Pages that link to "Item:Q296687"
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The following pages link to Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection (Q296687):
Displaying 12 items.
- Adjustable robustness for multi-attribute project portfolio selection (Q323007) (← links)
- Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model (Q513081) (← links)
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems (Q2030735) (← 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)
- Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements (Q2147012) (← links)
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality (Q2284639) (← links)
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
- Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations (Q5144769) (← links)
- Friction and Decision Rules in Portfolio Decision Analysis (Q5868924) (← links)
- Interactive portfolio selection involving multicriteria sorting models (Q6115945) (← links)
- A robust optimization model for R\&D project portfolio risk response decision-making considering risk interaction and regret perception (Q6593228) (← links)
