Balancing strategic contributions and financial returns: a project portfolio selection model under uncertainty

被引：11

作者：

Guo, Yuntao ^{[1
]}

Wang, Lin ^{[1
]}

Li, Suike ^{[1
]}

Chen, Zhi ^{[1
]}

Cheng, Yin ^{[1
]}

机构：

[1] Northwestern Polytech Univ, Sch Management, 127 Youyi West Rd, Xian 710129, Shaanxi, Peoples R China

来源：

SOFT COMPUTING | 2018年 / 22卷 / 16期

基金：

中国国家自然科学基金;

关键词：

Objective trade-offs; Project portfolio selection; Fuzzy real options; Multi-objective genetic algorithm; REAL OPTIONS VALUATION; GENETIC ALGORITHMS; KNAPSACK-PROBLEM; PRODUCT DEVELOPMENT; FUZZY ENVIRONMENT; OPTIMIZATION; INVESTMENT; FRAMEWORK;

D O I：

10.1007/s00500-018-3294-7

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper constructs a project portfolio selection model from the strategic perspective. Two goals are proposed for the portfolio to achieve, i.e., strategic contributions and financial returns. The uncertainties involved are addressed with fuzzy real options. Then, a modified multi-objective genetic algorithm is designed to determine the portfolios. Finally, a real case is provided to validate the model's effectiveness. The results demonstrate that the proposed algorithm can optimize two objectives simultaneously and keep the plausible Pareto-optimal set which wins over the single-objective model solutions in achieving the shared value.

引用

页码：5547 / 5559

页数：13

共 31 条

[11] Multi-objective genetic algorithms in the study of the genetic code's adaptability [J].

de Oliveira, Lariza Laura ;

Freitas, Alex A. ;

Tinos, Renato .

INFORMATION SCIENCES, 2018, 425 :48-61

[12] A Practical Approach to R&D Portfolio Selection Using the Fuzzy Pay-Off Method [J].

Hassanzadeh, Farhad ;

Collan, Mikael ;

Modarres, Mohammad .

IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2012, 20 (04) :615-622

[13] Bi-objective project portfolio selection in Lean Six Sigma [J].

Kalashnikov, Vyacheslav ;

Benita, Francisco ;

Lopez-Ramos, Francisco ;

Hernandez-Luna, Alberto .

INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2017, 186 :81-88

[14]

Karsak EE, 2006, LECT NOTES COMPUT SC, V3982, P918, DOI 10.1007/11751595_96

[15] A hybrid fuzzy rule-based multi-criteria framework for sustainable project portfolio selection [J].

Khalili-Damghani, Kaveh ;

Sadi-Nezhad, Soheil ;

Lotfi, Farhad Hosseinzadeh ;

Tavana, Madjid .

INFORMATION SCIENCES, 2013, 220 :442-462

[16] A hybrid genetic algorithm-fuzzy c-means approach for incomplete data clustering based on nearest-neighbor intervals [J].

Li, Dan ;

Gu, Hong ;

Zhang, Liyong .

SOFT COMPUTING, 2013, 17 (10) :1787-1796

[17] Scenario-based portfolio selection of investment projects with incomplete probability and utility information [J].

Liesio, Juuso ;

Salo, Ahti .

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2012, 217 (01) :162-172

[18] Solving the knapsack problem with imprecise weight coefficients using genetic algorithms [J].

Lin, Feng-Tse .

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 185 (01) :133-145

[19] A New Optimization Model for Project Portfolio Selection Under Interval-Valued Fuzzy Environment [J].

Mohagheghi, Vahid ;

Mousavi, S. Meysam ;

Vahdani, Behnam .

ARABIAN JOURNAL FOR SCIENCE AND ENGINEERING, 2015, 40 (11) :3351-3361

[20] Project Portfolio Selection in Public Administration Using Fuzzy Logic [J].

Nassif, Lilian Noronha ;

Santiago Filho, Joao Carlos ;

Nogueira, Jose Marcos .

SELECTED PAPERS FROM THE 26TH IPMA (INTERNATIONAL PROJECT MANAGEMENT ASSOCIATION), WORLD CONGRESS, 2013, 74 :41-50

← 1 2 3 4 →