A MILP bi-objective model for static portfolio selection of R\&D projects with synergies

DOI10.1134/S1064230711060165MaRDI QIDQ384673zbMATH OpenOpenAlexFDO

Authors H. J. Escalante, I. Litvinchev, Fernando Lopez, Miguel Mata

Publication date 28 November 2013

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064230711060165

zbMATH Keywords

MILP modelportfolios with better qualitystatic portfolio selection

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Portfolio theory (91G10)

Recommendations

• Large scale portfolio selection with synergies
• Selecting large portfolios of social projects in public organizations
• Fuzzy R\&D portfolio selection of interdependent projects
• Balancing and optimizing a portfolio of R&D projects
• Optimization of R\&D project portfolios under endogenous uncertainty

Cites work

• A genetic search for exploiting a fuzzy preference model of portfolio problems with public projects
• A multiobjective evolutionary approach for linearly constrained project selection under uncertainty
• Decision support system for multicriterial R\& D and information systems projects selection
• Robust portfolio modeling with incomplete cost information and project interdependencies
• Solving a comprehensive model for multiobjective project portfolio selection

Cited in

(7)

• A bi-level multi-follower optimization model for R\&D project portfolio: an application to a pharmaceutical holding company
• A clustering‐based review on project portfolio optimization methods
• 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
• Project portfolio selection based on multi-project synergy
• Selecting large portfolios of social projects in public organizations
• Large scale portfolio selection with synergies
• An interactive algorithm for portfolio bi-criteria optimization of R\&D projects in public organizations

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