项目进度的实物期权(ROPS)
计算工程、金融与科学
2007-05-23 v1 统计力学
数学软件
数值分析
数据分析、统计与概率
作者:
Lester Ingber
摘要
项目进度的实物期权(ROPS)包含三个递归的采样/优化壳层。外层是自适应模拟退火(ASA)优化壳层,用于优化包含多个项目(每个项目包含有序任务)的战略计划的参数。中间壳层对任务持续时间的概率分布进行采样。内层对任务成本的概率分布进行采样。PATHTREE 用于开发关于进度的期权。应用于风险维度交易(TRD)的算法被用于开展项目间的相对风险分析。
引用
@article{arxiv.0704.0090,
title = {Real Options for Project Schedules (ROPS)},
author = {Lester Ingber},
journal= {arXiv preprint arXiv:0704.0090},
year = {2007}
}
相关论文
查看更多相关论文 →
计算工程、金融与科学 · 计算机科学
Trading in Risk Dimensions (TRD)
Lester Ingber
2009-11-04
投资组合管理 · 定量金融
Adaptive Robust Online Portfolio Selection
Man Yiu Tsang, Tony Sit, Hoi Ying Wong
2022-06-03
风险管理 · 定量金融
Real Options Technique as a Tool of Strategic Risk Management
Volodymyr Savchuk
2023-03-17
人工智能 · 计算机科学
Improving ASP-based ORS Schedules through Machine Learning Predictions
Pierangela Bruno, Carmine Dodaro, Giuseppe Galatà, Marco Maratea +1
2026-01-14
系统与控制 · 电气工程与系统科学
Steady-state Real-time Optimization Using Transient Measurements on an Experimental Rig
J. Matias, J. P. C. Oliveira, G. A. C. Le Roux, J. Jaschke
2022-06-02
系统与控制 · 电气工程与系统科学
A Simulation-Optimization Technique for Service Level Analysis in Conjunction with Reorder Point Estimation and Lead-Time consideration: A Case Study in Sea Port
Mohammad Arani, Saeed Abdolmaleki, Maryam Maleki, Mohsen Momenitabar +1
2021-06-03
系统与控制 · 计算机科学
On Repetitive Scenario Design
Giuseppe C. Calafiore
2016-02-12
人工智能 · 计算机科学
Empirical Evaluation of Project Scheduling Algorithms for Maximization of the Net Present Value
Isac M. Lacerda, Eber A. Schmitz, Jayme L. Szwarcfiter, Rosiane de Freitas
2022-07-08
最优化与控制 · 数学
An adaptive robust optimization model for parallel machine scheduling
Izack Cohen, Krzysztof Postek, Shimrit Shtern
2023-11-22
分布式、并行与集群计算 · 计算机科学
Optimal Fixed Priority Scheduling in Multi-Stage Multi-Resource Distributed Real-Time Systems
Niraj Kumar, Chuanchao Gao, Arvind Easwaran
2024-03-21
最优化与控制 · 数学
A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
Francesca Maggioni, Florian Potra, Marida Bertocchi
2016-11-22
人工智能 · 计算机科学
Operating Room (Re)Scheduling with Bed Management via ASP
Carmine Dodaro, Giuseppe Galatà, Muhammad Kamran Khan, Marco Maratea +1
2021-05-07
最优化与控制 · 数学
Real-Time Risk Analysis with Optimization Proxies
Wenbo Chen, Mathieu Tanneau, Pascal Van Hentenryck
2023-10-05
机器人学 · 计算机科学
Real-World Modeling of a Pathfinding Robot Using Robot Operating System (ROS)
Sayyed Jaffar Ali Raza, Nitish A. Gupta, Nisarg Chitaliya, Gita R. Sukthankar
2018-03-01
人工智能 · 计算机科学
Resource-constrained multi-project scheduling with activity and time flexibility
Viktoria A. Hauder, Andreas Beham, Sebastian Raggl, Sophie N. Parragh +1
2020-10-26
机器学习 · 计算机科学
Fast and Robust: Task Sampling with Posterior and Diversity Synergies for Adaptive Decision-Makers in Randomized Environments
Yun Qu, Qi Cheems Wang, Yixiu Mao, Yiqin Lv +1
2025-05-16
操作系统 · 计算机科学
Adaptive Scheduling in Real-Time Systems Through Period Adjustment
Shri Prakash Dwivedi
2012-12-17
投资组合管理 · 定量金融
Simulation-based approach for Multiproject Scheduling based on composite priority rules
Pablo Alvarez-Campana, Felix Villafanez, Fernando Acebes, David Poza
2024-06-05
最优化与控制 · 数学
Real-time Dynamic-Mode Scheduling Using Single-Integration Hybrid Optimization for Linear Time-Varying Systems
Anastasia Mavrommati, Jarvis A. Schultz, Todd D. Murphey
2017-09-04
最优化与控制 · 数学
Sample Complexity Analysis for Adaptive Optimization Algorithms with Stochastic Oracles
Billy Jin, Katya Scheinberg, Miaolan Xie
2023-10-02
机器人学 · 计算机科学
Risk-Aware Obstacle Avoidance Algorithm for Real-Time Applications
Ozan Kaya, Emir Cem Gezer, Roger Skjetne, Ingrid Bouwer Utne
2026-03-25
综合经济学 · 经济学
On the project risk baseline: integrating aleatory uncertainty into project scheduling
Fernando Acebes, David Poza, Jose M Gonzalez-Varona, Javier Pajares +1
2024-06-04
网络与互联网体系结构 · 计算机科学
Adaptive Real-Time Scheduling for Cooperative Cyber-Physical Systems
Georg von Zengen, Jingjing Yu, Lars C. Wolf
2020-02-19
分布式、并行与集群计算 · 计算机科学
Advanced Synchronization Techniques for Task-based Runtime Systems
David Álvarez, Kevin Sala, Marcos Maroñas, Aleix Roca +1
2021-05-18
数据库 · 计算机科学
Robust Plan Evaluation based on Approximate Probabilistic Machine Learning
Amin Kamali, Verena Kantere, Calisto Zuzarte, Vincent Corvinelli
2025-05-27