자원의 제약이 있는 R&D 프로젝트 포트폴리오 선택 문제: 프로젝트 목록이 불확정적인 경우

Abstract

Generally speaking, the expertise of researchers is the key component for a successful R&D project. Therefore, Companies in the R&D business is very important to efficiently use limited research resources. In particular, when companies prepare a project portfolio as to maximize profit, considering and allocating resources of only those projects that the occurrence is certain at the time of creation may not have optimal efficiency. In cases of probabilistic high-yielding projects that the occurrence is not determined at the time of planning, it may be more efficient to consider the allocation of resources for such projects.BR Therefore, in this study, a mathematical model was developed that maximizes the profit by including not only the projects whose occurrence is confirmed in the R&D project portfolio selection problem, but also the projects where the occurrence is unknown and only probabilistic. For estimation, a method of averaging total revenue using a simulation method is presented.BR According to the simulation results, allocating a certain percentage of research resources to projects with a probability of occurrence showed better results than to allocate 100% of research resources to projects with confirmed occurrence in terms of overall project portfolio return. This means that, as in the conditions of the simulation, if the profit of projects with a probability of occurrence is to be higher than those projects with confirmed occurrence, and if the distribution of the occurrence is known, it is better to allocate a certain percentage of research resources to the projects with a probability of occurrence in terms of overall return of the portfolio.