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A survey of adjustable robust optimization
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 …
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
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 …
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 …
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 …
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
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 …
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 …
enterprise. However, the selection is challenging due to complicated relationships in the …
[HTML][HTML] Fifty years of portfolio optimization
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 …
important decisions organizations and individuals face. These decisions can be guided by …
Multicriteria decision support for project portfolio selection with the FITradeoff method
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 …
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
Project portfolios are considered “powerful strategic weapons” for implementing corporate
strategy. Projects are exposed to different types of risks. Studies on project portfolio …
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
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 …
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 …
shared resources in pharmaceutical companies, it is essential to simultaneously address the …