Public R\&D project portfolio selection problem with cancellations

DOI10.1007/S00291-016-0468-5MaRDI QIDQ2014587zbMATH OpenOpenAlexFDO

Authors Musa Çağlar, Sinan Gürel

Publication date 25 August 2017

Published in OR Spectrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00291-016-0468-5

zbMATH Keywords

dynamic programmingchance constraintscancellationsR\&D project portfolio selection

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Linear programming (90C05) Dynamic programming (90C39) Stochastic programming (90C15) Mixed integer programming (90C11)

Recommendations

• Balancing and optimizing a portfolio of R&D projects
• Optimization of R\&D project portfolios under endogenous uncertainty
• An integrated mathematical-computer approach for R\&D project selection in large public organisations
• 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
• Contingent Portfolio Programming for the Management of Risky Projects

Cites work

• Balancing and optimizing a portfolio of R&D projects
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Constructing and evaluating balanced portfolios of R\&D projects with interactions: a DEA based methodology
• Exact solution of the robust knapsack problem
• Lectures on Stochastic Programming
• Mean--Gini analysis in R\&D portfolio selection.
• On computing the distribution function for the Poisson binomial distribution
• Optimization of R\&D project portfolios under endogenous uncertainty
• Solving mixed integer bilinear problems using MILP formulations
• The Price of Robustness

Cited in

(6)

• Valuing publicly sponsored research projects: risks, scenario adjustments, and inattention
• A literature survey on project portfolio selection problem
• An interactive algorithm for portfolio bi-criteria optimization of R\&D projects in public organizations
• An integrated mathematical-computer approach for R\&D project selection in large public organisations
• Public R\&D project portfolio selection under expenditure uncertainty
• Selecting large portfolios of social projects in public organizations

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