The Cross-Impact Analysis of Innovative Projects in a Portfolio
- Авторы: Topka V.1
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Учреждения:
- Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
- Выпуск: Том 58, № 5 (2019)
- Страницы: 736-746
- Раздел: Systems Analysis and Operations Research
- URL: https://journals.rcsi.science/1064-2307/article/view/220482
- DOI: https://doi.org/10.1134/S1064230719050149
- ID: 220482
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Аннотация
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.
Об авторах
V. Topka
Trapeznikov Institute of Control Sciences, Russian Academy of Sciences
Автор, ответственный за переписку.
Email: Topka3@mail.ru
Россия, Moscow, 117997
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