Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
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Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 764410 (Why is no real title available?)
- A fuzzy approach to R{\&}D project portfolio selection
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- A sampling-based method for generating nondominated solutions in stochastic MOMP problems
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- An interactive weighted Tchebycheff procedure for multiple objective programming
- Bi-objective project portfolio selection and staff assignment under uncertainty
- Decision support system for multicriterial R\& D and information systems projects selection
- Evolutionary Multi-Criterion Optimization
- Fuzzy multicriteria R\&D project selection with a real options valuation model
- Genetic algorithm-based multi-criteria project portfolio selection
- Linear programming with multiple objective functions: Step method (stem)
- MOAQ and ant-Q algorithm for multiple objective optimization problems
- Multi-objective stochastic programming for portfolio selection
- Multiple objective decision making - methods and applications. A state- of-the-art survey. In collaboration with Sudhakar R. Paidy and Kwangsun Yoon
- Multiple-criteria decision making. Concepts, techniques, and extensions. With the assistance of Yoon-Ro Lee and Antonie Stam
- Pareto ant colony optimization with ILP preprocessing in multiobjective project portfolio selection
- Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection
- Portfolio selection using the ADELAIS multiobjective linear programming system
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- Robust Solutions to Uncertain Semidefinite Programs
- Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
- Robust discrete optimization and network flows
- Robust optimization-methodology and applications
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Robustness in multi-objective optimization using evolutionary algorithms
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- Some issues in measuring and reporting solution quality of interactive multiple objective programming procedures
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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- The Price of Robustness
Cited in
(16)- Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations
- A trade-off multiobjective dynamic programming procedure and its application to project portfolio selection
- Interactive portfolio selection involving multicriteria sorting models
- Friction and Decision Rules in Portfolio Decision Analysis
- A robust optimization model for R\&D project portfolio risk response decision-making considering risk interaction and regret perception
- An interactive algorithm for portfolio bi-criteria optimization of R\&D projects in public organizations
- 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
- The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems
- Preference programming for robust portfolio modeling and project selection
- Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements
- Adjustable robustness for multi-attribute project portfolio selection
- A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- Decision making in multiobjective optimization problems under uncertainty: balancing between robustness and quality
- Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model
- Fuzzy R\&D portfolio selection of interdependent projects
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