Preference programming for robust portfolio modeling and project selection
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Recommendations
- Adjustable robustness for multi-attribute project portfolio selection
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Modeling project preferences in multiattribute portfolio decision analysis
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Measurable multiattribute value functions for portfolio decision analysis
Cites work
- scientific article; zbMATH DE number 4085440 (Why is no real title available?)
- scientific article; zbMATH DE number 3769296 (Why is no real title available?)
- scientific article; zbMATH DE number 44282 (Why is no real title available?)
- scientific article; zbMATH DE number 1286656 (Why is no real title available?)
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- Preference Assessment by Imprecise Ratio Statements
- Preference programming through approximate ratio comparisons
- Rank inclusion in criteria hierarchies
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- Robust discrete optimization and its applications
- Tools for interactive multiattribute decision making with incompletely identified information
Cited in
(48)- Selection of multi-criteria energy efficiency and emission abatement portfolios in container terminals
- The use of multi-criteria decision-making methods in project portfolio selection: a literature review and future research directions
- Scenario-based portfolio model for building robust and proactive strategies
- An interactive algorithm for resource allocation with balance concerns
- Interactive portfolio selection involving multicriteria sorting models
- SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
- Modeling project preferences in multiattribute portfolio decision analysis
- A MULTICRITERIA DECISION SUPPORT SYSTEM FOR COMPETENCE-DRIVEN PROJECT PORTFOLIO SELECTION
- A vague set based decision support approach for evaluating research funding programs
- A clustering‐based review on project portfolio optimization methods
- Incomplete risk-preference information in portfolio decision analysis
- Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- The binary knapsack problem with qualitative levels
- 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
- Tail mean and related robust solution concepts
- Value of agreement in decision analysis: concept, measures and application
- A benefit-to-cost ratio based approach for portfolio selection under multiple criteria with incomplete preference information
- Preference programming with incomplete ordinal information
- Robust portfolio modeling with incomplete cost information and project interdependencies
- Friction and Decision Rules in Portfolio Decision Analysis
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach
- Multi-objective decision analysis for competence-oriented project portfolio selection
- Genetic algorithm-based multi-criteria project portfolio selection
- A new multi-objective algorithm for a project selection problem
- A bicriteria approach identifying nondominated portfolios
- Spatial multi-attribute decision analysis: axiomatic foundations and incomplete preference information
- Expert judgments in the cost-effectiveness analysis of resource allocations: a case study in military planning
- A soft multi-criteria decision analysis model with application to the European Union enlargement
- Measurable multiattribute value functions for portfolio decision analysis
- Scale dependence and ranking intervals in additive value models under incomplete preference information
- Efficient allocation of resources to a portfolio of decision making units
- Adjustable robustness for multi-attribute project portfolio selection
- Modeling synergies in multi-criteria supplier selection and order allocation: an application to commodity trading
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model
- Rationalizable strategies in games with incomplete preferences
- Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
- Portfolio decision analysis with a generalized balance approach
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Optimal strategies for selecting project portfolios using uncertain value estimates
- 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
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information
- Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation
- Structuring resource allocation decisions: a framework for building multi-criteria portfolio models with area-grouped options
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