• Medientyp: E-Artikel
  • Titel: Multi-period portfolio decision analysis : a case study in the infrastructure management sector
  • Beteiligte: Gasparini, Gaia [VerfasserIn]; Brunelli, Matteo [VerfasserIn]; Chiriac, Marius Dan [VerfasserIn]
  • Erschienen: 2022
  • Erschienen in: Operations research perspectives ; 9(2022), Artikel-ID 100213, Seite 1-10
  • Sprache: Englisch
  • DOI: 10.1016/j.orp.2021.100213
  • ISSN: 2214-7160
  • Identifikator:
  • Schlagwörter: Portfolio decision analysis ; Investment planning ; Energy distribution networks ; Multi-attribute value theory ; Aufsatz in Zeitschrift
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: This paper presents an approach to select and plan the optimal execution of potential investment activities. The model is composed by a computational part, in the form of a combinatorial optimization problem, coupled with a preference elicitation module used to capture subjective judgments. In particular, the structure of the elicitation module draws from portfolio decision analysis and Multi-Attribute Value Theory and shows how their use can be integrated with a multi-period optimization problem with activities durations and constraints on their overlaps. The problem formulation was inspired by a real-world infrastructure management case in the energy distribution sector and tested on a dataset of more than three hundred activities of improvement of infrastructure conditions. Finally, the approach proposed in this paper is validated by analyzing its results and its robustness concerning the input data of the real-world case study.
  • Zugangsstatus: Freier Zugang
  • Rechte-/Nutzungshinweise: Namensnennung - Nicht-kommerziell - Keine Bearbeitung (CC BY-NC-ND)