An interactive algorithm for resource allocation with balance concerns

We consider a resource allocation problem where a decision maker (DM) is to distribute a certain budget among alternative projects in order to create the best portfolio. The DM aims to generate a portfolio with (1) a high return and (2) a balanced distribution of resources among categories. We assum...

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Bibliographic Details

Published in:	OR Spectrum Vol. 43; no. 4; pp. 983 - 1005
Main Authors:	Özpeynirci, Selin, Özpeynirci, Özgür, Mousseau, Vincent
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2021 Springer Nature B.V Springer Verlag
Subjects:	Algorithms Business and Management Calculus of Variations and Optimal Control; Optimization Computer Science Decision making Operations Research/Decision Theory Original Article Portfolio performance Resource allocation Balance distribution Portfolio decision analysis Interactive algorithm Resource allocation
ISSN:	0171-6468, 1436-6304
Online Access:	Get full text
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