On account of the existence of uncertainty, DEA occasionally faces the situation of imprecise data, especially when a set of DMUs include missing data, ordinal data, interval data, stochastic data, or fuzzy data. Therefore, how to evaluate the efficiency of a set of DMUs in interval environments is a problem worth studying. In this paper, we discussed the new method for evaluation and ranking i...

This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error ana...

This paper proposes a stochastic framework for demand response (DR) aggregator to procure DR from customers and sell it to purchasers in the wholesale electricity market. The aggregator assigns fixed DR contracts with customers based on three different load reduction strategies. In the presented problem the uncertainty of market price is considered and the risk of aggregator participation is ma...

This paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (TFs) in combination with the collocation method. The method is stated by using conversion the vasicek model to a stochastic nonlinear system of $2m+2$ equations and $2m+2$ unknowns. Finally, the error analysis and some numerical examples are provided...

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method wa...

Based on the increasing property of ratio of average reversed hazard rates of two non-negative random variables a new stochastic order for the sake of comparison of two lifetime distributions is proposed. This stochastic order admits some distinguishing properties. In order to illustrate the obtained results, a semi-parametric model which is called reverse hazard power and a mixture model of pr...

to evaluate and predict component-based software security, a two-dimensional model of software security is proposed by stochastic petri net in this paper. in this approach, the software security is modeled by graphical presentation ability of petri nets, and the quantitative prediction is provided by the evaluation capability of stochastic petri net and the computing power of markov chain. each...

Here in, an application of a new seismic inversion algorithm in one of Iran’s oilfields is described. Stochastic (geostatistical) seismic inversion, as a complementary method to deterministic inversion, is perceived as contribution combination of geostatistics and seismic inversion algorithm. This method integrates information from different data sources with different scales, as prior informat...