Abstract
Sensitivity and stability for Banker's model of Stochastic Data Envelopment Analysis (SDEA) is studied in this paper. In the case of the DEA model, necessary and sufficient conditions to preserve the efficiency of efficient decision-making units (DMUs) and the inefficiency of inefficient DMUs are obtained for different perturbations of data in the model. The cases of perturbations of all inputs, of perturbations of output and of the simultaneous perturbations of output and all inputs are considered. An illustrative example is provided.
Acknowledgements
This research was partly supported by Grant No. 067-0000000-1076 of the Ministry of Science, Education and Sports of the Republic of Croatia. The authors are grateful to two anonymous referees whose suggestions improved the paper.