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Table 2 Optimal project selection

From: Pharmaceutical portfolio optimization under cost uncertainty via chance constrained-type method

Approach Selected projects E(Revenue) ($ million) Probability of over budget CPU time (seconds)
Deterministic optimization 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 13, 14, 15 54,456 29.5% 8e−3
CC-MBP 3, 4, 5, 6, 7, 9, 10, 12, 13, 14, 15 53,182 9.4% 9.5
Q-CC 3, 4, 6, 7, 9, 10, 13, 15 49,906 1.3% 2.13e−2
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