关键词: 数据包络分析, 交叉效率, 前景理论, 熵权法

Abstract: The traditional cross-efficiency aggregation process usually adopts the arithmetic mean method, which not only underestimates the importance of self-evaluation of decision-making units but also does not take into consideration the decision maker’s risk preferences. Given the above questions, this paper proposes a cross-efficiency aggregation method based on prospect theory and entropy weight method. Firstly, solve the cross efficiency matrix, and the entropy weight method is applied to solve the index weight of each evaluation unit in the peer evaluation process. Then, the prospect theory is introduced to reflect the risk preferences of decision-makers in the cross efficiency aggregation process, and the TOPSIS method is applied to identify positive and negative reference points, and then construct the overall utility function to obtain the prospect cross efficiency matrix. Subsequently, a model for maximizing the prospect value is constructed to solve the aggregation weight of cross efficiencies. This method not only considers the relative importance weights for cross-efficiency aggregation but also incorporates the risk preferences of decision-makers into the efficiency evaluation to realize the overall ranking of decision-making units. Finally, an example is given to illustrate the effectiveness of the method proposed.

Key words: data envelopment analysis, cross-efficiency, prospect theory, entropy weight method