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]

@inproceedings{HoudaL14,
  title = {On the Use of Copulas in Joint Chance-constrained Programming},
  author = {Michal Houda and Abdel Lisser},
  year = {2014},
  doi = {10.5220/0004831500720079},
  url = {http://dx.doi.org/10.5220/0004831500720079},
  researchr = {https://researchr.org/publication/HoudaL14},
  cites = {0},
  citedby = {0},
  pages = {72-79},
  booktitle = {ICORES 2014 - Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems, Angers, Loire Valley, France, March 6-8, 2014},
  editor = {Begoña Vitoriano and Eric Pinson and Fernando Valente},
  publisher = {SciTePress},
  isbn = {978-989-758-017-8},
}