Skip to main content
Erschienen in: Journal of Computer and Systems Sciences International 5/2019

01.09.2019 | SYSTEMS ANALYSIS AND OPERATIONS RESEARCH

The Cross-Impact Analysis of Innovative Projects in a Portfolio

verfasst von: V. V. Topka

Erschienen in: Journal of Computer and Systems Sciences International | Ausgabe 5/2019

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Interactions between pairs of projects inside the constructed portfolio are considered. These interrelations can be technological, resource, probabilistic, budgetary, etc. The binary probabilistic cross-impact of projects within the portfolio leads to a synergetic outcome: joint implementation of two or more projects can strengthen (or weaken) their resulting effect. The approach to the analysis of such interrelations, their cross-impact (the analysis of mutual influences) is presented in the form of a logistic model. In these conditions, the problem of finding the joint probabilities of the successful technical implementation of innovative projects inside a portfolio sensitive to perturbations of the initial data that are known with a certain error is formulated. The regularized Newton method corresponding to the specificity is used for its solution.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat V. B. Gusev and V. V. Pavel’ev, Using Continuous Scales and Decision Making in Difficult Problem Situations (IPU RAN, Moscow, 2013) [in Russian]. V. B. Gusev and V. V. Pavel’ev, Using Continuous Scales and Decision Making in Difficult Problem Situations (IPU RAN, Moscow, 2013) [in Russian].
2.
Zurück zum Zitat A. A. Medaglia, S. Graves, and J. Ringquest, “A multiobjective evolutionary approach for linearly constrained project selection under uncertainty,” Eur. J. Oper. Res. 179, 869–894 (2007).CrossRef A. A. Medaglia, S. Graves, and J. Ringquest, “A multiobjective evolutionary approach for linearly constrained project selection under uncertainty,” Eur. J. Oper. Res. 179, 869–894 (2007).CrossRef
3.
Zurück zum Zitat D. A. Aaker and T. T. Tyebjee, “A model for the selection of interdependent R&D projects,” IEEE Trans. Eng. Manag. 25 (2) (1978). D. A. Aaker and T. T. Tyebjee, “A model for the selection of interdependent R&D projects,” IEEE Trans. Eng. Manag. 25 (2) (1978).
4.
Zurück zum Zitat G. E. Fox, N. R. Baker, and J. L. Bryant, “Economic model for R and D project selection in the presence of project interactions,” Manage. Sci. 30 (7) (1984). G. E. Fox, N. R. Baker, and J. L. Bryant, “Economic model for R and D project selection in the presence of project interactions,” Manage. Sci. 30 (7) (1984).
5.
Zurück zum Zitat M. Ya. Khodorovskii and V. O. Nikonov, “Project portfolio risk management,” Vestn. UrFU, Ser.: Ekon. Upravl., No. 7, 116–122 (2006). M. Ya. Khodorovskii and V. O. Nikonov, “Project portfolio risk management,” Vestn. UrFU, Ser.: Ekon. Upravl., No. 7, 116–122 (2006).
6.
Zurück zum Zitat M. W. Dickinson, A. C. Thornton, and S. Graves, “Technology portfolio management: optimizing interdependent projects over multiple time periods,” IEEE Trans. Eng. Manage., No. 11, 518–527 (2001). M. W. Dickinson, A. C. Thornton, and S. Graves, “Technology portfolio management: optimizing interdependent projects over multiple time periods,” IEEE Trans. Eng. Manage., No. 11, 518–527 (2001).
7.
Zurück zum Zitat D. Verma and K. K. Sinha, “Toward a theory of project interdependencies in high tech R&D environments,” J. Oper. Man, No. 7, 451–468 (2002). D. Verma and K. K. Sinha, “Toward a theory of project interdependencies in high tech R&D environments,” J. Oper. Man, No. 7, 451–468 (2002).
8.
Zurück zum Zitat O. I. Dranko, “Formation of a portfolio of interdependent projects,” Vestn. Voronezh. Tekh. Univ. 7 (5), 209–212 (2011). O. I. Dranko, “Formation of a portfolio of interdependent projects,” Vestn. Voronezh. Tekh. Univ. 7 (5), 209–212 (2011).
9.
Zurück zum Zitat O. I. Dranko, I. I. Andrianova, and G. V. Zenishcheva, “The task of forming a portfolio of projects, a number of which are interdependent,” Sist. Upravl. Inform. Tekhnol. 50 (4.1), 138–141 (2012). O. I. Dranko, I. I. Andrianova, and G. V. Zenishcheva, “The task of forming a portfolio of projects, a number of which are interdependent,” Sist. Upravl. Inform. Tekhnol. 50 (4.1), 138–141 (2012).
10.
Zurück zum Zitat I. V. Burkova, Yu. V. Moiseeva, A. V. Tsvetkov, and I. I. Andrianova, “Problem of formation of the portfolio business forming projects,” Ekon. Menedzhment Sist. Upravl., No. 4.3 (6), 349–355 (2012). I. V. Burkova, Yu. V. Moiseeva, A. V. Tsvetkov, and I. I. Andrianova, “Problem of formation of the portfolio business forming projects,” Ekon. Menedzhment Sist. Upravl., No. 4.3 (6), 349–355 (2012).
11.
Zurück zum Zitat V. N. Burkov, I. V. Burkova, M. V. Popok, and T. I. Ovchinnikova, “Network programming method,” Probl. Upravl., No. 3, 23–29 (2005). V. N. Burkov, I. V. Burkova, M. V. Popok, and T. I. Ovchinnikova, “Network programming method,” Probl. Upravl., No. 3, 23–29 (2005).
12.
Zurück zum Zitat I. V. Burkova, E. O. Puzhanova, and O. L. Marin, “Task about the satchel and its modification,” Nauch. Vestn. Voronezh. Arkhit.-Stroit. Univ., Ser.: Upravl. Stroit., No. 1 (6), 103–112 (2014). I. V. Burkova, E. O. Puzhanova, and O. L. Marin, “Task about the satchel and its modification,” Nauch. Vestn. Voronezh. Arkhit.-Stroit. Univ., Ser.: Upravl. Stroit., No. 1 (6), 103–112 (2014).
13.
Zurück zum Zitat S. Martello and P. Toth, Knapsack Problems: Algorithms and Computer Implementations, Series in Discrete Mathematics and Optimization (Wiley Intersciences, New York, 1990).MATH S. Martello and P. Toth, Knapsack Problems: Algorithms and Computer Implementations, Series in Discrete Mathematics and Optimization (Wiley Intersciences, New York, 1990).MATH
14.
Zurück zum Zitat Yu. Yu. Finkel’shtein, Approximate Methods and Applied Problems of Discrete Programming (Nauka, Moscow, 1976) [in Russian]. Yu. Yu. Finkel’shtein, Approximate Methods and Applied Problems of Discrete Programming (Nauka, Moscow, 1976) [in Russian].
15.
Zurück zum Zitat V. V. Zubarev, “Problem of the choice of the optimum portfolio of interdependent projects with restriction on time,” Vestn. Voronezh. Tekh. Univ. 7 (5), 201–203 (2011). V. V. Zubarev, “Problem of the choice of the optimum portfolio of interdependent projects with restriction on time,” Vestn. Voronezh. Tekh. Univ. 7 (5), 201–203 (2011).
16.
Zurück zum Zitat V. F. Babkin, V. N. Kolpachev, V. N. Barinov, and M. V. Nedovesov, “Model of the optimum portfolio formation of interdependent building projects with restriction on time,” Nauch. Vestn. Voronezh. Arkhit.-stroit. Univ., Ser.: Stroit. Arkhit., No. 2, 85–89 (2012). V. F. Babkin, V. N. Kolpachev, V. N. Barinov, and M. V. Nedovesov, “Model of the optimum portfolio formation of interdependent building projects with restriction on time,” Nauch. Vestn. Voronezh. Arkhit.-stroit. Univ., Ser.: Stroit. Arkhit., No. 2, 85–89 (2012).
17.
Zurück zum Zitat E. N. Shomova, “Model for the formation of an optimal portfolio of interdependent innovation projects,” Upravl. Proekt. Program., No. 4, 262–269 (2011). E. N. Shomova, “Model for the formation of an optimal portfolio of interdependent innovation projects,” Upravl. Proekt. Program., No. 4, 262–269 (2011).
18.
Zurück zum Zitat V. M. An’shin, I. V. Demkin, I. N. Tsar’kov, and I. M. Nikonov, “Analysis of approaches to the allocation of resources for portfolio projects in conditions of uncertainty,” Probl. Anal. Riska 4, 207–221 (2007). V. M. An’shin, I. V. Demkin, I. N. Tsar’kov, and I. M. Nikonov, “Analysis of approaches to the allocation of resources for portfolio projects in conditions of uncertainty,” Probl. Anal. Riska 4, 207–221 (2007).
19.
Zurück zum Zitat A. D. Tsvirkun and V. V. Topka, “Minimax task of equal resource allocation,” in Proceedings of the 8th Moscow International Conference on Operation Research ORM-2016 (FITs IU RAN, Moscow, 2016), Vol. 2, pp. 103–104. A. D. Tsvirkun and V. V. Topka, “Minimax task of equal resource allocation,” in Proceedings of the 8th Moscow International Conference on Operation Research ORM-2016 (FITs IU RAN, Moscow, 2016), Vol. 2, pp. 103–104.
20.
Zurück zum Zitat A. A. Mironov and V. I. Tsurkov, “Minimax in transportation models with integral constraints: I,” J. Comput. Syst. Sci. Int. 42, 562 (2003).MATH A. A. Mironov and V. I. Tsurkov, “Minimax in transportation models with integral constraints: I,” J. Comput. Syst. Sci. Int. 42, 562 (2003).MATH
21.
Zurück zum Zitat A. A. Mironov, V. V. Fedorchuk, and V. I. Tsurkov, “Minimax in transportation models with integral constraints: II,” J. Comput. Syst. Sci. Int. 44, 732 (2005).MATH A. A. Mironov, V. V. Fedorchuk, and V. I. Tsurkov, “Minimax in transportation models with integral constraints: II,” J. Comput. Syst. Sci. Int. 44, 732 (2005).MATH
22.
Zurück zum Zitat F. M. Borodkin, Statistical Evaluation of the Relationship of Economic Indicators (Statistika, Moscow, 1968) [in Russian]. F. M. Borodkin, Statistical Evaluation of the Relationship of Economic Indicators (Statistika, Moscow, 1968) [in Russian].
23.
Zurück zum Zitat P. Suppes, Probabilistic Theory of Causality, Acta Philosophycal Fennicay Fasc. XXIV (North-Holland, Amsterdam, 1970). P. Suppes, Probabilistic Theory of Causality, Acta Philosophycal Fennicay Fasc. XXIV (North-Holland, Amsterdam, 1970).
24.
Zurück zum Zitat M. Turoff, “An alternative approach to a cross-impact analysis,” Technol. Forecast. Soc. Change, No. 3, 309–339 (1972). M. Turoff, “An alternative approach to a cross-impact analysis,” Technol. Forecast. Soc. Change, No. 3, 309–339 (1972).
25.
Zurück zum Zitat V. V. Topka, “Selection of priority research and development areas,” J. Comput. Syst. Sci. Int. 58 (4), 616–625 (2019). V. V. Topka, “Selection of priority research and development areas,” J. Comput. Syst. Sci. Int. 58 (4), 616–625 (2019).
26.
Zurück zum Zitat V. V. Topka, “Lexicographic solution of two-objective project planning problem under constrained reliability index,” J. Comput. Syst. Sci. Int. 53, 877 (2014).MathSciNetCrossRef V. V. Topka, “Lexicographic solution of two-objective project planning problem under constrained reliability index,” J. Comput. Syst. Sci. Int. 53, 877 (2014).MathSciNetCrossRef
27.
Zurück zum Zitat S. D. Beshelev, Intensification of Scientific Research (Mashinostroenie, Moscow, 1983) [in Russian]. S. D. Beshelev, Intensification of Scientific Research (Mashinostroenie, Moscow, 1983) [in Russian].
28.
Zurück zum Zitat Forecast Workbook, Ed. by I. V. Bestuzhev-Lada (Mysl’, Moscow, 1982) [in Russian]. Forecast Workbook, Ed. by I. V. Bestuzhev-Lada (Mysl’, Moscow, 1982) [in Russian].
29.
Zurück zum Zitat E. Jantsch, Technological Forecasting in Perspective: A Framework for Technological Forecasting (O.E.C.D., Paris, 1967). E. Jantsch, Technological Forecasting in Perspective: A Framework for Technological Forecasting (O.E.C.D., Paris, 1967).
30.
Zurück zum Zitat I. R. Bright, A Guide to Practical Technological Forecasting (Prentice-Hall, New York, 1972). I. R. Bright, A Guide to Practical Technological Forecasting (Prentice-Hall, New York, 1972).
31.
Zurück zum Zitat B. G. Litvak, Expert Information. Methods of Obtaining and Analysis (Radio Svyaz’, Moscow, 1982) [in Russian]. B. G. Litvak, Expert Information. Methods of Obtaining and Analysis (Radio Svyaz’, Moscow, 1982) [in Russian].
32.
Zurück zum Zitat A. N. Tikhonov and V. Ya. Arsenin, Solutions of Ill-Posed Problems (Nauka, Moscow, 1979; Halsted, New York, 1977). A. N. Tikhonov and V. Ya. Arsenin, Solutions of Ill-Posed Problems (Nauka, Moscow, 1979; Halsted, New York, 1977).
33.
Zurück zum Zitat A. B. Bakushinskii and A. V. Goncharskii, Iterative Methods for Solving Ill-Posed Problems (Nauka, Moscow, 1989) [in Russian]. A. B. Bakushinskii and A. V. Goncharskii, Iterative Methods for Solving Ill-Posed Problems (Nauka, Moscow, 1989) [in Russian].
34.
Zurück zum Zitat A. B. Bakushinskii and A. V. Goncharskii, Ill-Posed Problems. Numerical Methods and Applications (Mosk. Gos. Univ., Moscow, 1989) [in Russian]. A. B. Bakushinskii and A. V. Goncharskii, Ill-Posed Problems. Numerical Methods and Applications (Mosk. Gos. Univ., Moscow, 1989) [in Russian].
35.
Zurück zum Zitat F. P. Vasil’ev, Optimization Methods (MTsNMO, Moscow, 2011), Vol. 2 [in Russian]. F. P. Vasil’ev, Optimization Methods (MTsNMO, Moscow, 2011), Vol. 2 [in Russian].
36.
Zurück zum Zitat F. P. Vasil’ev, Optimization Methods (MTsNMO, Moscow, 2011), Vol. 1 [in Russian]. F. P. Vasil’ev, Optimization Methods (MTsNMO, Moscow, 2011), Vol. 1 [in Russian].
Metadaten
Titel
The Cross-Impact Analysis of Innovative Projects in a Portfolio
verfasst von
V. V. Topka
Publikationsdatum
01.09.2019
Verlag
Pleiades Publishing
Erschienen in
Journal of Computer and Systems Sciences International / Ausgabe 5/2019
Print ISSN: 1064-2307
Elektronische ISSN: 1555-6530
DOI
https://doi.org/10.1134/S1064230719050149

Weitere Artikel der Ausgabe 5/2019

Journal of Computer and Systems Sciences International 5/2019 Zur Ausgabe