Real Options for Project Schedules (ROPS)

Real Options for Project Schedules (ROPS) has three recursive sampling/optimization shells. An outer Adaptive Simulated Annealing (ASA) optimization shell optimizes parameters of strategic Plans containing multiple Projects containing ordered Tasks. A middle shell samples probability distributions of durations of Tasks. An inner shell samples probability distributions of costs of Tasks. PATHTREE is used to develop options on schedules. Algorithms used for Trading in Risk Dimensions (TRD) are applied to develop a relative risk analysis among projects.

• Publication year

  2007

• Venue

  arXiv.org

• Publication date

  2007-04-01

• Fields of study

  Physics, Computer Science, Mathematics, Engineering, Business

• Identifiers
  DOI 10.2139/SSRN.977839arXiv 0704.0090
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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