Models & Methods for Project Selection

1. Front Matter

   Pages i-xvii

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2. The Linear Multiobjective Project Selection Problem

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 1-17

3. Evaluating Competing Investments

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 19-30

4. The Linear Project Selection Problem: An Alternative to Net Present Value

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 31-40

5. Choosing the Best Solution in a Project Selection Problem with Multiple Objectives

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 41-64

6. Evaluating a Portfolio of Project Investments

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 65-76

7. Conditional Stochastic Dominance in Project Portfolio Selection

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 77-93

8. Mean-Gini Analysis in Project Selection

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 95-117

9. A Sampling-Based Method for Generating Nondominated Solutions in Stochastic MOMP Problems

   • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

   Pages 119-145

10. An Interactive Multiobjective Complex Search for Stochastic Problems

    • Samuel B. Graves, Jeffrey L. Ringuest, Andrés L. Medaglia

    Pages 147-161

11. An Evolutionary Algorithm for Project Selection Problems Based on Stochastic Multiobjective Linearly Constrained Optimization

    • Andrés L. Medaglia

    Pages 163-189

12. Back Matter

    Pages 191-193

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Models & Methods for Project Selection systematically examines in this book treatment the latest work in the field of project selection modeling. The models presented are drawn from mathematical programming, decision theory, and finance. These models are examined in two categorical streams: the management science stream and the financial model stream. The book describes the assumptions and limitations of each model and provides appropriate solution methodologies. Its organization follows three main themes:
*Criteria for Choice: Chapters 1-3 investigate the effect of the choice of optimization criteria on the results of the portfolio optimization problem. 
*Risk and Uncertainty: Chapters 4-7 deal with uncertainty in the project selection problem. 
*Non-Linearity and Interdependence: These chapters deal with problems of non-linearity and interdependence as they arise in the project selection problem. Chapters 8, 9 and 10 present solution methodologies, which can be used to solve these most general project selection models.

• Finance
• Imitation
• Investment
• algorithms
• decision theory
• evolutionary algorithm
• linear optimization
• modeling
• optimization

From the reviews:

"This book presents the latest developments in the area of project selection management. … Each chapter contains (at the end) numerous references where the interested reader can find further information on the topics covered, and some chapters are highlighted with sample SAS computer code." (Efstratios Rappos, Zentralblatt MATH, Vol. 1103 (5), 2007)

• Boston College, USA

  Samuel B. Graves, Jeffrey L. Ringuest

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