出版社：Canadian Research & Development Center of Sciences and Cultures
其他摘要：In conditions of capital constraints, a single-objective nonlinear 0-1 integer programming model is proposed based on grey theory. First, application of Grey Theory deals with uncertainty of attribute weights’ values given by experts and projects’ scores under different attributes. Second, we construct two multi-attribute utility objective functions by comparing situations of considering interactions and without interactions, and two new multi-project portfolio optimization models are established. Finally, a numerical example illustrates effectiveness and practicality of the proposed model.
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