Pharmaceutical R&D project portfolio selection and scheduling under uncertainty: A robust possibilistic optimization approach.
Aghil Hamidi HesarsorkhJalal AshayeriAli Bonyadi NaeiniPublished in: Comput. Ind. Eng. (2021)
Keyphrases
- robust optimization
- portfolio selection
- stochastic programming
- mathematical programming
- portfolio optimization
- multistage stochastic
- portfolio management
- optimal portfolio
- multiple objectives
- scheduling problem
- combinatorial optimization
- lot sizing
- decision theory
- semidefinite programming
- possibility theory
- artificial intelligence
- expected utility
- long term