相互依存
文件夹
稀缺
补贴
选择(遗传算法)
投资(军事)
项目组合管理
点(几何)
计算机科学
运筹学
模糊集
集合(抽象数据类型)
模糊逻辑
风险分析(工程)
业务
管理科学
经济
工程类
项目管理
微观经济学
财务
人工智能
管理
数学
政治
法学
程序设计语言
市场经济
政治学
几何学
作者
Begoña Álvarez García,Ángel Santiago Fernández-Castro
标识
DOI:10.1016/j.cie.2018.02.025
摘要
Interdependency is an ubiquitous concept in project portfolio selection, both at the firm and industry levels. However, despite the wide acceptance of this fact, there is a remarkable scarcity of models involving interdependencies amongst non-financial investments. This paper presents a flexible model developed to address the scarcity of interdependency models: a fuzzy interactive multi-objective model, based on the reference point approach, which elicits the evaluation of interdependencies from a group of experts in a natural way. The model is presented in a sequential way, to highlight its contributions. Then, it is applied to solve a real portfolio selection problem, consisting on a large set of investment projects eligible for a subsidy program. The portfolio selected using the model achieves a sharp reduction in the deviations from objectives compared to the portfolio originally selected by the granting authorities.
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