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- Title:
Adjustable Robustness for Multiobjective Project Portfolio Selection
- Document type:
- Konferenzbeitrag
- Contribution type:
- Vortrag / Präsentation
- Author(s):
- Fliedner, Thomas; Liesiö, Juuso
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Abstract:
- Robust Portfolio Modeling (RPM) supports project portfolio selection with multiple, uncertain project outcomes. By determining non-dominated portfolios for all realizations of uncertain parameters, RPM considers worst-case scenarios, which are impractical for some real-life decision problems. We reduce the set of outcome scenarios by limiting the number of parameters which may deviate from their expected value. Adjusting this limit, decision makers can choose desired levels of conservatism, in e... »
- Intellectual Contribution:
- Discipline-based Research
- Book / Congress title:
- 20th Conference of the International Federation of Operational Research Societies
- Congress (additional information):
- Barcelona, Spain
- Year:
- 2014
- Month:
- Jul
- Key publication:
- Ja
- Peer reviewed:
- Ja
- International:
- Ja
- Book review:
- Nein
- Commissioned:
- not commissioned
- Professional Journal:
- Nein
- Interdisciplinarity:
- Nein
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