A Boolean programming problem of choosing an optimal portfolio of projects and optimal schedules for them by reinvesting within the portfolio the profit from project implementation

DOI10.1016/J.AML.2011.11.026zbMATH Open1247.90195OpenAlexW2037919071MaRDI QIDQ452908FDOQ452908

A. S. Belen'kij

Publication date: 18 September 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2011.11.026

Recommendations

• Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon
• scientific article; zbMATH DE number 1985693
• A zero-one model for project portfolio selection and scheduling
• Nonlinear optimization problem of interdependent investment projects portfolio
• Project selection with discounted returns and multiple constraints

zbMATH Keywords

optimal portfolioBoolean programmingBoolean variablesprecedence conditions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Deterministic scheduling theory in operations research (90B35) Boolean programming (90C09)

Cites Work

• Combinatorial auctions. Foreword by Vernon L. Smith.
• Analyzing the potential of a firm: an operations research approach.
• Hybrid algorithm for scheduling with regard for reinvestment of profits

Cited In (3)

• Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility
• Optimal selection of project portfolios using reinvestment strategy within a flexible time horizon
• Formation of the portfolio of projects for informatization programs

This page was built for publication: A Boolean programming problem of choosing an optimal portfolio of projects and optimal schedules for them by reinvesting within the portfolio the profit from project implementation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q452908)