Large-Scale Public R&D Portfolio Selection by Maximizing a Biobjective Impact Measure.
Igor S. LitvinchevFernando López IrarragorriAda M. AlvarezEduardo FernándezPublished in: IEEE Trans. Syst. Man Cybern. Part A (2010)
Keyphrases
- portfolio selection
- bi objective
- multiple objectives
- portfolio management
- portfolio optimization
- multi objective
- efficient solutions
- minimum cost flow
- set covering problem
- multi objective optimization
- optimal portfolio
- objective function
- robust optimization
- shortest path problem
- pareto optimal
- financial markets
- dynamic programming
- long term