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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Vydané v:	OR Spectrum Ročník 43; číslo 4; s. 983 - 1005
Hlavní autori:	Özpeynirci, Selin, Özpeynirci, Özgür, Mousseau, Vincent
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2021 Springer Nature B.V Springer Verlag
Predmet:	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
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