Ebook: Models & Methods for Project Selection: Concepts from Management Science, Finance and Information Technology

Models & Methods for Project Selection systematically examines in this book treatment the latest work in the field of project selection modeling. The models presented are drawn from mathematical programming, decision theory, and finance. These models are examined in two categorical streams: the management science stream and the financial model stream. The book describes the assumptions and limitations of each model and provides appropriate solution methodologies. Its organization follows three main themes:
*Criteria for Choice: Chapters 1-3 investigate the effect of the choice of optimization criteria on the results of the portfolio optimization problem.
*Risk and Uncertainty: Chapters 4-7 deal with uncertainty in the project selection problem.
*Non-Linearity and Interdependence: These chapters deal with problems of non-linearity and interdependence as they arise in the project selection problem. Chapters 8, 9 and 10 present solution methodologies, which can be used to solve these most general project selection models.

---

Models & Methods for Project Selection systematically examines in this book treatment the latest work in the field of project selection modeling. The models presented are drawn from mathematical programming, decision theory, and finance. These models are examined in two categorical streams: the management science stream and the financial model stream. The book describes the assumptions and limitations of each model and provides appropriate solution methodologies. Its organization follows three main themes:
*Criteria for Choice: Chapters 1-3 investigate the effect of the choice of optimization criteria on the results of the portfolio optimization problem. 
*Risk and Uncertainty: Chapters 4-7 deal with uncertainty in the project selection problem. 
*Non-Linearity and Interdependence: These chapters deal with problems of non-linearity and interdependence as they arise in the project selection problem. Chapters 8, 9 and 10 present solution methodologies, which can be used to solve these most general project selection models.

---

Models & Methods for Project Selection systematically examines in this book treatment the latest work in the field of project selection modeling. The models presented are drawn from mathematical programming, decision theory, and finance. These models are examined in two categorical streams: the management science stream and the financial model stream. The book describes the assumptions and limitations of each model and provides appropriate solution methodologies. Its organization follows three main themes:
*Criteria for Choice: Chapters 1-3 investigate the effect of the choice of optimization criteria on the results of the portfolio optimization problem. 
*Risk and Uncertainty: Chapters 4-7 deal with uncertainty in the project selection problem. 
*Non-Linearity and Interdependence: These chapters deal with problems of non-linearity and interdependence as they arise in the project selection problem. Chapters 8, 9 and 10 present solution methodologies, which can be used to solve these most general project selection models.
Content:
Front Matter....Pages i-xvii
The Linear Multiobjective Project Selection Problem....Pages 1-17
Evaluating Competing Investments....Pages 19-30
The Linear Project Selection Problem: An Alternative to Net Present Value....Pages 31-40
Choosing the Best Solution in a Project Selection Problem with Multiple Objectives....Pages 41-64
Evaluating a Portfolio of Project Investments....Pages 65-76
Conditional Stochastic Dominance in Project Portfolio Selection....Pages 77-93
Mean-Gini Analysis in Project Selection....Pages 95-117
A Sampling-Based Method for Generating Nondominated Solutions in Stochastic MOMP Problems....Pages 119-145
An Interactive Multiobjective Complex Search for Stochastic Problems....Pages 147-161
An Evolutionary Algorithm for Project Selection Problems Based on Stochastic Multiobjective Linearly Constrained Optimization....Pages 163-189
Back Matter....Pages 191-193

---

Models & Methods for Project Selection systematically examines in this book treatment the latest work in the field of project selection modeling. The models presented are drawn from mathematical programming, decision theory, and finance. These models are examined in two categorical streams: the management science stream and the financial model stream. The book describes the assumptions and limitations of each model and provides appropriate solution methodologies. Its organization follows three main themes:
*Criteria for Choice: Chapters 1-3 investigate the effect of the choice of optimization criteria on the results of the portfolio optimization problem. 
*Risk and Uncertainty: Chapters 4-7 deal with uncertainty in the project selection problem. 
*Non-Linearity and Interdependence: These chapters deal with problems of non-linearity and interdependence as they arise in the project selection problem. Chapters 8, 9 and 10 present solution methodologies, which can be used to solve these most general project selection models.
Content:
Front Matter....Pages i-xvii
The Linear Multiobjective Project Selection Problem....Pages 1-17
Evaluating Competing Investments....Pages 19-30
The Linear Project Selection Problem: An Alternative to Net Present Value....Pages 31-40
Choosing the Best Solution in a Project Selection Problem with Multiple Objectives....Pages 41-64
Evaluating a Portfolio of Project Investments....Pages 65-76
Conditional Stochastic Dominance in Project Portfolio Selection....Pages 77-93
Mean-Gini Analysis in Project Selection....Pages 95-117
A Sampling-Based Method for Generating Nondominated Solutions in Stochastic MOMP Problems....Pages 119-145
An Interactive Multiobjective Complex Search for Stochastic Problems....Pages 147-161
An Evolutionary Algorithm for Project Selection Problems Based on Stochastic Multiobjective Linearly Constrained Optimization....Pages 163-189
Back Matter....Pages 191-193
....