A Grey Mathematics Approach for Evolutionary Multi-objective Metaheuristic of Project Portfolio Selection
The aim of this chapter is to present the results of the comparison between the solutions obtained with the grey mathematics and the solutions obtained without the grey mathematics. The grey mathematics is used to represent the uncertainty associate with real-life decision-making. We define a multi-objective algorithm to perform the comparison between algorithms. The results obtained show that the approach using grey mathematics outperforms the results without grey mathematics.
KeywordsProject portfolio selection Decision problem Uncertainty Grey systems
This work has been partially supported by the following CONACyT projects: a) Fronteras de la Ciencias Project 1340; b) Consolidation National Lab Project 280712; c) Projects [236154, 269890]; d) Project 280081 Red Temática para el apoyo a la Decisión y Optimización Inteligente de Sistemas Complejos y de Gran Escala (OPTISAD) Universidad Autónoma de Nuevo León; and, e) Project 3058 from the program Cátedras CONACyT.
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