文章基本信息

标题：Metaheuristic Robust Optimization of Project Portfolios u sing a n Interval-Based Model of Imprecisions
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作者：Fausto Balderas ; Eduardo Fernandez ; Claudia Gómez 等
期刊名称：International Journal of Combinatorial Optimization Problems and Informatics
印刷版ISSN：2007-1558
电子版ISSN：2007-1558
出版年度：2016
卷号：7
期号：3
页码：101-118
语种：English
出版社：International Journal of Combinatorial Optimization Problems and Informatics
其他摘要：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
其他关键词：Project portfolio selection; uncertainty; interval approach; multi - criteria optimization.