Un modelo difuso para la selección de carteras de proyectos con incertidumbre en los costes

In this work, we develop an integer 0-1 programming model in order to select and plan,simultaneously, a project portfolio from a set of initial candidates. Projects can start at different times depending onresource availability or any other strategic or political requirements. We assume the decision centre has an impreciseknowledge about certain parameters which appear in the model’s constraints. This uncertainty has been modeledusing fuzzy set concepts. A numerical example is presented to demonstrate its performance and usefulness of theobtained results.