haku: @author Heidenberger, K. / yhteensä: 2
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| Tekijä: | Heidenberger, K. |
| Otsikko: | Dynamic project selection and funding under risk: a decision tree based MILP approach |
| Lehti: | European Journal of Operational Research
1996 : DEC 6, VOL. 95:2, p. 284-298 |
| Asiasana: | OPERATIONAL RESEARCH DECISION TREES RISK |
| Kieli: | eng |
| Tiivistelmä: | This paper presents a mixed integer linear programming (MILP) model for a new class of dynamic project selection and funding problems under risk given multiple scarce resources of different qualifications. The underlying stochastic decision tree concept extends classical approaches mainly in that it adds a novel node type that allows for the continuous control of discrete branching probability distributions. The control functions are piecewise linear and are convex for the costs and concave for the benefits. |
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