Optimal investment and abandonment decisions for projects with construction uncertainty.
Jacco J. J. ThijssenPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- decision making
- decision makers
- optimal portfolio
- dynamic programming
- case study
- optimal solution
- real option
- upper bound
- artificial intelligence
- feature selection
- software engineering
- data sets
- uncertain data
- project management
- globally optimal
- decision model
- portfolio selection
- risk aversion
- knowledge about the world