Pages that link to "Item:Q877643"

The following pages link to Preference programming for robust portfolio modeling and project selection (Q877643):

Displaying 46 items.

• Baseline value specification and sensitivity analysis in multiattribute project portfolio selection (Q296608) (← links)
• Optimal strategies for selecting project portfolios using uncertain value estimates (Q297038) (← links)
• Adjustable robustness for multi-attribute project portfolio selection (Q323007) (← links)
• Modeling synergies in multi-criteria supplier selection and order allocation: an application to commodity trading (Q323425) (← links)
• Scenario-based portfolio selection of investment projects with incomplete probability and utility information (Q439347) (← links)
• Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model (Q513081) (← links)
• SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis (Q889572) (← links)
• Robust portfolio modeling with incomplete cost information and project interdependencies (Q928031) (← links)
• A new multi-objective algorithm for a project selection problem (Q948801) (← links)
• Multi-objective decision analysis for competence-oriented project portfolio selection (Q976375) (← links)
• Structuring resource allocation decisions: a framework for building multi-criteria portfolio models with area-grouped options (Q1042246) (← links)
• Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
• Value of agreement in decision analysis: concept, measures and application (Q1652193) (← links)
• Modeling project preferences in multiattribute portfolio decision analysis (Q1695031) (← links)
• Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information (Q1711462) (← links)
• Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores (Q1753430) (← links)
• Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
• Genetic algorithm-based multi-criteria project portfolio selection (Q1761925) (← links)
• The binary knapsack problem with qualitative levels (Q2029032) (← links)
• Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in research and development project portfolio selection: a case study from Greece (Q2030737) (← links)
• Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification (Q2060413) (← links)
• An interactive algorithm for resource allocation with balance concerns (Q2063082) (← links)
• Decision programming for mixed-integer multi-stage optimization under uncertainty (Q2077924) (← links)
• Incomplete risk-preference information in portfolio decision analysis (Q2079418) (← links)
• Portfolio decision analysis with a generalized balance approach (Q2146968) (← links)
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
• Efficient allocation of resources to a portfolio of decision making units (Q2184153) (← links)
• An interval-based evolutionary approach to portfolio optimization of new product development projects (Q2298389) (← links)
• A bicriteria approach identifying nondominated portfolios (Q2336870) (← links)
• A vague set based decision support approach for evaluating research funding programs (Q2356035) (← links)
• Preference programming with incomplete ordinal information (Q2356216) (← links)
• Rationalizable strategies in games with incomplete preferences (Q2422656) (← links)
• A soft multi-criteria decision analysis model with application to the European Union enlargement (Q2430610) (← links)
• Expert judgments in the cost-effectiveness analysis of resource allocations: a case study in military planning (Q2454360) (← links)
• Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation (Q2629615) (← links)
• Measurable Multiattribute Value Functions for Portfolio Decision Analysis (Q4691963) (← links)
• Scale Dependence and Ranking Intervals in Additive Value Models Under Incomplete Preference Information (Q4691974) (← links)
• Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
• Tail mean and related robust solution concepts (Q5172535) (← links)
• A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION (Q5325632) (← links)
• Friction and Decision Rules in Portfolio Decision Analysis (Q5868924) (← links)
• A clustering‐based review on project portfolio optimization methods (Q6092507) (← links)
• Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem (Q6109834) (← links)
• Interactive portfolio selection involving multicriteria sorting models (Q6115945) (← links)
• Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals (Q6586285) (← links)
• The use of multi-criteria decision-making methods in project portfolio selection: a literature review and future research directions (Q6596981) (← links)