Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements

DOI10.1016/J.COR.2022.105737OpenAlexW4213370858MaRDI QIDQ2147012FDOQ2147012

Janne Kettunen, Miguel A. Lejeune

Publication date: 22 June 2022

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2022.105737

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zbMATH Keywords

stochastic programmingproject portfolio selectionnew product developmentdynamic chance constraintideal plan

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• Disjunctive Programming
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• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
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• A model for dynamic chance constraints in hydro power reservoir management
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• Optimal project selection: Stochastic knapsack with finite time horizon
• Threshold Boolean form for joint probabilistic constraints with random technology matrix
• Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
• Solving chance-constrained optimization problems with stochastic quadratic inequalities
• Title not available (Why is that?)
• Random Set Theory and Problems of Modeling
• Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
• Relaxations and approximations of chance constraints under finite distributions
• Managing Underperformance Risk in Project Portfolio Selection
• Disjunctive Programming
• Decision-dependent probabilities in stochastic programs with recourse
• An algorithm for binary linear chance-constrained problems using IIS
• Reducing Risk and Improving Incentives in Funding Entrepreneurs
• Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations

Uses Software

• AMPL
• JBool
• GitHub

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