@article { author = {Hosseini, Seyedeh Sara and Farzipoor Saen, Reza and Kazemi Matin, Reza}, title = {A Modified Russell Measure for Estimating Efficiency Changes in the Presence of the Undesirable Outputs and Stochastic Data}, journal = {Scientia Iranica}, volume = {}, number = {}, pages = {-}, year = {2021}, publisher = {Sharif University of Technology}, issn = {1026-3098}, eissn = {2345-3605}, doi = {10.24200/sci.2021.58051.5538}, abstract = {Although data envelopment analysis (DEA) assumes deterministic data, a great volume of data might be stochastic. The global Malmquist productivity index (GMPI) is a highly effective instrument for productivity analysis in DEA. This paper extends GMPI in the presence of stochastic data. Our new stochastic DEA model is a chance-constrained programming model, which is converted to a deterministic programming problem with a linear objective function and quadratic constraints. For efficiency evaluation purposes, in this paper, the weak disposability principle is used to model Russell’s measure in the presence of undesirable outputs. The main contribution of this paper is to develop a global Russell model with stochastic data. A case study is presented to illustrate the applicability of the proposed models.}, keywords = {Data envelopment analysis (DEA),Stochastic data,undesirable outputs,Modified Russell measure,Global Malmquist productivity index}, url = {https://scientiairanica.sharif.edu/article_22564.html}, eprint = {https://scientiairanica.sharif.edu/article_22564_136e12bf722946806dd547810eddcff0.pdf} }