicator. The main thrust is to investigate the risk return profile of 4730 hedge funds classified under 18 different strategies using multiple inputs and outputs. The originality of the work lies in applying Slack-Based DEA to decipher the risk-return profile of these strategies using advanced risk-return measures such as Value at Risk, drawdown, lower and higher partial moments and skewness. We find that the correlation between the ranking of hedge fund strategies based on Sharpe ratio and the DEA models is very low; at the same time, there is a significant correlation between rankings obtained by the application of DEA using different sets of input/output measures. We have also compared the DEA rankings with other traditional financial ratios such as modified Sharpe ratio, Sortino ratio and Calmar ratio. The paper also studies the impact of events such as the Asian financial crisis on the performance of hedge funds. The study around the event shows that only a relatively small number of strategies performed better during times of turmoil. DEWEY : 001.424 ISSN : 0160-5682 En ligne : www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009143a.html [article] Analysis of hedge fund strategies using slack-based DEA models [texte imprimé] / U. D. Kumar, Auteur ; A. B. Roy, Auteur ; H. Saranga, Auteur . - 2011 . - pp. 1746–1760. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1746–1760 Mots-clés : Data  envelopment  analysis  Hedge  fund  Sharpe  ratio  Calmar  ratio  Sortino  ratio Index. décimale : 001.424 Résumé : Hedge funds have made a significant impact on the performance of world financial markets in recent times. Our objective in this paper is to develop a robust framework for the evaluation of hedge funds by incorporating a maximum number of performance measures through public data sources. We analyse the hedge fund strategies (styles) using a variety of classical risk-return measures with the help of slack-based Data Envelopment Analysis (DEA) models to determine a unique performance indicator. The main thrust is to investigate the risk return profile of 4730 hedge funds classified under 18 different strategies using multiple inputs and outputs. The originality of the work lies in applying Slack-Based DEA to decipher the risk-return profile of these strategies using advanced risk-return measures such as Value at Risk, drawdown, lower and higher partial moments and skewness. We find that the correlation between the ranking of hedge fund strategies based on Sharpe ratio and the DEA models is very low; at the same time, there is a significant correlation between rankings obtained by the application of DEA using different sets of input/output measures. We have also compared the DEA rankings with other traditional financial ratios such as modified Sharpe ratio, Sortino ratio and Calmar ratio. The paper also studies the impact of events such as the Asian financial crisis on the performance of hedge funds. The study around the event shows that only a relatively small number of strategies performed better during times of turmoil. DEWEY : 001.424 ISSN : 0160-5682 En ligne : www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009143a.html

OR as rational choice / Ormerod, R. J. in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1761–1776 Titre : OR as rational choice : a decision and game theory perspective Type de document : texte imprimé Auteurs : Ormerod, R. J., Auteur Année de publication : 2011 Article en page(s) : pp. 1761–1776 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Decision  theory  Game  theory  Social  science  Philosophy  of  OR Index. décimale : 001.424 Résumé : Social science disciplines have used decision theory and game theory to provide metaphorical understanding and analytical rigour in their particular domains. The paper explores whether a similar perspective can be applied to operational research (OR) in order to provide an integrating theme for both theory and practice. It is argued that, while the methods of OR are instrumentally rational, OR interventions embrace non-instrumental aspects as well. A case study of an application of decision theory is described and analysed from a decision and game theory (DGT) perspective. The case demonstrates that although the model developed was instrumental, the structure and content of the model reflected the normative and communicative aspects of the decision context. The paper concludes that OR could use a DGT perspective as a conceptual framework for the teaching, research and practice of OR. DEWEY : 001.424 ISSN : 0160-5682 En ligne : www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009146a.html [article] OR as rational choice : a decision and game theory perspective [texte imprimé] / Ormerod, R. J., Auteur . - 2011 . - pp. 1761–1776. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1761–1776 Mots-clés : Decision  theory  Game  theory  Social  science  Philosophy  of  OR Index. décimale : 001.424 Résumé : Social science disciplines have used decision theory and game theory to provide metaphorical understanding and analytical rigour in their particular domains. The paper explores whether a similar perspective can be applied to operational research (OR) in order to provide an integrating theme for both theory and practice. It is argued that, while the methods of OR are instrumentally rational, OR interventions embrace non-instrumental aspects as well. A case study of an application of decision theory is described and analysed from a decision and game theory (DGT) perspective. The case demonstrates that although the model developed was instrumental, the structure and content of the model reflected the normative and communicative aspects of the decision context. The paper concludes that OR could use a DGT perspective as a conceptual framework for the teaching, research and practice of OR. DEWEY : 001.424 ISSN : 0160-5682 En ligne : www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009146a.html

Productivity and technical changes in the Indian pharmaceutical industry / H. Saranga in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1777–1788 Titre : Productivity and technical changes in the Indian pharmaceutical industry Type de document : texte imprimé Auteurs : H. Saranga, Auteur ; R. D. Banker, Auteur Année de publication : 2011 Article en page(s) : pp. 1777–1788 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Data  envelopment  analysis  Innovation  and  R&D  Competitive  structure  Productivity  Technical  change  Indian  pharmaceutical  industry Index. décimale : 001.424 Résumé : We study the productivity change and factors driving this change in the Indian pharmaceutical industry during 1994–2003, in the backdrop of economic liberalization and change in regulatory norms. We use a non parametric Data Envelopment based-methodology to estimate productivity change and decompose it into technical and relative efficiency changes. We find that, the long-term strategic measures by a section of innovative firms that foresaw the implications from competitive forces of globalization and a change in the regulatory environment have sphereheaded the technical change. Consequently, few innovative firms, characterized by greater R&D investments, transition into higher value-added products and businesses as a step towards more technically sophisticated new drug development have pushed the production frontier, increasing the technical and productivity gains. The higher technical and R&D capabilities and wider new product portfolios of multinational companies also have contributed to the positive technical and productivity changes in the Indian pharmaceutical industry. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009142a.html [article] Productivity and technical changes in the Indian pharmaceutical industry [texte imprimé] / H. Saranga, Auteur ; R. D. Banker, Auteur . - 2011 . - pp. 1777–1788. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1777–1788 Mots-clés : Data  envelopment  analysis  Innovation  and  R&D  Competitive  structure  Productivity  Technical  change  Indian  pharmaceutical  industry Index. décimale : 001.424 Résumé : We study the productivity change and factors driving this change in the Indian pharmaceutical industry during 1994–2003, in the backdrop of economic liberalization and change in regulatory norms. We use a non parametric Data Envelopment based-methodology to estimate productivity change and decompose it into technical and relative efficiency changes. We find that, the long-term strategic measures by a section of innovative firms that foresaw the implications from competitive forces of globalization and a change in the regulatory environment have sphereheaded the technical change. Consequently, few innovative firms, characterized by greater R&D investments, transition into higher value-added products and businesses as a step towards more technically sophisticated new drug development have pushed the production frontier, increasing the technical and productivity gains. The higher technical and R&D capabilities and wider new product portfolios of multinational companies also have contributed to the positive technical and productivity changes in the Indian pharmaceutical industry. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009142a.html

An improvement on the Tracy and Chen model / M. Khalili in Journal of the operational research society (JORS), Vol. 61 N° 12 (Décembre 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1789–1793 Titre : An improvement on the Tracy and Chen model : a generalized model for weight restrictions in DEA Type de document : texte imprimé Auteurs : M. Khalili, Auteur ; A. S. Camanho, Auteur ; M. C. A. S. Portela, Auteur Année de publication : 2011 Article en page(s) : pp. 1789–1793 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Data  envelopment  analysis  Relative  efficiency  Generalized  weight  restrictions Index. décimale : 001.424 Résumé : Recently Tracy and Chen presented a parametric DEA model (PDEA) to assess relative efficiency in the presence of a generalized form of linear weight restrictions. This paper proposes a modification to the PDEA model that avoids the need to resort to searching algorithms to estimate efficiency, and assures that the correct efficiency scores are obtained in a single stage using mathematical programming solvers. The results of this model and the results of Tracy and Chen's PDEA model are compared using the examples reported in their paper. The results confirm the superiority of the model proposed in this paper. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009140a.html [article] An improvement on the Tracy and Chen model : a generalized model for weight restrictions in DEA [texte imprimé] / M. Khalili, Auteur ; A. S. Camanho, Auteur ; M. C. A. S. Portela, Auteur . - 2011 . - pp. 1789–1793. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 12 (Décembre 2010) . - pp. 1789–1793 Mots-clés : Data  envelopment  analysis  Relative  efficiency  Generalized  weight  restrictions Index. décimale : 001.424 Résumé : Recently Tracy and Chen presented a parametric DEA model (PDEA) to assess relative efficiency in the presence of a generalized form of linear weight restrictions. This paper proposes a modification to the PDEA model that avoids the need to resort to searching algorithms to estimate efficiency, and assures that the correct efficiency scores are obtained in a single stage using mathematical programming solvers. The results of this model and the results of Tracy and Chen's PDEA model are compared using the examples reported in their paper. The results confirm the superiority of the model proposed in this paper. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n12/abs/jors2009140a.html

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