طرح تخصیص هزینه ثابت بر اساس بهینه‌سازی استوار در تحلیل پوششی داده‌ها: مطالعه موردی صنعت بانکداری

نوع مقاله : مقاله پژوهشی

نویسنده

گروه ریاضی، واحد شیراز، دانشگاه آزاد اسلامی، شیراز، ایران.

چکیده
هدف: هدف این پژوهش، ارایه یک مدل منصفانه برای تخصیص هزینه ثابت میان مجموعه‌ای از واحدهای تصمیم‌گیرنده مانند بانک‌ها یا کارخانه‌ها، در یک محیط نامطمئن است به‌نحوی‌که کارایی واحدها کاهش نیابد و حتی در مواردی بهبود یابد.
روش‌شناسی پژوهش: برای تحقق هدف، از تحلیل پوششی داده‌ها همراه با بهینه‌سازی استوار استفاده شده است. در این مدل، ورودی‌ها و خروجی‌های واحدها به‌صورت اعداد نادقیق تصادفی در نظر گرفته شده و برای خطی‌سازی مدل و تبدیل آن به یک فرم برنامه‌ریزی قطعی، از مفاهیم برنامه‌ریزی تصادفی بهره گرفته شده است؛ همچنین، مفهوم مجموعه وزن‌های مشترک برای ایجاد یک مبنای منصفانه در تخصیص به کار رفته است.
یافته‌ها: یافته‌ها نشان می‌دهند که با استفاده از طرح تخصیص هزینه ثابت پیشنهادی، کارایی واحدهای تصمیم‌گیرنده (بانک‌ها) نه‌تنها کاهش نمی‌یابد بلکه در بسیاری از موارد افزایش می‌یابد .این موضوع نشان‌دهنده موفقیت مدل در حفظ و ارتقا کارایی در فرآیند تخصیص منابع در شرایط عدم قطعیت است.
اصالت/ارزش‌افزوده علمی: نوآوری اصلی پژوهش در ترکیب تحلیل پوششی داده‌ها با بهینه‌سازی استوار در محیط‌های نامطمئن و توسعه یک مدل تخصیص هزینه ثابت بر پایه عدم کاهش کارایی و استفاده از مجموعه وزن‌های مشترک است؛ همچنین کاربرد عملی مدل در صنعت بانکداری ایران به ارزش واقعی پژوهش در فضای تصمیم‌گیری مدیریتی می‌افزاید.

کلیدواژه‌ها


عنوان مقاله English

Fixed cost allocation plan based on robust optimization in data envelopment analysis: A case study of the banking industry

نویسنده English

Javad Gerami
Department of Mathematics, Shiraz Branch, Islamic Azad University, Shiraz, Iran.
چکیده English

Purpose: This study aims to propose a fair fixed cost allocation scheme among a set of Decision-Making Units (DMUs), such as banks or factories, in an uncertain environment. The allocation is designed so as not to reduce DMU efficiency and may even lead to efficiency improvements.
Methodology: To achieve this goal, a model is developed based on Data Envelopment Analysis (DEA) integrated with robust optimization. The inputs and outputs of the DMUs are treated as fuzzy random variables to reflect environmental uncertainty. The model is linearized and converted into a deterministic programming model using principles from stochastic programming. Furthermore, a common set of weights is used to ensure fairness in the allocation process.
Findings: The results indicate that, under the proposed fixed-cost allocation plan, the DMUs' (banks') efficiency scores are not only maintained but, in many cases, improved, confirming the model's effectiveness in preserving and enhancing performance under uncertain conditions.
Originality/Value: The novelty of this research lies in integrating DEA and robust optimization in uncertain environments to design a cost allocation model that ensures non-decreasing efficiency. Using a common set of weights enhances the approach's fairness. Additionally, applying the model to the Iranian banking sector highlights its practical relevance and managerial value.

کلیدواژه‌ها English

Data envelopment analysis
Fixed cost allocation
Robust optimization
Joint weight set
Banking
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