András Prékopa

According to our database1, András Prékopa authored at least 48 papers between 1972 and 2020.

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Bibliography

2020
On the conditional expectation given Boolean functions of events in the n-space.
Proceedings of the International Symposium on Artificial Intelligence and Mathematics, 2020

2018
Risk tomography.
Eur. J. Oper. Res., 2018

2017
On the probability of union in the n-space.
Oper. Res. Lett., 2017

New bounds for the probability that at least k-out-of-n events occur with unimodal distributions.
Discret. Appl. Math., 2017

Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events.
Discret. Appl. Math., 2017

2016
Improved bounds on the probability of the union of events some of whose intersections are empty.
Oper. Res. Lett., 2016

Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints.
Math. Oper. Res., 2016

The Discrete Moment Method for the numerical integration of piecewise higher order convex functions.
Discret. Appl. Math., 2016

On the relationship between the discrete and continuous bounding moment problems and their numerical solutions.
Ann. Oper. Res., 2016

2015
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables.
Oper. Res., 2015

Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions.
Comput. Manag. Sci., 2015

Optimal capacity design under k-out-of-n and consecutive k-out-of-n type probabilistic constraints.
Ann. Oper. Res., 2015

2013
The discrete moment problem with fractional moments.
Oper. Res. Lett., 2013

Log-concavity of compound distributions with applications in stochastic optimization.
Discret. Appl. Math., 2013

Properties and calculation of multivariate risk measures: MVaR and MCVaR.
Ann. Oper. Res., 2013

2012
Multivariate value at risk and related topics.
Ann. Oper. Res., 2012

Convex approximations in stochastic programming by semidefinite programming.
Ann. Oper. Res., 2012

2011
Uniform quasi-concavity in probabilistic constrained stochastic programming.
Oper. Res. Lett., 2011

2009
Cutting-Stock Problem.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Stochastic Programming Models: Random Objective.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Static Stochastic Programming Models: Conditional Expectations.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Static Stochastic Programming Models.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Probabilistic Constrained Problems: Convexity Theory.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Logconcavity of Discrete Distributions.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Logconcave Measures, Logconvexity.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

On strong unimodality of multivariate discrete distributions.
Discret. Appl. Math., 2009

2007
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances.
SIAM J. Optim., 2007

2006
On the Hungarian inventory control model.
Eur. J. Oper. Res., 2006

2005
On stages and consistency checks in stochastic programming.
Oper. Res. Lett., 2005

Bounding the probability of the union of events by aggregation and disaggregation in linear programs.
Discret. Appl. Math., 2005

2004
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP.
Oper. Res. Lett., 2004

On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities.
Math. Oper. Res., 2004

2002
On a dual method for a specially structured linear programming problem with application to stochastic programming.
Optim. Methods Softw., 2002

Bounds for probabilistic integer programming problems.
Discret. Appl. Math., 2002

2001
On the concavity of multivariate probability distribution functions.
Oper. Res. Lett., 2001

Probability Bounds with Cherry Trees.
Math. Oper. Res., 2001

2000
Concavity and efficient points of discrete distributions in probabilistic programming.
Math. Program., 2000

1999
The use of discrete moment bounds in probabilisticconstrained stochastic programming models.
Ann. Oper. Res., 1999

1995
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function.
Math. Program., 1995

1991
On the Existence of a Feasible Flow in a Stochastic Transportation Network.
Oper. Res., 1991

1990
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution.
ZOR Methods Model. Oper. Res., 1990

Sharp Bounds on Probabilities Using Linear Programming.
Oper. Res., 1990

The discrete moment problem and linear programming.
Discret. Appl. Math., 1990

1989
Closed Form Two-Sided Bounds for Probabilities that At Least <i>r</i> and Exactly <i>r</i> Out of <i>n</i> Events Occur.
Math. Oper. Res., 1989

The Use of Binomial Monments for Bounding Network Reliability.
Proceedings of the Reliability Of Computer And Communication Networks, 1989

1988
Boole-Bonferroni Inequalities and Linear Programming.
Oper. Res., 1988

1973
Contributions to the theory of stochastic programming.
Math. Program., 1973

1972
Laws of Large Numbers for Random Linear Programs.
Math. Syst. Theory, 1972


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