Using Monte Carlo method for ranking interval data

Abstract Some methods have been presented for ranking efficient decision making units (DMUs) in data envelopment analysis (DEA). This paper addresses the ranking of interval data by using Monte Carlo method. This method is based on a paper [G.R. Jahanshahloo, F. Hosseinzadeh Lotfi, H. Zhiani Rezai, F. Rezai Balf, Using Monte Carlo method for ranking efficient DMUs, Applied Mathematics and Computation 162 (2005) 371–379]. The worthwhile this method is its ability in ranking of extreme and non-extreme efficient DMUs.