Pages that link to "Item:Q928031"
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The following pages link to Robust portfolio modeling with incomplete cost information and project interdependencies (Q928031):
Displayed 50 items.
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection (Q296608) (← links)
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection (Q296687) (← links)
- Optimal strategies for selecting project portfolios using uncertain value estimates (Q297038) (← links)
- Model-based organizational decision making: a behavioral lens (Q321046) (← links)
- Adjustable robustness for multi-attribute project portfolio selection (Q323007) (← links)
- A MILP bi-objective model for static portfolio selection of R\&D projects with synergies (Q384673) (← 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)
- Constructing strategies in strategic planning: a decision support evaluation model (Q949403) (← links)
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty (Q1038376) (← 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)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← 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)
- A portfolio model for siting offshore wind farms with economic and environmental objectives (Q1754242) (← links)
- Robust-based interactive portfolio selection problems with an uncertainty set of returns (Q1794340) (← links)
- Cost-efficiency analysis of weapon system portfolios (Q1927014) (← links)
- High-end weapon equipment portfolio selection based on a heterogeneous network model (Q2022189) (← links)
- The binary knapsack problem with qualitative levels (Q2029032) (← links)
- Prescriptive analytics in public-sector decision-making: a framework and insights from charging infrastructure planning (Q2029989) (← links)
- Portfolio decision analysis: recent developments and future prospects (Q2030321) (← 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)
- Adversarial risk analysis under partial information (Q2189943) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- An interval-based evolutionary approach to portfolio optimization of new product development projects (Q2298389) (← links)
- An alternative efficient representation for the project portfolio selection problem (Q2329483) (← links)
- A bicriteria approach identifying nondominated portfolios (Q2336870) (← links)
- Mature or emerging markets: competitive duopoly investment decisions (Q2355111) (← links)
- A multi-objective approach for weapon selection and planning problems in dynamic environments (Q2397566) (← links)
- Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation (Q2629615) (← links)
- Bi-objective project portfolio selection and staff assignment under uncertainty (Q3577839) (← 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)
- Nonadditive Multiattribute Utility Functions for Portfolio Decision Analysis (Q5031670) (← links)
- USort-nB and USort-nC: Two Multi-criteria Ordinal Classification Methods Using Interval Value Functions (Q5049389) (← 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)