Optimisation models for project selection in asset management: an application to the water sector. (English) Zbl 07841030
MSC:
90-XX
Found 55 Documents (Results 1–55)
Robust decision trees for the multi-mode project scheduling problem with a resource investment objective and uncertain activity duration. (English) Zbl 07764642
MSC:
90Bxx
Application of idempotent algebra methods in genetic algorithm for solving the scheduling problem. (Russian. English summary) Zbl 1505.90053
Making investment decisions in an industrial enterprise under uncertainty. (English) Zbl 1490.91238
MSC:
91G50
How does a bank’s involvement interplay with a firm’s capacity investment? An analysis and comparison of different consortium structures. (English) Zbl 07767645
MSC:
90-XX
Stochastic risk analysis in Monte Carlo simulation: a case study. (English) Zbl 1489.62374
MSC:
62P20
The multi-mode resource investment problem: a benchmark library and a computational study of lower and upper bounds. (English) Zbl 1454.90018
Sustainable operation-oriented investment risk evaluation and optimization for renewable energy project: a case study of wind power in China. (English) Zbl 1450.91026
Incentive contracts of knowledge investment for cooperative innovation in project-based supply chain with double moral hazard. (English) Zbl 1436.90061
Modelling and computation for the valuation of two-period R&D projects by option games. (English) Zbl 1488.65574
Modelling decision knowledge for the evaluation of water management investment projects. (English) Zbl 07073956
MSC:
90Bxx
Modeling and optimization of resource investment project scheduling problem with multi-skill. (Chinese. English summary) Zbl 1399.90103
Using managerial revenue and cost estimates to value early stage real option investments. (English) Zbl 1415.91309
Multicriteria group decision making with ELECTRE III method based on interval-valued intuitionistic fuzzy information. (English) Zbl 1446.90016
Capacity expansion and cost efficiency improvement in the warehouse problem. (English) Zbl 1411.90009
Project investment decision-making based on inventory financing with stochastic demand. (Chinese. English summary) Zbl 1363.91129
Stability radius bounds in multicriteria Markowitz portfolio problem with venturesome investor criteria. (English) Zbl 1349.90633
Complexity of the project scheduling problem with credits. (Russian, English) Zbl 1349.90362
Diskretn. Anal. Issled. Oper. 22, No. 4, 35-49 (2015); translation in J. Appl. Ind. Math. 9, No. 4, 489-496 (2015).
R&D project investment decision model based on real option theory. (Chinese. English summary) Zbl 1349.91300
MSC:
91G50
Multi-mode resource availability cost problem with recruitment and release dates for resources. (English) Zbl 1428.90065
Risk analysis with contractual default. Does covenant breach matter? (English) Zbl 1317.91041
MSC:
91B30
91G80
An application of infinite horizon stochastic dynamic programming in multi-stage project investment decision-making. (English) Zbl 1362.90355
Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset. (English. Russian original) Zbl 1233.91282
Mosc. Univ. Comput. Math. Cybern. 35, No. 3, 124-132 (2011); translation from Vestn. Mosk. Univ., Ser. XV 2011, No. 3, 23-30 (2011).
MSC:
91G20
Project management with capital budgeting in model-driven architecture. (English) Zbl 1166.90350
MSC:
90B50
Optimization of discrete multi-term and multi-project investment combination model based on net present value. (Chinese. English summary) Zbl 1164.91356
MSC:
91B28
The option game approach of project valuation. (English) Zbl 1146.91319
Gao, Hongwei (ed.) et al., Proceedings of the second international conference on game theory and applications, Qingdao, China, September 17–19, 2007. Liverpool: World Academic Union (World Academic Press) (ISBN 978-1-84626-166-4/hbk). 66-71 (2007).
The investment game under uncertainty: an analysis of equilibrium values in the presence of first or second mover advantage. (English) Zbl 1211.91250
Akahori, Jiro (ed.) et al., Stochastic processes and applications to mathematical finance. Proceedings of the 6th Ritsumeikan international symposium, Kyoto, Japan, March 6–10, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-413-9/hbk). 151-172 (2007).
Two models of real option pricing with leaking losses. (Chinese. English summary) Zbl 1150.91407
MSC:
91G20
Preference programming for robust portfolio modeling and project selection. (English) Zbl 1123.90327
A genetic algorithm for resource investment project scheduling problem, tardiness permitted with penalty. (English) Zbl 1121.90062
Investment decisions under uncertainty and evaluation of American options. (English) Zbl 1148.91022
Reviewer: Elisa Alòs (Barcelona)
A genetic algorithm for resource investment problem with discounted cash flows. (English) Zbl 1112.90035
Analysis and risk management of investment projects using method Monte Carlo simulation. (English) Zbl 1137.91343
Zadnik Stirn, Lidija (ed.) et al., SOR ’05 proceedings. The 8th international symposium on operational research in Slovenia, Nova Gorica, Slovenia, September 28–30, 2005. Ljubljana: Slovenian Society Informatika (SDI), Section for Operational Research (SOR) (ISBN 961-6165-20-8/pbk). 303-308 (2005).
MSC:
91B06
91B30
Optimal exit from a deteriorating project with noisy returns. (English) Zbl 1108.60034
Reviewer: Vladimir Mazalov (Petrozavodsk)
On the rate of return of an investment project. (Russian) Zbl 1066.91036
Reviewer: Elena Glukhova (Moskva)
Investment under uncertainty and the problem of optimal stopping. (Russian) Zbl 1115.91323
Reviewer: Elena Glukhova (Moskva)
Optimal exit from a project with noisy returns. (English) Zbl 1109.91029
MSC:
91B28
Optimality criteria for investment projects under uncertainty. (English) Zbl 1211.91158
Dzemyda, Gintautas et al., Stochastic and global optimization. Dedicated to Prof. Jonas Močkus on his 70th birthday (June 18, 2001). Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-0484-2/hbk). Nonconvex Optim. Appl. 59, 221-233 (2002).
On an approach to taking into account the influence of uncertainty and risk upon efficiency of an investment project. (Russian) Zbl 1075.91555
MSC:
91B28
91B30
Some properties of the problem of scheduling investment projects. (Russian. English summary) Zbl 1057.91043
MSC:
91B28
91B32
A stochastic criterion for the optimal investment process. (English) Zbl 0909.90018
MSC:
91B28
Postulates for the internal rate of return of an investment project. (English) Zbl 0860.90011
MSC:
91B28
A model for medium- or long-term planning. (English) Zbl 0735.90006
Reviewer: S.Deng
Bounds and properties of the expected value of sample information for a project-selection problem. (English) Zbl 0618.90002
MSC:
91B06
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