Maximizing the net present value of a project under uncertainty

European Journal of Operational Research

Volumn 202, Issue 2, 2010, Pages 356-367

  Wiesemann, Wolfram ^a   Kuhn, Daniel ^a   Rustem, Berç ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Net present value; Optimization under uncertainty; Project scheduling

Indexed keywords

ACTIVITY DURATION; BRANCH-AND-BOUND ALGORITHMS; CASH FLOW; DISCRETE SETS; GLOBAL OPTIMIZATION PROBLEMS; NET PRESENT VALUE; NUMERICAL RESULTS; OCCURRENCE PROBABILITY; OPTIMAL TARGET; OPTIMIZATION UNDER UNCERTAINTY; PROCESSING TIME; PROJECT ACTIVITIES; PROJECT SCHEDULING; RUNTIMES;

ALGORITHMS; GLOBAL OPTIMIZATION;

OPTIMIZATION;

EID: 70349971173     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2009.05.045     Document Type: Article

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