Maximizing the net present value of a project under uncertainty

DOI10.1016/J.EJOR.2009.05.045zbMath1175.90200OpenAlexW2159105952MaRDI QIDQ1039778

Wolfram Wiesemann, Daniel Kuhn, Berc Rustem

Publication date: 23 November 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.05.045

zbMATH Keywords

project schedulingnet present valueoptimization under uncertainty

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Deterministic scheduling theory in operations research (90B35)

Related Items (10)

Which fuzzy ranking method is best for maximizing fuzzy net present value? ⋮ Investment, financing and the role of ROA and WACC in value creation ⋮ A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection ⋮ Scheduling multi-mode projects under uncertainty to optimize cash flows: a Monte Carlo ant colony system approach ⋮ Maximizing the expected net present value in a project with uncertain cash flows ⋮ Chisini means and rational decision making: equivalence of investment criteria ⋮ Optimizing version release dates of research and development long-term processes ⋮ Maximizing the expected net present value of a project with phase-type distributed activity durations: an efficient globally optimal solution procedure ⋮ Moments and distribution of the net present value of a serial project ⋮ Investment decisions and sensitivity analysis: NPV-consistency of rates of return

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