Nonadditive multiattribute utility functions for portfolio decision analysis
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Cites work
- A Fractional Hypercube Decomposition Theorem for Multiattribute Utility Functions
- A generalized sampling approach for multilinear utility functions given partial preference information
- Adjustable robustness for multi-attribute project portfolio selection
- An integrated decision-making approach for improving European air traffic management
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
- CUT: A Multicriteria Approach for Concavifiable Preferences
- Decision analysis with geographically varying outcomes: preference models and illustrative applications
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- Measurable Multiattribute Value Functions
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- Measurement issues in the evaluation of projects in a project portfolio
- Multiattribute Preference Analysis with Performance Targets
- Multiattribute utility copulas
- Portfolio decision analysis. Improved methods for resource allocation.
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Structuring resource allocation decisions: a framework for building multi-criteria portfolio models with area-grouped options
- Theory of games and economic behavior.
- Transparent prioritisation, budgeting and resource allocation with multi-criteria decision analysis and decision conferencing
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- Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem
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- Bi-attribute utility preference robust optimization: a continuous piecewise linear approximation approach
- Fifty years of portfolio optimization
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