Archimedean Copulas in Joint Chance-Constrained Programming

Author:

Houda Michal,Lisser Abdel

Publisher

Springer International Publishing

Reference18 articles.

1. Prékopa, A.: Stochastic Programming. Akadémiai Kiadó, Budapest (1995)

2. Prékopa, A.: Probabilistic programming. In: Ruszczyński, A., Shapiro, A. (eds.) Stochastic Programming. Handbooks in Operations Research and Management Science, pp. 267–352. Elsevier, Amsterdam (2003)

3. Dentcheva, D.: Optimization models with probabilistic constraints. In: Shapiro, A., Dentcheva, D., Ruszczyński, A. (eds.) Lectures on Stochastic Programming: Modeling and Theory. MOS-SIAM Series on Optimization, pp. 87–153. SIAM, Philadelphia (2009)

4. Miller, B.L., Wagner, H.M.: Chance constrained programming with joint constraints. Oper. Res. 13, 930–945 (1965)

5. Prékopa, A.: Logarithmic concave measures with applications to stochastic programming. Acta Scientiarium Mathematicarum (Szeged) 32, 301–316 (1971)

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