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Multi-period Project Portfolio Selection and Scheduling with Uncertainties

Rafiee, Majid | 2013

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  1. Type of Document: Ph.D. Dissertation
  2. Language: Farsi
  3. Document No: 44177 (01)
  4. University: Sharif University of Technology
  5. Department: Industrial Engineering
  6. Advisor(s): Kianfar, Farhad
  7. Abstract:
  8. In this thesis, a multi-stage project portfolio selection and scheduling problem in an uncertain environment is modeled, analyzed and solved. Moreover, we investigate the situations in which a project manager is confronted to a large number of projects to be selected and scheduled while the required resources of the projects are limited and renewable. The aim is to maximize objective function which is the net present value of the profit of the projects. To solve the mentioned problem, we introduce a multi-stage stochastic programming. For the reason that, in real problems, optimization problems that included all restraints are large scale and have computational complexity, these problems are estimated by the reasonable number of scenarios. A subset of the main scenario set is generated through scenario tree generation algorithms such that probabilities of deleted scenarios are allocated to remained (reduced) scenarios in such a way that optimum value of the problem and set of the approximated solutions keep close together. Finally, R&D project portfolio of an electricity utility of Iran is introduced as a case study to show the validity of our model and the solution algorithm in real world problems. Moreover, the quality of the optimum solution of the model of the case study is investigated in both aspect of stability and bias
  9. Keywords:
  10. Scheduling ; Stochastic Programming ; Project Portfolio Management ; Project Selection ; Scenario Tree

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