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Robust portfolio modeling with incomplete cost information and project interdependencies
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- Kangaspunta, Jussi & Liesiö, Juuso & Salo, Ahti, 2012. "Cost-efficiency analysis of weapon system portfolios," European Journal of Operational Research, Elsevier, vol. 223(1), pages 264-275.
- 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.
- Jesse M. Keenan, 2018. "Regional resilience trust funds: an exploratory analysis for leveraging insurance surcharges," Environment Systems and Decisions, Springer, vol. 38(1), pages 118-139, March.
- 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.
- Toppila, Antti & Salo, Ahti, 2017. "Binary decision diagrams for generating and storing non-dominated project portfolios with interval-valued project scores," European Journal of Operational Research, Elsevier, vol. 260(1), pages 244-254.
- 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.
- Zschocke, Mark S. & Mantin, Benny & Jewkes, Elizabeth M., 2013. "Mature or emerging markets: Competitive duopoly investment decisions," European Journal of Operational Research, Elsevier, vol. 228(3), pages 612-622.
- Ben Abdelaziz, Fouad & Masri, Hatem, 2010. "A compromise solution for the multiobjective stochastic linear programming under partial uncertainty," European Journal of Operational Research, Elsevier, vol. 202(1), pages 55-59, April.
- Mavrotas, George & Pechak, Olena & Siskos, Eleftherios & Doukas, Haris & Psarras, John, 2015. "Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation," European Journal of Operational Research, Elsevier, vol. 240(1), pages 193-201.
- Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
- 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.
- 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.
- 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.
- 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.
- Hassanzadeh, Farhad & Nemati, Hamid & Sun, Minghe, 2014. "Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection," European Journal of Operational Research, Elsevier, vol. 238(1), pages 41-53.
- Brunelli, Matteo & Corrente, Salvatore, 2024. "Modeling criteria and project interactions in portfolio decision analysis with the Choquet integral," Omega, Elsevier, vol. 126(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.
- Feng Yang & Shiling Song & Wei Huang & Qiong Xia, 2015. "SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis," Annals of Operations Research, Springer, vol. 233(1), pages 535-547, October.
- Fahime Lotfian Delouyi & Seyed Hassan Ghodsypour & Maryam Ashrafi, 2021. "Dynamic Portfolio Selection in Gas Transmission Projects Considering Sustainable Strategic Alignment and Project Interdependencies through Value Analysis," Sustainability, MDPI, vol. 13(10), pages 1-25, May.
- 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.
- Tom Pape, 2020. "Value of agreement in decision analysis: Concept, measures and application," Papers 2012.13816, arXiv.org.
- Jichao Li & Bingfeng Ge & Jiang Jiang & Kewei Yang & Yingwu Chen, 2020. "High-end weapon equipment portfolio selection based on a heterogeneous network model," Journal of Global Optimization, Springer, vol. 78(4), pages 743-761, December.
- Mancuso, A. & Compare, M. & Salo, A. & Zio, E., 2017. "Portfolio optimization of safety measures for reducing risks in nuclear systems," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 20-29.
- 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.
- Pape, Tom, 2017. "Value of agreement in decision analysis: concept, measures and application," LSE Research Online Documents on Economics 68682, London School of Economics and Political Science, LSE Library.
- Ali Tlili & Oumaima Khaled & Vincent Mousseau & Wassila Ouerdane, 2023. "Interactive portfolio selection involving multicriteria sorting models," Annals of Operations Research, Springer, vol. 325(2), pages 1169-1195, June.
- Luoma, Jukka, 2016. "Model-based organizational decision making: A behavioral lens," European Journal of Operational Research, Elsevier, vol. 249(3), pages 816-826.
- Liesiö, Juuso & Kee, Taeyoung & Malo, Pekka, 2024. "Modeling project interactions in multiattribute portfolio decision analysis: Axiomatic foundations and practical implications," European Journal of Operational Research, Elsevier, vol. 316(3), pages 988-1000.
- Schäfer, Luca E. & Dietz, Tobias & Barbati, Maria & Figueira, José Rui & Greco, Salvatore & Ruzika, Stefan, 2021. "The binary knapsack problem with qualitative levels," European Journal of Operational Research, Elsevier, vol. 289(2), pages 508-514.
- 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.
- Toppila, Antti & Salo, Ahti, 2017. "Selection of risk reduction portfolios under interval-valued probabilities," Reliability Engineering and System Safety, Elsevier, vol. 163(C), pages 69-78.
- Ozer, Muammer, 2011. "Understanding the impacts of product knowledge and product type on the accuracy of intentions-based new product predictions," European Journal of Operational Research, Elsevier, vol. 211(2), pages 359-369, June.
- Hassanzadeh, Farhad & Modarres, Mohammad & Nemati, Hamid R. & Amoako-Gyampah, Kwasi, 2014. "A robust R&D project portfolio optimization model for pharmaceutical contract research organizations," International Journal of Production Economics, Elsevier, vol. 158(C), pages 18-27.
- Mancuso, A. & Compare, M. & Salo, A. & Zio, E. & Laakso, T., 2016. "Risk-based optimization of pipe inspections in large underground networks with imprecise information," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 228-238.
- Pekka Mild & Ahti Salo, 2009. "Combining a Multiattribute Value Function with an Optimization Model: An Application to Dynamic Resource Allocation for Infrastructure Maintenance," Decision Analysis, INFORMS, vol. 6(3), pages 139-152, September.
- Javier Panadero & Jana Doering & Renatas Kizys & Angel A. Juan & Angels Fito, 2020. "A variable neighborhood search simheuristic for project portfolio selection under uncertainty," Journal of Heuristics, Springer, vol. 26(3), pages 353-375, June.
- Bodendorf, Frank & Xie, Qiao & Merkl, Philipp & Franke, Jörg, 2022. "A multi-perspective approach to support collaborative cost management in supplier-buyer dyads," International Journal of Production Economics, Elsevier, vol. 245(C).
- Barbati, Maria & Greco, Salvatore & Kadziński, Miłosz & Słowiński, Roman, 2018. "Optimization of multiple satisfaction levels in portfolio decision analysis," Omega, Elsevier, vol. 78(C), pages 192-204.
- Roponen, Juho & Ríos Insua, David & Salo, Ahti, 2020. "Adversarial risk analysis under partial information," European Journal of Operational Research, Elsevier, vol. 287(1), pages 306-316.
- Mancuso, A. & Compare, M. & Salo, A. & Zio, E., 2019. "Portfolio optimization of safety measures for the prevention of time-dependent accident scenarios," Reliability Engineering and System Safety, Elsevier, vol. 190(C), pages 1-1.
- Mastorakis, Kostis & Siskos, Eleftherios, 2016. "Value focused pharmaceutical strategy determination with multicriteria decision analysis techniques," Omega, Elsevier, vol. 59(PA), pages 84-96.
- Juuso Liesiö, 2014. "Measurable Multiattribute Value Functions for Portfolio Decision Analysis," Decision Analysis, INFORMS, vol. 11(1), pages 1-20, March.
- 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).
- 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.
- Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2020. "Robust portfolio decision analysis: An application to the energy research and development portfolio problem," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1107-1120.
- Helal Zaabi & Hamdi Bashir, 2020. "Modeling and analyzing project interdependencies in project portfolios using an integrated social network analysis-fuzzy TOPSIS MICMAC approach," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 11(6), pages 1083-1106, December.
- Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
- 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).
- 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.
- Ahti Salo, 2012. "A Seminar for Solving Client Problems in Project Teams," INFORMS Transactions on Education, INFORMS, vol. 13(1), pages 17-27, September.
- Barbati, Maria & Corrente, Salvatore & Greco, Salvatore, 2020. "A general space-time model for combinatorial optimization problems (and not only)," Omega, Elsevier, vol. 96(C).
- 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.
- Tobias Fasth & Samuel Bohman & Aron Larsson & Love Ekenberg & Mats Danielson, 2020. "Portfolio Decision Analysis for Evaluating Stakeholder Conflicts in Land Use Planning," Group Decision and Negotiation, Springer, vol. 29(2), pages 321-343, April.
- Cranmer, Alexana & Baker, Erin & Liesiö, Juuso & Salo, Ahti, 2018. "A portfolio model for siting offshore wind farms with economic and environmental objectives," European Journal of Operational Research, Elsevier, vol. 267(1), pages 304-314.
- Brandt, Tobias & Wagner, Sebastian & Neumann, Dirk, 2021. "Prescriptive analytics in public-sector decision-making: A framework and insights from charging infrastructure planning," European Journal of Operational Research, Elsevier, vol. 291(1), pages 379-393.
- Compare, Michele & Bellani, Luca & Zio, Enrico, 2019. "Optimal allocation of prognostics and health management capabilities to improve the reliability of a power transmission network," Reliability Engineering and System Safety, Elsevier, vol. 184(C), pages 164-180.
- 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.
- Salo, Ahti & Andelmin, Juho & Oliveira, Fabricio, 2022. "Decision programming for mixed-integer multi-stage optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 299(2), pages 550-565.
- Mikko Kurttila & Arto Haara & Artti Juutinen & Jouni Karhu & Paavo Ojanen & Jouni Pykäläinen & Miia Saarimaa & Oili Tarvainen & Sakari Sarkkola & Anne Tolvanen, 2020. "Applying a Multi-Criteria Project Portfolio Tool in Selecting Energy Peat Production Areas," Sustainability, MDPI, vol. 12(5), pages 1-16, February.
- 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 & Keisler, Jeffrey M. & Morton, Alec, 2021. "Portfolio decision analysis: Recent developments and future prospects," European Journal of Operational Research, Elsevier, vol. 293(3), pages 811-825.
- Liesiö, Juuso & Kallio, Markku & Argyris, Nikolaos, 2023. "Incomplete risk-preference information in portfolio decision analysis," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1084-1098.
- Dimakopoulou, Andriana G. & Pramatari, Katerina C. & Tsekrekos, Andrianos E., 2014. "Applying real options to IT investment evaluation: The case of radio frequency identification (RFID) technology in the supply chain," International Journal of Production Economics, Elsevier, vol. 156(C), pages 191-207.