Optimization of R&D project portfolios under endogenous uncertainty.
Senay SolakJohn-Paul ClarkeEllis L. JohnsonEarl R. BarnesPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- robust optimization
- global optimization
- optimization algorithm
- optimization problems
- optimization method
- optimization methods
- portfolio optimization
- real time
- optimal design
- joint optimization
- differential evolution
- combinatorial optimization
- support vector
- optimization process
- belief functions
- evolution strategy
- information systems
- portfolio selection
- transaction costs
- artificial intelligence