Pages that link to "Item:Q992625"
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The following pages link to Optimization of R\&D project portfolios under endogenous uncertainty (Q992625):
Displaying 27 items.
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming (Q291043) (← links)
- Stochastic models for strategic resource allocation in nonprofit foreclosed housing acquisitions (Q297222) (← links)
- R\&D pipeline management: task interdependencies and risk management (Q420877) (← links)
- Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty (Q684146) (← links)
- Two-stage stochastic mixed-integer nonlinear programming model for post-wildfire debris flow hazard management: mitigation and emergency evacuation (Q1695038) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- Public R\&D project portfolio selection problem with cancellations (Q2014587) (← links)
- Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties (Q2029905) (← links)
- Contracting for technology improvement: the effect of asymmetric bargaining power and investment uncertainty (Q2030291) (← 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)
- Decision programming for mixed-integer multi-stage optimization under uncertainty (Q2077924) (← links)
- Robust alternative fuel refueling station location problem with routing under decision-dependent flow uncertainty (Q2106728) (← links)
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
- Multistage robust mixed-integer optimization under endogenous uncertainty (Q2239983) (← links)
- A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints (Q2288988) (← links)
- Hybrid metaheuristics for stochastic constraint programming (Q2342607) (← links)
- Mature or emerging markets: competitive duopoly investment decisions (Q2355111) (← links)
- A graph theoretic approach to non-anticipativity constraint generation in multistage stochastic programs with incomplete scenario sets (Q2676284) (← links)
- Augmented simulation methods for discrete stochastic optimization with recourse (Q2678622) (← links)
- Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty (Q2815510) (← links)
- Decision modeling for foreclosed property acquisition by community development corporations in the United States (Q4980006) (← links)
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities (Q4995106) (← links)
- ROC++: Robust Optimization in C++ (Q5060773) (← links)
- On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs (Q5106425) (← links)
- A clustering‐based review on project portfolio optimization methods (Q6092507) (← links)
- A bi-level multi-follower optimization model for R\&D project portfolio: an application to a pharmaceutical holding company (Q6115573) (← links)
