Nonadditive Multiattribute Utility Functions for Portfolio Decision Analysis
From MaRDI portal
Publication:5031670
DOI10.1287/opre.2020.2046zbMath1484.91432OpenAlexW3122867360MaRDI QIDQ5031670
Publication date: 16 February 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://aaltodoc.aalto.fi/handle/123456789/103517
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Baseline value specification and sensitivity analysis in multiattribute project portfolio selection
- Measurement issues in the evaluation of projects in a project portfolio
- Adjustable robustness for multi-attribute project portfolio selection
- 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
- Transparent prioritisation, budgeting and resource allocation with multi-criteria decision analysis and decision conferencing
- CUT: A Multicriteria Approach for Concavifiable Preferences
- Multiattribute Utility Copulas
- An Integrated Decision-Making Approach for Improving European Air Traffic Management
- Measurable Multiattribute Value Functions
- A Fractional Hypercube Decomposition Theorem for Multiattribute Utility Functions
- Measurable Multiattribute Value Functions for Portfolio Decision Analysis
- A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information
- Decision Analysis with Geographically Varying Outcomes: Preference Models and Illustrative Applications
- Multiattribute Preference Analysis with Performance Targets
This page was built for publication: Nonadditive Multiattribute Utility Functions for Portfolio Decision Analysis
