Name
Title | ||
|---|---|---|
Robust system portfolio selection with multi-function requirements and system instability |
Abstract | ||
|---|---|---|
System Portfolio Selection (SPS) problem is equivalent to multi-objective optimization problem, with multi-function requirements incommensurable. In the paper, the SPS problem is re-specified with a more practical formulation, comparing to general portfolio problem. Then, both feasible and non-inferior solution is re-defined considering characteristics of SPS problem, specifically, four rules of system function combinations are proposed according to practical cases. Then, the instability of system performance is involved in SPS problem, and the robust theory is employed to solving the uncertainty of system function values with definition of robust non-inferior solution. Next, the paper proposes an immediately updating algorithm to solve the problem of solution space exponentially growing. Finally, a case study is used to demonstrate the usefulness and effectiveness of the proposed approaches. It shows that the approach can provide an efficient guidance for decision-makers in the process of making a SPS. |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1109/SYSCON.2017.7934740 | 2017 Annual IEEE International Systems Conference (SysCon) |
Keywords | Field | DocType |
system portfolio selection,multi function requirements,system funtions combination,system instablity,robust non-inderior solution | Mathematical optimization,Instability,Portfolio,Robustness (computer science),Engineering,Optimization problem,Exponential growth | Conference |
ISSN | ISBN | Citations |
1944-7620 | 978-1-5090-4624-9 | 0 |
PageRank | References | Authors |
0.34 | 6 | 5 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Boyuan Xia | 1 | 1 | 3.74 |
| Yajie Dou | 2 | 5 | 5.88 |
| Qing-Song Zhao | 3 | 104 | 12.21 |
| Bingfeng Ge | 4 | 46 | 11.25 |
| Yang Zhang | 5 | 21 | 6.87 |