Metaheuristic Robust Optimization of Project Portfolios u sing a n Interval-Based Model of Imprecisions
Organizations often approach portfolio optimization problems. In many practical cases, the decision - maker faces uncertainty relating to future uncertain states of nature that cause variability in project benefits, in resources to b e consumed by the project and resources available to support the p...
| Autores: | , , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2016 |
| País: | México |
| Institución: | Universidad Autónoma de Sinaloa |
| Repositorio: | Redalyc-UAS |
| OAI Identifier: | oai:redalyc.org:265254330011 |
| Acceso en línea: | https://www.redalyc.org/articulo.oa?id=265254330011 |
| Access Level: | acceso abierto |
| Palabra clave: | Computación multi uncertainty interval approach criteria optimization Project portfolio selection |
| Sumario: | Organizations often approach portfolio optimization problems. In many practical cases, the decision - maker faces uncertainty relating to future uncertain states of nature that cause variability in project benefits, in resources to b e consumed by the project and resources available to support the portfolio, this often carries uncertainty, due to cognitive limita tion of human beings, a great quantity of deal of the information of interest. We used an interval approach for describing and representing uncertainty associated with problems of real - life decision - making. The aim of this work is to provide an approach of handling the uncertainty found in project portfolio selection using grey numbers, which are a way of interval numbers. A fundamental step of our proposal was to generalize NSGA - II for the treatment of multi - objective grey optimization problems. Our propos al provides a better quality of solution concerning the treatment of uncertaint |
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