Managing underperformance risk in project portfolio selection
From MaRDI portal
Recommendations
- Uncertain mean-variance model for project portfolio selection problem with divisibility
- Optimal strategies for selecting project portfolios using uncertain value estimates
- Contingent Portfolio Programming for the Management of Risky Projects
- Bi-objective project portfolio selection and staff assignment under uncertainty
- A multiobjective evolutionary approach for linearly constrained project selection under uncertainty
Cites work
- A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk
- A fuzzy approach to R{\&}D project portfolio selection
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
- Advances in prospect theory: cumulative representation of uncertainty
- An economic index of riskiness
- Coherent measures of risk
- Convex Approximations of Chance Constrained Programs
- Convex measures of risk and trading constraints
- Dynamic order acceptance and capacity planning on a single bottleneck resource
- Generating Experimental Data for Computational Testing with Machine Scheduling Applications
- Goal-driven optimization
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Maxmin expected utility with non-unique prior
- On Information and Sufficiency
- Optimal project selection: Stochastic knapsack with finite time horizon
- Project evaluation and selection in a network of collaboration: A consensual disaggregation multi-criterion approach
- Prospect Theory: An Analysis of Decision under Risk
- Risk, ambiguity and the Savage axioms
- Robust convex optimization
- Robust discrete optimization and its applications
- Robust stochastic programming with uncertain probabilities
- Safety First and the Holding of Assets
- Satisficing Measures for Analysis of Risky Positions
- Selection and scheduling of pharmaceutical research projects
- Stochastic finance. An introduction in discrete time
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The Price of Robustness
- The dynamic and stochastic knapsack problem
- The problem of calculating the volume of a polyhedron is enumerably hard
Cited in
(23)- Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations
- Project portfolio selection based on multi-project synergy
- Optimal-transport satisficing with applications to capacitated hub location
- Target-oriented robust satisficing models for the single machine scheduling problems with release time
- Product design and pricing decisions in platform-based co-creation
- Hedging against demand ambiguity in new product development: a two-stage distributionally robust approach
- Quantifying the yield of risk-bearing IT-portfolios
- Itinerary planning with time budget for risk-averse travelers
- Optimal strategies for selecting project portfolios using uncertain value estimates
- Routing optimization under uncertainty
- The interaction between critical chain sequencing, buffer sizing, and reactive actions in a CC/BM framework
- Critical Interactive Risks in Project Portfolios from the Life Cycle Perspective
- Robust capacity planning for project management
- Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements
- The service-centric vehicle routing problem with crowdshipping
- Target-based distributionally robust minimum spanning tree problem
- Using a Duffing control approach to control the single risk factor in complex social-technical systems
- Preface: Project management and scheduling
- Public R\&D project portfolio selection under expenditure uncertainty
- Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem
- A clustering‐based review on project portfolio optimization methods
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Target-Oriented Distributionally Robust Optimization and Its Applications to Surgery Allocation
This page was built for publication: Managing underperformance risk in project portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3450467)
