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.2011.11.026MaRDI QIDQ452908zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

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

Cited in

(3)

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

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