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Problemy Upravleniya, 2015, Issue 5, Pages 67–70 (Mi pu938)  
This article is cited in 1 scientific paper (total 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
English full-text Citations (1) Russian version article
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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.
English version:
Automation and Remote Control, 2016, Volume 77, Issue 10, Pages 1849–1854
DOI: https://doi.org/10.1134/S0005117916100118
Bibliographic databases:
Document Type: Article
UDC: 519.853
Language: Russian
Citation: Z. G. Rudenko, “Problem of interdependent projects portfolio optimization”, Probl. Upr., 2015, no. 5, 67–70; Automation and Remote Control, 77:10 (2016), 1849–1854
Citation in format AMSBIB
\Bibitem{Rud15}
\by Z.~G.~Rudenko
\paper Problem of interdependent projects portfolio optimization
\jour Probl. Upr.
\yr 2015
\issue 5
\pages 67--70
\mathnet{http://mi.mathnet.ru/pu938}
\transl
\jour Automation and Remote Control
\yr 2016
\vol 77
\issue 10
\pages 1849--1854
\crossref{https://doi.org/10.1134/S0005117916100118}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000386525100011}
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  • https://www.mathnet.ru/eng/pu/v5/p67
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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