• DocumentCode
    1512986
  • Title

    An application and case history of a dynamic R&D portfolio selection model

  • Author

    Chiu, Lin-Kai ; Gear, T.E.

  • Author_Institution
    Dept. of Management Studies, Univ. of Auckland, Auckland, New Zealand
  • Issue
    1
  • fYear
    1979
  • Firstpage
    2
  • Lastpage
    7
  • Abstract
    Presents an application of stochastic integer-programming formulation to a portfolio of projects (each of which were planned with the aid of a decision-tree structure). Follow-up studies undertaken one year later are described in an attempt to assess the accuracy of the data and adequacy of the model in practice.
  • Keywords
    integer programming; management science; research and development management; stochastic programming; decision tree; dynamic R&D portfolio selection model; stochastic integer programming; Gears; Laboratories; Mathematical model; Planning; Portfolios; Programming; Wool;
  • fLanguage
    English
  • Journal_Title
    Engineering Management, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9391
  • Type

    jour

  • DOI
    10.1109/TEM.1979.6447428
  • Filename
    6447428