Public R\&D project portfolio selection problem with cancellations

DOI10.1007/s00291-016-0468-5zbMath1375.90146OpenAlexW2569566916MaRDI QIDQ2014587

Sinan Gürel, Musa Çağlar

Publication date: 25 August 2017

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00291-016-0468-5

zbMATH Keywords

dynamic programmingchance constraintscancellationsR\&D project portfolio selection

Mathematics Subject Classification ID

Mixed integer programming (90C11) Linear programming (90C05) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Dynamic programming (90C39)

Cites Work

• On computing the distribution function for the Poisson binomial distribution
• Exact solution of the robust knapsack problem
• Optimization of R\&D project portfolios under endogenous uncertainty
• Mean--Gini analysis in R\&D portfolio selection.
• Constructing and evaluating balanced portfolios of R\&D projects with interactions: a DEA based methodology
• Balancing and optimizing a portfolio of R&D projects
• Solving Mixed Integer Bilinear Problems Using MILP Formulations
• The Price of Robustness
• Lectures on Stochastic Programming
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems

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