Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ejor.2016.12.019
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Kamal Golabi & Craig W. Kirkwood & Alan Sicherman, 1981. "Selecting a Portfolio of Solar Energy Projects Using Multiattribute Preference Theory," Management Science, INFORMS, vol. 27(2), pages 174-189, February.
- Liesiö, Juuso & Mild, Pekka & Salo, Ahti, 2008. "Robust portfolio modeling with incomplete cost information and project interdependencies," European Journal of Operational Research, Elsevier, vol. 190(3), pages 679-695, November.
- David Bergman & Andre A. Cire & Willem-Jan van Hoeve & J. N. Hooker, 2016. "Discrete Optimization with Decision Diagrams," INFORMS Journal on Computing, INFORMS, vol. 28(1), pages 47-66, February.
- Liesio, Juuso & Mild, Pekka & Salo, Ahti, 2007. "Preference programming for robust portfolio modeling and project selection," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1488-1505, September.
- Ehrgott, Matthias & Ide, Jonas & Schöbel, Anita, 2014. "Minmax robustness for multi-objective optimization problems," European Journal of Operational Research, Elsevier, vol. 239(1), pages 17-31.
- Fliedner, Thomas & Liesiö, Juuso, 2016. "Adjustable robustness for multi-attribute project portfolio selection," European Journal of Operational Research, Elsevier, vol. 252(3), pages 931-946.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Eduardo Fernández & Claudia Gómez-Santillán & Nelson Rangel-Valdez & Laura Cruz-Reyes, 2022. "Group Multi-Objective Optimization Under Imprecision and Uncertainty Using a Novel Interval Outranking Approach," Group Decision and Negotiation, Springer, vol. 31(5), pages 945-994, October.
- Fausto Balderas & Eduardo Fernandez & Claudia Gomez-Santillan & Nelson Rangel-Valdez & Laura Cruz, 2019. "An Interval-Based Approach for Evolutionary Multi-Objective Optimization of Project Portfolios," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1317-1358, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Marttunen, Mika & Haara, Arto & Hjerppe, Turo & Kurttila, Mikko & Liesiö, Juuso & Mustajoki, Jyri & Saarikoski, Heli & Tolvanen, Anne, 2023. "Parallel and comparative use of three multicriteria decision support methods in an environmental portfolio problem," European Journal of Operational Research, Elsevier, vol. 307(2), pages 842-859.
- Zhang, Xinwei & Yan, Yong & Wang, Lilin & Wang, Yang, 2024. "A ranking approach for robust portfolio decision analysis based on multilinear portfolio utility functions and incomplete preference information," Omega, Elsevier, vol. 122(C).
- Mavrotas, George & Makryvelios, Evangelos, 2021. "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," European Journal of Operational Research, Elsevier, vol. 291(2), pages 794-806.
- Vilkkumaa, Eeva & Liesiö, Juuso & Salo, Ahti & Ilmola-Sheppard, Leena, 2018. "Scenario-based portfolio model for building robust and proactive strategies," European Journal of Operational Research, Elsevier, vol. 266(1), pages 205-220.
- Vilkkumaa, Eeva & Liesiö, Juuso & Salo, Ahti, 2014. "Optimal strategies for selecting project portfolios using uncertain value estimates," European Journal of Operational Research, Elsevier, vol. 233(3), pages 772-783.
- Liesiö, Juuso & Andelmin, Juho & Salo, Ahti, 2020. "Efficient allocation of resources to a portfolio of decision making units," European Journal of Operational Research, Elsevier, vol. 286(2), pages 619-636.
- Harju, Mikko & Liesiö, Juuso & Virtanen, Kai, 2019. "Spatial multi-attribute decision analysis: Axiomatic foundations and incomplete preference information," European Journal of Operational Research, Elsevier, vol. 275(1), pages 167-181.
- Antti Punkka & Ahti Salo, 2014. "Scale Dependence and Ranking Intervals in Additive Value Models Under Incomplete Preference Information," Decision Analysis, INFORMS, vol. 11(2), pages 83-104, June.
- Juuso Liesiö, 2014. "Measurable Multiattribute Value Functions for Portfolio Decision Analysis," Decision Analysis, INFORMS, vol. 11(1), pages 1-20, March.
- Liesiö, Juuso & Punkka, Antti, 2014. "Baseline value specification and sensitivity analysis in multiattribute project portfolio selection," European Journal of Operational Research, Elsevier, vol. 237(3), pages 946-956.
- Eeva Vilkkumaa & Ahti Salo & Juuso Liesiö, 2014. "Multicriteria Portfolio Modeling for the Development of Shared Action Agendas," Group Decision and Negotiation, Springer, vol. 23(1), pages 49-70, January.
- Liesiö, Juuso & Salo, Ahti, 2012. "Scenario-based portfolio selection of investment projects with incomplete probability and utility information," European Journal of Operational Research, Elsevier, vol. 217(1), pages 162-172.
- Marques, Adriana Cavalcante & Frej, Eduarda Asfora & de Almeida, Adiel Teixeira, 2022. "Multicriteria decision support for project portfolio selection with the FITradeoff method," Omega, Elsevier, vol. 111(C).
- Selin Özpeynirci & Özgür Özpeynirci & Vincent Mousseau, 2021. "An interactive algorithm for resource allocation with balance concerns," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(4), pages 983-1005, December.
- Fausto Balderas & Eduardo Fernandez & Claudia Gomez-Santillan & Nelson Rangel-Valdez & Laura Cruz, 2019. "An Interval-Based Approach for Evolutionary Multi-Objective Optimization of Project Portfolios," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1317-1358, July.
- Balderas, Fausto & Fernández, Eduardo & Cruz-Reyes, Laura & Gómez-Santillán, Claudia & Rangel-Valdez, Nelson, 2022. "Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1014-1029.
- Fliedner, Thomas & Liesiö, Juuso, 2016. "Adjustable robustness for multi-attribute project portfolio selection," European Journal of Operational Research, Elsevier, vol. 252(3), pages 931-946.
- Panos Xidonas & Haris Doukas & George Mavrotas & Olena Pechak, 2016. "Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model," Annals of Operations Research, Springer, vol. 247(2), pages 395-413, December.
- Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2016.
"Finding Common Ground when Experts Disagree: Belief Dominance over Portfolios of Alternatives,"
MITP: Mitigation, Innovation and Transformation Pathways
243147, Fondazione Eni Enrico Mattei (FEEM).
- Erin Baker & Valentina Bosetti & Ahti Salo, 2016. "Finding Common Ground when Experts Disagree: Belief Dominance over Portfolios of Alternatives," Working Papers 2016.46, Fondazione Eni Enrico Mattei.
- Eduardo Fernández & Claudia Gómez-Santillán & Nelson Rangel-Valdez & Laura Cruz-Reyes, 2022. "Group Multi-Objective Optimization Under Imprecision and Uncertainty Using a Novel Interval Outranking Approach," Group Decision and Negotiation, Springer, vol. 31(5), pages 945-994, October.
More about this item
Keywords
Portfolio Decision Analysis; Interval uncertainty;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:260:y:2017:i:1:p:244-254. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.