Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
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Publication:296687
DOI10.1016/J.EJOR.2014.03.023zbMATH Open1338.90371DBLPjournals/eor/HassanzadehNS14OpenAlexW2016419569WikidataQ57570725 ScholiaQ57570725MaRDI QIDQ296687FDOQ296687
Authors: Farhad Hassanzadeh, Minghe Sun, Hamid Nemati 
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.03.023
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portfolio selectionrobust optimizationmultiobjective programmingimprecise informationinteractive procedures
Multi-objective and goal programming (90C29) Integer programming (90C10) Production theory, theory of the firm (91B38)
Cites Work
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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
- Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements
- Preference programming for robust portfolio modeling and project selection
- 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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