The decisions concerning portfolio selection for army engineering and manufacturing development projects determine the benefit of those projects to the country concerned.Projects are typically selected based on ex ant...The decisions concerning portfolio selection for army engineering and manufacturing development projects determine the benefit of those projects to the country concerned.Projects are typically selected based on ex ante estimates of future return values,which are usually difficult to specify or only generated after project launch.A scenario-based approach is presented here to address the problem of selecting a project portfolio under incomplete scenario information and interdependency constraints.In the first stage,the relevant dominance concepts of scenario analysis are studied to handle the incomplete information.Then,a scenario-based programming approach is proposed to handle the interdependencies to obtain the projects,whose return values are multi-criteria with interval data.Finally,an illustrative example of army engineering and manufacturing development shows the feasibility and advantages of the scenario-based multi-objective programming approach.展开更多
To improve the enterprise resource utilization and shorten the cycle of the whole project portfolio, a scheduling model based on Design Structure Matrix （DSM） is built. By setting the project activity weight index s...To improve the enterprise resource utilization and shorten the cycle of the whole project portfolio, a scheduling model based on Design Structure Matrix （DSM） is built. By setting the project activity weight index system and calculating the activity weight for the project portfolio, the constraint relationship between project portfolio information and resource utilization, as the two dimensions of the DSM, are fully reflected in the sched- ule model to determine the order of these activities of project portfolio. A project portfolio example is given to il- lustrate the applicability and effectiveness of the schedule model.展开更多
In today’s era,with the increase in the number of enterprise innovations,enterprises must adopt project portfolio management for various innovations,select alternative projects from the perspective of enterprise stra...In today’s era,with the increase in the number of enterprise innovations,enterprises must adopt project portfolio management for various innovations,select alternative projects from the perspective of enterprise strategy.This paper primarily explores the use of project portfolio management in enterprise project management,hoping to improve the quality of enterprise project management and the utilization efficiency of project portfolio management in enterprise project management.展开更多
This paper introduces a novice solution methodology for multi-objective optimization problems having the coefficients in the form of uncertain variables. The embedding theorem, which establishes that the set of uncert...This paper introduces a novice solution methodology for multi-objective optimization problems having the coefficients in the form of uncertain variables. The embedding theorem, which establishes that the set of uncertain variables can be embedded into the Banach space C[0, 1] × C[0, 1] isometrically and isomorphically, is developed. Based on this embedding theorem, each objective with uncertain coefficients can be transformed into two objectives with crisp coefficients. The solution of the original m-objectives optimization problem with uncertain coefficients will be obtained by solving the corresponding 2 m-objectives crisp optimization problem. The R & D project portfolio decision deals with future events and opportunities, much of the information required to make portfolio decisions is uncertain. Here parameters like outcome, risk, and cost are considered as uncertain variables and an uncertain bi-objective optimization problem with some useful constraints is developed. The corresponding crisp tetra-objective optimization model is then developed by embedding theorem. The feasibility and effectiveness of the proposed method is verified by a real case study with the consideration that the uncertain variables are triangular in nature.展开更多
The main activities in project portfolio allocation management are selecting the right project components given a strategy. It is crucial to establish a scientific system of evaluation indexes to guarantee the closene...The main activities in project portfolio allocation management are selecting the right project components given a strategy. It is crucial to establish a scientific system of evaluation indexes to guarantee the closeness between strategy and project portfolio allocation optimally. With organizations growing in sizes, the functions and objectives of project components are becoming more and more different. It is necessary to set evaluation indexes of the degree of closeness from the perspectives of financial, market share, social effects, and so on according to the strategy-oriented process of project portfolio allocation. This paper proposes a project portfolio allocation process under strategic orientation and evaluation indexes of the degree of closeness between strategy and project portfolio allocation. This will help projects managers make portfolio allocation decisions.展开更多
In this paper, we develop an extended model for the project portfolio selection problem over a planning horizon with multiple time periods. The model incorporates the factors of project divisibility and interdependenc...In this paper, we develop an extended model for the project portfolio selection problem over a planning horizon with multiple time periods. The model incorporates the factors of project divisibility and interdependency at the same time for real-life applications. The project divisibility is considered as a strategy, not an unfortunate event as in the literature, in choosing the best execution schedule for the projects, and the classical concept of＂project interdependencies＂ among fully executed projects is then extended to the portions of executed projects. Additional constraints of reinvestment consideration, setup cost, cardinality restriction, precedence relationship and scheduling are also included in the model. For efficient computations, an equivalent mixed integer linear programming representation of the proposed model is derived. Numerical examples under four scenarios are presented to highlight the characteristics of the proposed model. In particular, the positive effects of project divisibility are shown for the first time.展开更多
The positive impacts of managing projects as a portfolio are quantified by comparing the value of the integrated risk of a project portfolio and the aggregation of single project risks implemented separately. Firstly,...The positive impacts of managing projects as a portfolio are quantified by comparing the value of the integrated risk of a project portfolio and the aggregation of single project risks implemented separately. Firstly, the integrated risk is defined by proposing risky events based on set theory. Secondly, as projects interact with each other in a project portfolio, the integrated risk is evaluated by using a Bayesian network structure learning algorithm to construct an interdependent network of risks. Finally, the integrated risk of a practical case is assessed using this method, and the results show that the proposed method is an effective tool for calculating the extent of risk reduction of implementing a project portfolio and identifying the most risky project, so as to assist companies in making comprehensive decisions in the phase of portfolio selection and portfolio controlling.展开更多
Recently, the critical chain study has become a hot issue in the project management research field. The construction of the critical chain with multi-resource constraints is a new research subject. According to the sy...Recently, the critical chain study has become a hot issue in the project management research field. The construction of the critical chain with multi-resource constraints is a new research subject. According to the system analysis theory and project portfolio theory, this paper discusses the creation of project portfolios based on the similarity principle and gives the definition of priority in multi-resource allocation based on quantitative analysis. A model with multi-resource constraints, which can be applied to the critical chain construction of the A-bid section in the South-to-North Water Diversion Project, was proposed. Contrast analysis with the comprehensive treatment construction method and aggressive treatment construction method was carried out. This paper also makes suggestions for further research directions and subjects, which will be useful in improving the theories in relevant research fields.展开更多
Project portfolio management(PPM) is the centralized management method, process and technology in multiple projects. When multiple projects in the space industry are implemented, it provides an effective methodology t...Project portfolio management(PPM) is the centralized management method, process and technology in multiple projects. When multiple projects in the space industry are implemented, it provides an effective methodology to resolve the problems at the same time such as conflicts among models, decrease in design efficiency,and increase in target deviation. Hence, a PPM dedicated to multiple projects management in space enterprise is presented in this paper. Firstly, an analysis of features and contents in space enterprise portfolio management mode is performed by using PPM based on its specific strategic characteristics. Then, the principle and selection methods of PPM are provided as a reference for the future development of an enterprise. Finally, a multiple-level organization architecture including decision making layers, function management layers and project execution layers is proposed so as to adapt to possible changes in the multiple projects and correspond to the strategic development. As a consequence, a perfect matching mechanism to fit the changes in PPM modes is reached. In addition, the flow chart of PPM is designed and optimized by analyzing the implementation procedure of strategic target and project portfolio life-cycle, which is expected to realize the purpose of improving space enterprise management efficiency, project management capacity, innovation development and economic benefits.展开更多
Project portfolio management is a major challenge for some organizations.In most organizations,there are a large number of projects active at the same time,some not necessarily delivering value or not aligned with the...Project portfolio management is a major challenge for some organizations.In most organizations,there are a large number of projects active at the same time,some not necessarily delivering value or not aligned with their strategic goals.Also universities face a lot of uncertainties when selecting and prioritizing the projects that make up their portfolio.In addition,the achievement of those who are aligned with the strategy of the university becomes a great challenge.So to ensure good project portfolio management,the implementation of selection and prioritization methods and processes becomes important.For the project portfolio management to be effective,it is necessary to establish a structured method adapted to the needs and strategy of the university.In this context,this paper proposes a method for selecting and prioritizing projects within the framework of the portfolio management dedicated to universities,which can promote harmony between the university’s strategy,the needs and the priority objectives for enable better decision-making.This method is based on the processes of the COBIT 5 good practice framework,and on the multi-criteria decision-making methods AHP,TOPSIS and the WSM technique,thus,it proposes seven project selection criteria based on the five axes IT governance strategies and two catalysts derived from COBIT 5 enablers.The evaluation and validation of this method was applied in the portfolio management of the Abdelmalek Essaadi Moroccan University(AUE).The result shows that this proposed method has made it possible to make a better selection and prioritization of the portfolio of projects of Abdelmleek Essaadi University having the most value.展开更多
The paper proposes a projected management method to organize,select and rolling configure the projects for multiple strategic stages. We illustrate the definitions of project portfolio rolling benefits,gain of resourc...The paper proposes a projected management method to organize,select and rolling configure the projects for multiple strategic stages. We illustrate the definitions of project portfolio rolling benefits,gain of resources and risk accumulation according to the correspondence between project life cycle and phased strategy scenarios. A heuristic-genetic algorithm has been designed to optimize the configuration model at the same time.The rolling configuration model and optimization algorithm are proved effectively by testing the case study of Y enterprise through the Matlab simulation.展开更多
Project portfolio management is proved to be remarkable for an enterprise to attain competences. When selecting project portfolios,enterprises are willing to know which one has the largest return on investment rate wh...Project portfolio management is proved to be remarkable for an enterprise to attain competences. When selecting project portfolios,enterprises are willing to know which one has the largest return on investment rate when realizing enterprise strategy. A methodology for project portfolio ranking by adopting the concept of Strategic Contribution Efficiency（ SCE） is proposed. SCE acts as the measure that demonstrates what degree a project portfolio would contribute to enterprise strategy at specific cost. Evaluation criteria are established according to the practical requirements of enterprises. Data Envelope Analysis（ DEA） is combined with fuzzy set to calculate SCE and the ranking,which takes project portfolio as a whole rather than evaluates individual projects separately and considers information imprecision at the same time. At last,a numerical example is illustrated the specific process of project portfolio ranking based on SCE,from the portfolio generation to analysis,and the efficiency of proposed model is verified.展开更多
The objective of this paper is to present an and promote the capabilities of organizational portfolio ment Maturity Model （ OPM3 ）, the process areas of approach to comprehensively and quantitatively evaluate manage...The objective of this paper is to present an and promote the capabilities of organizational portfolio ment Maturity Model （ OPM3 ）, the process areas of approach to comprehensively and quantitatively evaluate management. Based on the Organizational Project Manage- organizational project portfolio management are identified through the questionnaire survey and further analysis, and five capability levels are put forward and described. Then the methods of Delphi, AHP and multi-layer fuzzy comprehensive evaluation are applied to construct a mod- el of assessment and promotion. Finally, an illustrative example is presented to verify the proposed approach The result objectively and accurately describes the project portfolio management capabilities of the organization, and shows that it is able to provide a theoretical basis for an organization to improve and enhance the project port- folio management展开更多
Scheduling projects at the activity level increases the complexity of decision making of project portfolio selection but also expands the search space to include better project portfolios. An integer programming model...Scheduling projects at the activity level increases the complexity of decision making of project portfolio selection but also expands the search space to include better project portfolios. An integer programming model is formulated for the project portfolio selection and scheduling problem. An iterative multi-unit combinatorial auction algorithm is proposed to select and schedule project portfolios through a distributed bidding mechanism. Two price update schemes are designed to adopt either a standard or an adaptive Walrasian tatonnement process. Computational tests show that the proposed auction algorithm with the adaptive price update scheme selects and schedules project portfolios effectively and maximizes the total net present value. The price profile generated by the algorithm also provides managerial insights for project managers and helps to manage the scarce resources efficiently.展开更多
In our study, the Dominance-based Rough Set Approach (DRSA) has been proposed to assist the Board of Directors of the Community Futures Development Corporations (CFDC), the sub-region of Abitibi-West (Quebec). The CFD...In our study, the Dominance-based Rough Set Approach (DRSA) has been proposed to assist the Board of Directors of the Community Futures Development Corporations (CFDC), the sub-region of Abitibi-West (Quebec). The CFDC needs a tool for decision support to select the projects that are proposed by the contractors and partners of its territory. In decision making, a balanced set of 22 indicators is considered. These indicators derive from five perspectives: economic, social, demographic, health and wellness. The DRSA proposal is suitable for the data processing with multiple indicators providing on many examples to infer decision rules related to the preference model. In this paper we show that decision rules developed with the use of rough set theory allow us to simplify the process of selecting a portfolio for sustainable development by reducing a number of redundant indicators and identifying the critical values of selected indicators.展开更多
受政策的改变以及对新兴领域项目投资缺少足够认知的影响,管理者的项目投资行为往往呈现一定的不确定性。针对企业管理者在进行项目组合投资决策时存在一定风险偏好的情况,本文基于信息间隙决策理论(Information Gap Decision Theory,IG...受政策的改变以及对新兴领域项目投资缺少足够认知的影响,管理者的项目投资行为往往呈现一定的不确定性。针对企业管理者在进行项目组合投资决策时存在一定风险偏好的情况,本文基于信息间隙决策理论(Information Gap Decision Theory,IGDT),引入净现值偏差系数对管理者的风险偏好进行描述,构建了考虑投资不确定性的项目组合选择新模型。采用包络约束对投资金额不确定性进行描述,给出风险规避与机会寻求两种策略下的项目组合选择IGDT优化模型,并将其转化成单层规划模型进行求解。通过算例仿真,验证了模型的有效性。结果表明:IGDT优化模型不仅满足了管理者投资的预期净现值要求,而且给出了最优的投资金额与项目选择结果。本文构建模型可以为管理者在项目风险管控和资金管理优化方面提供参考。展开更多
基金supported by the National Natural Science Foundation of China(7157118571201168)
文摘The decisions concerning portfolio selection for army engineering and manufacturing development projects determine the benefit of those projects to the country concerned.Projects are typically selected based on ex ante estimates of future return values,which are usually difficult to specify or only generated after project launch.A scenario-based approach is presented here to address the problem of selecting a project portfolio under incomplete scenario information and interdependency constraints.In the first stage,the relevant dominance concepts of scenario analysis are studied to handle the incomplete information.Then,a scenario-based programming approach is proposed to handle the interdependencies to obtain the projects,whose return values are multi-criteria with interval data.Finally,an illustrative example of army engineering and manufacturing development shows the feasibility and advantages of the scenario-based multi-objective programming approach.
基金supported by National Natural Science Foundation of China under Grant No.71172123Aviation Science Fund under Grant No.2012ZG53083+1 种基金Soft Science Foundation of Shaanxi Province under Grant No.2012KRM85the Funds of NPU for Humanities & Social Sciences and Management Revitalization under Grant No.RW201105
文摘To improve the enterprise resource utilization and shorten the cycle of the whole project portfolio, a scheduling model based on Design Structure Matrix （DSM） is built. By setting the project activity weight index system and calculating the activity weight for the project portfolio, the constraint relationship between project portfolio information and resource utilization, as the two dimensions of the DSM, are fully reflected in the sched- ule model to determine the order of these activities of project portfolio. A project portfolio example is given to il- lustrate the applicability and effectiveness of the schedule model.
文摘In today’s era,with the increase in the number of enterprise innovations,enterprises must adopt project portfolio management for various innovations,select alternative projects from the perspective of enterprise strategy.This paper primarily explores the use of project portfolio management in enterprise project management,hoping to improve the quality of enterprise project management and the utilization efficiency of project portfolio management in enterprise project management.
文摘This paper introduces a novice solution methodology for multi-objective optimization problems having the coefficients in the form of uncertain variables. The embedding theorem, which establishes that the set of uncertain variables can be embedded into the Banach space C[0, 1] × C[0, 1] isometrically and isomorphically, is developed. Based on this embedding theorem, each objective with uncertain coefficients can be transformed into two objectives with crisp coefficients. The solution of the original m-objectives optimization problem with uncertain coefficients will be obtained by solving the corresponding 2 m-objectives crisp optimization problem. The R & D project portfolio decision deals with future events and opportunities, much of the information required to make portfolio decisions is uncertain. Here parameters like outcome, risk, and cost are considered as uncertain variables and an uncertain bi-objective optimization problem with some useful constraints is developed. The corresponding crisp tetra-objective optimization model is then developed by embedding theorem. The feasibility and effectiveness of the proposed method is verified by a real case study with the consideration that the uncertain variables are triangular in nature.
文摘The main activities in project portfolio allocation management are selecting the right project components given a strategy. It is crucial to establish a scientific system of evaluation indexes to guarantee the closeness between strategy and project portfolio allocation optimally. With organizations growing in sizes, the functions and objectives of project components are becoming more and more different. It is necessary to set evaluation indexes of the degree of closeness from the perspectives of financial, market share, social effects, and so on according to the strategy-oriented process of project portfolio allocation. This paper proposes a project portfolio allocation process under strategic orientation and evaluation indexes of the degree of closeness between strategy and project portfolio allocation. This will help projects managers make portfolio allocation decisions.
文摘In this paper, we develop an extended model for the project portfolio selection problem over a planning horizon with multiple time periods. The model incorporates the factors of project divisibility and interdependency at the same time for real-life applications. The project divisibility is considered as a strategy, not an unfortunate event as in the literature, in choosing the best execution schedule for the projects, and the classical concept of＂project interdependencies＂ among fully executed projects is then extended to the portions of executed projects. Additional constraints of reinvestment consideration, setup cost, cardinality restriction, precedence relationship and scheduling are also included in the model. For efficient computations, an equivalent mixed integer linear programming representation of the proposed model is derived. Numerical examples under four scenarios are presented to highlight the characteristics of the proposed model. In particular, the positive effects of project divisibility are shown for the first time.
文摘The positive impacts of managing projects as a portfolio are quantified by comparing the value of the integrated risk of a project portfolio and the aggregation of single project risks implemented separately. Firstly, the integrated risk is defined by proposing risky events based on set theory. Secondly, as projects interact with each other in a project portfolio, the integrated risk is evaluated by using a Bayesian network structure learning algorithm to construct an interdependent network of risks. Finally, the integrated risk of a practical case is assessed using this method, and the results show that the proposed method is an effective tool for calculating the extent of risk reduction of implementing a project portfolio and identifying the most risky project, so as to assist companies in making comprehensive decisions in the phase of portfolio selection and portfolio controlling.
基金supported by the National Science and Technology Plan (Major Project of the Eleventh Five-Year Plan,Grant No. 2006BAB04A13)the Philosophy and Social Science Fund of the Education Department of Jiangsu Province (Grant No.07SJD630006)+2 种基金the Third Key Discipline (Techno-Economics and Management) of the 211 Projectthe Key Discipline of Jiangsu Province (Engineering and Project Management)the Office of the South-to-North Water Diversion Project Construction Committee under the State Council
文摘Recently, the critical chain study has become a hot issue in the project management research field. The construction of the critical chain with multi-resource constraints is a new research subject. According to the system analysis theory and project portfolio theory, this paper discusses the creation of project portfolios based on the similarity principle and gives the definition of priority in multi-resource allocation based on quantitative analysis. A model with multi-resource constraints, which can be applied to the critical chain construction of the A-bid section in the South-to-North Water Diversion Project, was proposed. Contrast analysis with the comprehensive treatment construction method and aggressive treatment construction method was carried out. This paper also makes suggestions for further research directions and subjects, which will be useful in improving the theories in relevant research fields.
基金the National Natural Science Foundation of China(No.71172123)the Aviation Science Fund of China(No.2012ZG53083)
文摘Project portfolio management(PPM) is the centralized management method, process and technology in multiple projects. When multiple projects in the space industry are implemented, it provides an effective methodology to resolve the problems at the same time such as conflicts among models, decrease in design efficiency,and increase in target deviation. Hence, a PPM dedicated to multiple projects management in space enterprise is presented in this paper. Firstly, an analysis of features and contents in space enterprise portfolio management mode is performed by using PPM based on its specific strategic characteristics. Then, the principle and selection methods of PPM are provided as a reference for the future development of an enterprise. Finally, a multiple-level organization architecture including decision making layers, function management layers and project execution layers is proposed so as to adapt to possible changes in the multiple projects and correspond to the strategic development. As a consequence, a perfect matching mechanism to fit the changes in PPM modes is reached. In addition, the flow chart of PPM is designed and optimized by analyzing the implementation procedure of strategic target and project portfolio life-cycle, which is expected to realize the purpose of improving space enterprise management efficiency, project management capacity, innovation development and economic benefits.
文摘Project portfolio management is a major challenge for some organizations.In most organizations,there are a large number of projects active at the same time,some not necessarily delivering value or not aligned with their strategic goals.Also universities face a lot of uncertainties when selecting and prioritizing the projects that make up their portfolio.In addition,the achievement of those who are aligned with the strategy of the university becomes a great challenge.So to ensure good project portfolio management,the implementation of selection and prioritization methods and processes becomes important.For the project portfolio management to be effective,it is necessary to establish a structured method adapted to the needs and strategy of the university.In this context,this paper proposes a method for selecting and prioritizing projects within the framework of the portfolio management dedicated to universities,which can promote harmony between the university’s strategy,the needs and the priority objectives for enable better decision-making.This method is based on the processes of the COBIT 5 good practice framework,and on the multi-criteria decision-making methods AHP,TOPSIS and the WSM technique,thus,it proposes seven project selection criteria based on the five axes IT governance strategies and two catalysts derived from COBIT 5 enablers.The evaluation and validation of this method was applied in the portfolio management of the Abdelmalek Essaadi Moroccan University(AUE).The result shows that this proposed method has made it possible to make a better selection and prioritization of the portfolio of projects of Abdelmleek Essaadi University having the most value.
基金supported by National Natural Science Foundation of China under Grant No.71172123Aviation Science Fund under Grant No.2012ZG53083
文摘The paper proposes a projected management method to organize,select and rolling configure the projects for multiple strategic stages. We illustrate the definitions of project portfolio rolling benefits,gain of resources and risk accumulation according to the correspondence between project life cycle and phased strategy scenarios. A heuristic-genetic algorithm has been designed to optimize the configuration model at the same time.The rolling configuration model and optimization algorithm are proved effectively by testing the case study of Y enterprise through the Matlab simulation.
基金supported by graduate starting seed fund of Northwestern Polytechnical University(NO.Z2014077)National Natural Science Foundation of China(NO.71172123)Aviation Science Fund(NO.2012ZG53083)
文摘Project portfolio management is proved to be remarkable for an enterprise to attain competences. When selecting project portfolios,enterprises are willing to know which one has the largest return on investment rate when realizing enterprise strategy. A methodology for project portfolio ranking by adopting the concept of Strategic Contribution Efficiency（ SCE） is proposed. SCE acts as the measure that demonstrates what degree a project portfolio would contribute to enterprise strategy at specific cost. Evaluation criteria are established according to the practical requirements of enterprises. Data Envelope Analysis（ DEA） is combined with fuzzy set to calculate SCE and the ranking,which takes project portfolio as a whole rather than evaluates individual projects separately and considers information imprecision at the same time. At last,a numerical example is illustrated the specific process of project portfolio ranking based on SCE,from the portfolio generation to analysis,and the efficiency of proposed model is verified.
基金sponsored by National Natural Science Foundation of China(No.71172123)Aeronautical Science Foundation(NO.2012ZG53083)+1 种基金Soft Science Foundation of Shaanxi Province(No.2012KRM85)the funds of NPU for Humanities & Social Sciences and Management Revitalization(No.RW201105)
文摘The objective of this paper is to present an and promote the capabilities of organizational portfolio ment Maturity Model （ OPM3 ）, the process areas of approach to comprehensively and quantitatively evaluate management. Based on the Organizational Project Manage- organizational project portfolio management are identified through the questionnaire survey and further analysis, and five capability levels are put forward and described. Then the methods of Delphi, AHP and multi-layer fuzzy comprehensive evaluation are applied to construct a mod- el of assessment and promotion. Finally, an illustrative example is presented to verify the proposed approach The result objectively and accurately describes the project portfolio management capabilities of the organization, and shows that it is able to provide a theoretical basis for an organization to improve and enhance the project port- folio management
文摘Scheduling projects at the activity level increases the complexity of decision making of project portfolio selection but also expands the search space to include better project portfolios. An integer programming model is formulated for the project portfolio selection and scheduling problem. An iterative multi-unit combinatorial auction algorithm is proposed to select and schedule project portfolios through a distributed bidding mechanism. Two price update schemes are designed to adopt either a standard or an adaptive Walrasian tatonnement process. Computational tests show that the proposed auction algorithm with the adaptive price update scheme selects and schedules project portfolios effectively and maximizes the total net present value. The price profile generated by the algorithm also provides managerial insights for project managers and helps to manage the scarce resources efficiently.
文摘In our study, the Dominance-based Rough Set Approach (DRSA) has been proposed to assist the Board of Directors of the Community Futures Development Corporations (CFDC), the sub-region of Abitibi-West (Quebec). The CFDC needs a tool for decision support to select the projects that are proposed by the contractors and partners of its territory. In decision making, a balanced set of 22 indicators is considered. These indicators derive from five perspectives: economic, social, demographic, health and wellness. The DRSA proposal is suitable for the data processing with multiple indicators providing on many examples to infer decision rules related to the preference model. In this paper we show that decision rules developed with the use of rough set theory allow us to simplify the process of selecting a portfolio for sustainable development by reducing a number of redundant indicators and identifying the critical values of selected indicators.
文摘The launching meeting for “benefiting from an improved agricultural portfolio in Asia,” a research project supported by the European Commission under
文摘受政策的改变以及对新兴领域项目投资缺少足够认知的影响,管理者的项目投资行为往往呈现一定的不确定性。针对企业管理者在进行项目组合投资决策时存在一定风险偏好的情况,本文基于信息间隙决策理论(Information Gap Decision Theory,IGDT),引入净现值偏差系数对管理者的风险偏好进行描述,构建了考虑投资不确定性的项目组合选择新模型。采用包络约束对投资金额不确定性进行描述,给出风险规避与机会寻求两种策略下的项目组合选择IGDT优化模型,并将其转化成单层规划模型进行求解。通过算例仿真,验证了模型的有效性。结果表明:IGDT优化模型不仅满足了管理者投资的预期净现值要求,而且给出了最优的投资金额与项目选择结果。本文构建模型可以为管理者在项目风险管控和资金管理优化方面提供参考。
