Project Portfolio Selection Under Uncertainty by Fuzzy and Robust Optimization Methods, M.Sc. Thesis Sharif University of Technology ; Kianfar, Farhad (Supervisor)
Abstract
In this thesis, project portfolio selection under uncertainty conditions is considered. Firstly, the problem is modeled with mathematical programming and also this problem has two objective functions that contain maximizing profitability and minimizing surplus resources. Each project has resource costs and contract prices. In addition, uncertainties for these parameters should be considered. Secondly, another innovation in this research is considering Cost/Time trade-off for duration and cost. To satisfy this subject, each project has different scenarios with various duration and usage of resources. Since the project has two objective functions, ε-constraint method is applied to optimizing...
Cataloging briefProject Portfolio Selection Under Uncertainty by Fuzzy and Robust Optimization Methods, M.Sc. Thesis Sharif University of Technology ; Kianfar, Farhad (Supervisor)
Abstract
In this thesis, project portfolio selection under uncertainty conditions is considered. Firstly, the problem is modeled with mathematical programming and also this problem has two objective functions that contain maximizing profitability and minimizing surplus resources. Each project has resource costs and contract prices. In addition, uncertainties for these parameters should be considered. Secondly, another innovation in this research is considering Cost/Time trade-off for duration and cost. To satisfy this subject, each project has different scenarios with various duration and usage of resources. Since the project has two objective functions, ε-constraint method is applied to optimizing...
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