PROJECT SELECTION AND SEQUENCING TO MAXIMIZE NET PRESENT VALUE OF THE TOTAL RETURN

被引:22
作者
GUPTA, SK [1 ]
KYPARISIS, J [1 ]
IP, CM [1 ]
机构
[1] UNIV MIAMI,COLL ENGN,DEPT IND ENGN,CORAL GABLES,FL 33124
关键词
PROJECT SELECTION; SEQUENCING SCHEDULING; DYNAMIC PROGRAMMING;
D O I
10.1287/mnsc.38.5.751
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
This note considers a problem of simultaneous selection of a subset of N projects and determination of an optimal sequence to implement these projects so as to maximize the net present value of the total return. We first establish an optimal sequence of all projects which does not depend on the particular subset of selected projects and then propose an efficient polynomial dynamic programming method for solving the problem.
引用
收藏
页码:751 / 752
页数:2
相关论文
共 2 条
[1]  
Rothkopf M. H., 1966, MANAGE SCI, V12, P437, DOI [DOI 10.1287/MNSC.12.5.437, 10.1287/mnsc.12.5.437]
[2]   THERE ARE NO UNDISCOVERED PRIORITY INDEX SEQUENCING RULES FOR MINIMIZING TOTAL DELAY COSTS [J].
ROTHKOPF, MH ;
SMITH, SA .
OPERATIONS RESEARCH, 1984, 32 (02) :451-456