Managing stochastic, finite capacity, multi-project systems through the cross-entropy methodology

DOI10.1007/s10479-005-5730-1zbMath1075.90525MaRDI QIDQ2485933

Boaz Golany, Izack Cohen, Avraham Shtub

Publication date: 5 August 2005

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-005-5730-1

zbMATH Keywords

simulation; stochastic processes; project management; cross-entropy; finite capacity; uncertainty modeling

Mathematics Subject Classification ID

90B50: Management decision making, including multiple objectives

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming