Pharmaceutical portfolio optimization under cost uncertainty via chance constrained-type method
نویسندگان
چکیده
Abstract Project selection for a portfolio is pivotal decision in the pharmaceutical industry. In this paper, we study optimization problem companies considering uncertainty of cost each phase drug development and specific value annual budget. The presented model suitable to make investment decisions multi-phase projects stochastic approach applied handle model. Post-optimality analysis budget studied. An illustrative example included demonstrate approach.
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ژورنال
عنوان ژورنال: Journal of Mathematics in Industry
سال: 2021
ISSN: ['2190-5983']
DOI: https://doi.org/10.1186/s13362-021-00099-3