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A multiobjective optimization model for project selection with probabilistic considerations


  • Gabriel, Steven A.
  • Kumar, Satheesh
  • Ordonez, Javier
  • Nasserian, Amirali


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  • Gabriel, Steven A. & Kumar, Satheesh & Ordonez, Javier & Nasserian, Amirali, 2006. "A multiobjective optimization model for project selection with probabilistic considerations," Socio-Economic Planning Sciences, Elsevier, vol. 40(4), pages 297-313, December.
  • Handle: RePEc:eee:soceps:v:40:y:2006:i:4:p:297-313

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    References listed on IDEAS

    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Hiroshi Konno & Hiroaki Yamazaki, 1991. "Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market," Management Science, INFORMS, vol. 37(5), pages 519-531, May.
    3. Rasmussen, L. M., 1986. "Zero--one programming with multiple criteria," European Journal of Operational Research, Elsevier, vol. 26(1), pages 83-95, July.
    4. Willett, Keith & Sharda, Ramesh, 1991. "Using the analytic hierarchy process in water resources planning: Selection of flood control projects," Socio-Economic Planning Sciences, Elsevier, vol. 25(2), pages 103-112.
    5. Schniederjans, Marc J. & Garvin, Tim, 1997. "Using the analytic hierarchy process and multi-objective programming for the selection of cost drivers in activity-based costing," European Journal of Operational Research, Elsevier, vol. 100(1), pages 72-80, July.
    6. Yoram Wind & Thomas L. Saaty, 1980. "Marketing Applications of the Analytic Hierarchy Process," Management Science, INFORMS, vol. 26(7), pages 641-658, July.
    7. Greenberg, Robert R. & Nunamaker, Thomas R., 1994. "Integrating the analytic hierarchy process (AHP) into the multiobjective budgeting models of public sector organizations," Socio-Economic Planning Sciences, Elsevier, vol. 28(3), pages 197-206.
    8. Leinbach, Thomas R. & Cromley, Robert G., 1983. "A goal programming approach to public investment decisions: A case study of rural roads in Indonesia," Socio-Economic Planning Sciences, Elsevier, vol. 17(1), pages 1-10.
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    Cited by:

    1. André, Francisco J. & Cardenete, M. Alejandro, 2009. "Defining efficient policies in a general equilibrium model: a multi-objective approach," Socio-Economic Planning Sciences, Elsevier, vol. 43(3), pages 192-200, September.
    2. Hassanzadeh, Farhad & Nemati, Hamid & Sun, Minghe, 2014. "Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection," European Journal of Operational Research, Elsevier, vol. 238(1), pages 41-53.
    3. Hesham K. Alfares & Salih O. Duffuaa, 2016. "Simulation-Based Evaluation of Criteria Rank-Weighting Methods in Multi-Criteria Decision-Making," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 15(01), pages 43-61, January.

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