PROJECT PORTFOLIO SELECTION USING MULTIOBJECTIVE DYNAMIC PROGRAMMING Cover Image

KONSTRUKCJA PORTFELA PROJEKTÓW Z WYKORZYSTANIEM WIELOKRYTERIALNEGO PROGRAMOWANIA DYNAMICZNEGO
PROJECT PORTFOLIO SELECTION USING MULTIOBJECTIVE DYNAMIC PROGRAMMING

Author(s): Tadeusz Trzaskalik, Maciej Nowak
Subject(s): Business Economy / Management
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: Project portfolio selection; multiobjective dynamic programming; interactive approach; quasi-hierarchical method; decision making under risk

Summary/Abstract: In the paper a project portfolio selection problem is considered. It is assumed that the list of projects that can be started immediately is available, as well as the list of projects that probably will be ready for implementation in future periods. A multiobjective dynamic programming model is presented and interactive procedure is proposed. The proposals for the decision maker are identified using quasi-hierarchical method. A numerical example is presented to show the applicability of the proposed method.

  • Issue Year: XVIII/2017
  • Issue No: 2
  • Page Range: 335-348
  • Page Count: 14
  • Language: Polish
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