Adjustable robustness for multi-attribute project portfolio selection
From MaRDI portal
Publication:323007
Recommendations
- Preference programming for robust portfolio modeling and project selection
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Modeling project preferences in multiattribute portfolio decision analysis
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 44282 (Why is no real title available?)
- A decision model for interdependent information system project selection
- A zero-one model for project portfolio selection and scheduling
- An integrated decision-making approach for improving European air traffic management
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
- Decision making with incomplete information
- Dynamic portfolio selection of NPD programs using marginal returns
- Integration of ordinal and cardinal information in multi-criteria ranking with imperfect compensation
- Mixture densities for project management activity times: A robust approach to PERT
- Multi-criteria decision making approaches for supplier evaluation and selection: a literature review
- Optimal resource distribution between protection and redundancy considering the time and uncertainties of attacks
- Portfolio decision analysis. Improved methods for resource allocation.
- Preference Assessment by Imprecise Ratio Statements
- Preference programming for robust portfolio modeling and project selection
- Preference programming through approximate ratio comparisons
- Rank inclusion in criteria hierarchies
- Recent advances in robust optimization: an overview
- Robust combinatorial optimization with variable budgeted uncertainty
- Robust combinatorial optimization with variable cost uncertainty
- Robust discrete optimization and its applications
- Robust discrete optimization and network flows
- Robust optimization and portfolio selection: the cost of robustness
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Robustness in operational research and decision aiding: a multi-faceted issue
- Simple procedures of choice in multicriteria problems without precise information about the alternatives' values
- The Price of Robustness
- Theory and applications of robust optimization
Cited in
(24)- Nonadditive multiattribute utility functions for portfolio decision analysis
- Scenario-based portfolio model for building robust and proactive strategies
- Preference programming for robust portfolio modeling and project selection
- A bi-level multi-follower optimization model for R\&D project portfolio: an application to a pharmaceutical holding company
- Characterization of norm-based robust solutions in vector optimization
- Modeling project preferences in multiattribute portfolio decision analysis
- A clustering‐based review on project portfolio optimization methods
- Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem
- Portfolio decision analysis: recent developments and future prospects
- 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
- Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification
- Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals
- Robust portfolio modeling with incomplete cost information and project interdependencies
- A survey of adjustable robust optimization
- Project portfolio selection based on multi-project synergy
- Friction and Decision Rules in Portfolio Decision Analysis
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
- Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information
- Efficient allocation of resources to a portfolio of decision making units
- A literature survey on project portfolio selection problem
- \textit{U}Sort-nB and \textit{U}Sort-nC: two multi-criteria ordinal classification methods using interval value functions
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores
- An interval-based evolutionary approach to portfolio optimization of new product development projects
This page was built for publication: Adjustable robustness for multi-attribute project portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q323007)
