Multi-factor dependence modelling with specified marginals and structured association in large-scale project risk assessment

DOI10.1016/j.ejor.2021.04.043zbMath1490.90005OpenAlexW3158895603MaRDI QIDQ2242316

Byung-Cheol Kim

Publication date: 9 November 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.04.043

zbMATH Keywords

simulationproject managementdependence modellinglarge-scale risks

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Deterministic scheduling theory in operations research (90B35) Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

Uses Software

• ROME
• Bolstad

Cites Work

• Unnamed Item
• Bolstad
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• Hadamard products and multivariate statistical analysis
• An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions
• A Practical Way for Computing Approximate Lower and Upper Correlation Bounds
• Robust Optimization Made Easy with ROME
• Assessing Dependence: Some Experimental Results
• Uncertainty Analysis with High Dimensional Dependence Modelling
• Behavior of the NORTA method for correlated random vector generation as the dimension increases
• The contribution of mathematical modelling to the practice of project management
• Application of a Technique for Research and Development Program Evaluation
• Introduction to Bayesian Statistics

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