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On the Use of Copulas in Joint Chance-constrained Programming

Michal Houda, Abdel Lisser. On the Use of Copulas in Joint Chance-constrained Programming. In Begoña Vitoriano, Eric Pinson, Fernando Valente, editors, ICORES 2014 - Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems, Angers, Loire Valley, France, March 6-8, 2014. pages 72-79, SciTePress, 2014. [doi]

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Michal Houda

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Abdel Lisser

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