Adjustable robustness for multi-attribute project portfolio selection.
Thomas FliednerJuuso LiesiöPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- multi attribute
- portfolio selection
- portfolio management
- utility theory
- utility function
- multi attribute decision making
- multiple attributes
- attribute values
- similarity search
- project management
- financial markets
- reverse auction
- auction mechanisms
- robust optimization
- multi dimensional
- long term
- multiple objectives
- high dimensional data
- optimal portfolio