Otimização robusta no gerenciamento de portfólio de projetos integrado ao planejamento financeiro

Abstract

The present work intends to create robust models to treat lending strategies to support project costs. It differs from most projects related to project planning and cash flow because in our case we approach the issue at a strategic rather than operational or tactical level. As such, it applies more to project portfolio management than to project management to help in deciding which activities (projects) to choose (or not) to integrate into our portfolio. There is an initial capital contribution made available by the portfolio owner to support activity costs, along with cash flows from loans. Upon completion, the activities begin to generate profits, thus feeding the financial flow. Thus, the problem is to analyze the uncertainty inherent in certain parameters that occur in the nominal model, determining which activities to implement and when they should be implemented so that the cash flow at the end of the planning horizon (considered fixed) is maximized.