A survey of adjustable robust optimization

İ Yanıkoğlu, BL Gorissen, D den Hertog - European Journal of Operational …, 2019 - Elsevier
Static robust optimization (RO) is a methodology to solve mathematical optimization
problems with uncertain data. The objective of static RO is to find solutions that are immune …

[HTML][HTML] Portfolio decision analysis: Recent developments and future prospects

J Liesiö, A Salo, JM Keisler, A Morton - European Journal of Operational …, 2021 - Elsevier
Portfolio decision analysis (PDA) refers to the body of theory, methods and practice which
support decision makers in making informed multiple selections from a set of alternatives …

Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in Research and Development project portfolio …

G Mavrotas, E Makryvelios - European Journal of Operational Research, 2021 - Elsevier
Abstract Research and Development (R&D) is a substantial activity in the modern economy
of knowledge and therefore funding R&D activities is a challenging task for private and …

An intuitionistic fuzzy multi-criteria framework for large-scale rooftop PV project portfolio selection: Case study in Zhejiang, China

Y Wu, C Xu, Y Ke, K Chen, X Sun - Energy, 2018 - Elsevier
Selecting a rational large-scale rooftop photovoltaic (LSR-PV) project portfolio is critical to
the realization of long-term strategy objectives for PV enterprises. Difficulties related to LSR …

A method of network robustness under strategic goals for project portfolio selection

L Bai, X Han, H Wang, K Zhang, Y Sun - Computers & Industrial …, 2021 - Elsevier
Selecting a rational project portfolio is a key step in achieving the strategic goals of an
enterprise. However, the selection is challenging due to complicated relationships in the …

[HTML][HTML] Fifty years of portfolio optimization

A Salo, M Doumpos, J Liesiö, C Zopounidis - European Journal of …, 2024 - Elsevier
The allocation of resources to alternative investment opportunities is one of the most
important decisions organizations and individuals face. These decisions can be guided by …

Multicriteria decision support for project portfolio selection with the FITradeoff method

AC Marques, EA Frej, AT de Almeida - Omega, 2022 - Elsevier
The current global scenario of a greater scarcity of resources, uncertainty in several
dimensions and problems that seek to reconcile multiple criteria to achieve the best possible …

Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach

V Dixit, MK Tiwari - Annals of Operations Research, 2020 - Springer
Project portfolios are considered “powerful strategic weapons” for implementing corporate
strategy. Projects are exposed to different types of risks. Studies on project portfolio …

Multi-mode project portfolio selection and scheduling in a build-operate-transfer environment

M Ranjbar, MM Nasiri, SA Torabi - Expert Systems with Applications, 2022 - Elsevier
Integrated decision-making about selecting and scheduling a project portfolio can lead to a
more desirable performance. This paper considers the problem of selecting a portfolio …

Pharmaceutical R&D project portfolio selection and scheduling under uncertainty: A robust possibilistic optimization approach

AH Hesarsorkh, J Ashayeri, AB Naeini - Computers & Industrial …, 2021 - Elsevier
Due to the costly and risky nature of research and development (R&D) projects and limited
shared resources in pharmaceutical companies, it is essential to simultaneously address the …