New method of selecting efficient project portfolios in the presence of hybrid uncertainty

• Autorzy: Rębiasz B.

Identyfikatory

DOI

10.5277/ord160405

• Języki publikacji: EN

Abstrakty

EN

A new methods of selecting efficient project portfolios in the presence of hybrid uncertainty has been presented. Pareto optimal solutions have been defined by an algorithm for generating project portfolios. The method presented allows us to select efficient project portfolios taking into account statistical and economic dependencies between projects when some of the parameters used in the calculation of effectiveness can be expressed in the form of an interactive possibility distribution and some in the form of a probability distribution. The procedure for processing such hybrid data combines stochastic simulation with nonlinear programming. The interaction between data are modeled by correlation matrices and the interval regression. Economic dependences are taken into account by the equations balancing the production capacity of the company. The practical example presented indicates that an interaction between projects has a significant impact on the results of calculations.

Słowa kluczowe

EN

portfolio selection; data processing; hybrid uncertainty; random fuzzy sets

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Operations Research and Decisions
• Rocznik: 2016
• Tom: Vol. 26, No. 4
• Strony: 65--90
• Opis fizyczny: Bibliogr. 34 poz., rys.

Twórcy

autor

Rębiasz B.

• AGH University of Science and Technology, ul. Gramatyka 10, 30-067 Kraków, Poland

Bibliografia

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Uwagi

PL

Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę.