Efficiency and super-efficiency under inter-temporal dependence
RAIRO - Operations Research - Recherche Opérationnelle, Tome 54 (2020) no. 5, pp. 1385-1400.

In this paper, a linear programming (LP) model for measuring the relative efficiency of a decision-making unit (DMU) under inter-temporal dependence of data is proposed. Necessary and sufficient conditions are derived for identification of dynamically efficient paths. Furthermore, an LP model is proposed to estimate the super-efficiency of the dynamically efficient paths using an extended version of the modified MAJ model (Saati et al., Ric. Oper. 31 (2001) 47–59). To evaluate the applicability of the proposed method in a banking sector example, this method is employed for ranking some branches of the Iranian commercial bank.

DOI : 10.1051/ro/2019072
Classification : 90C05, 90C29, 90C39, 90C90, 90B50, 47N10
Mots-clés : Data Envelopment Analysis (DEA), ranking DMUs, efficiency, super-efficiency, inter-temporal dependence 
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     author = {Moonesian, Vahid and Jahangiri, Saeid and Ghobadi, Saeid},
     title = {Efficiency and super-efficiency under inter-temporal dependence},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {1385--1400},
     publisher = {EDP-Sciences},
     volume = {54},
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     mrnumber = {4127959},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/ro/2019072/}
}
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Moonesian, Vahid; Jahangiri, Saeid; Ghobadi, Saeid. Efficiency and super-efficiency under inter-temporal dependence. RAIRO - Operations Research - Recherche Opérationnelle, Tome 54 (2020) no. 5, pp. 1385-1400. doi : 10.1051/ro/2019072. http://www.numdam.org/articles/10.1051/ro/2019072/

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