This article is cited in 1 paper

Control in the socio-economic systems

Problem of interdependent projects portfolio optimization

Z. G. Rudenko

V. A. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow

Abstract: In this paper considered is a problem on composing an optimal portfolio of investment projects interdependent by effect. The proposed algorithm of finding an optimal solution for the problem is based on implementation of a network programming method. The algorithm work is demonstrated by the example.

Keywords: mathematic programming, project portfolio management, interdependent projects.

UDC: 519.853

 English version: Control Sciences, 2016, 77:10, 1849–1854

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