András Prékopa

52 papers Misc 2Journal 42Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Clusters of high-dimensional interval data and related Boolean functions of events in Euclidean space.
Ann. Oper. Res.
Jinwook Lee, András Prékopa
2025 J jnl
Sharp bounds for the probability that exactly k-out-of-n events occur with unimodal distributions.
Ann. Oper. Res.
Ersoy Subasi, Munevver Mine Subasi, Ahmed Binmahfoudh, András Prékopa
2022 Misc conf
Logical analysis of data: Estimation of cause-effect relationship under noise with applications in classification of natural water springs.
ISAIM
Mariya Naumova, András Prékopa
2021 J jnl
Bounding the values of financial derivatives by the use of the moment problem.
Ann. Oper. Res.
Mariya Naumova, András Prékopa
2020 Misc conf
On the conditional expectation given Boolean functions of events in the n-space.
ISAIM
Jinwook Lee, András Prékopa
2018 J jnl
Risk tomography.
Eur. J. Oper. Res.
András Prékopa, Jinwook Lee
2017 J jnl
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events.
Discret. Appl. Math.
Jinwook Lee, Jongpil Kim, András Prékopa
2017 J jnl
New bounds for the probability that at least k-out-of-n events occur with unimodal distributions.
Discret. Appl. Math.
Munevver Mine Subasi, Ersoy Subasi, Ahmed Binmahfoudh, András Prékopa
2017 J jnl
On the probability of union in the n-space.
Oper. Res. Lett.
Jinwook Lee, András Prékopa
2016 J jnl
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints.
Math. Oper. Res.
Kunikazu Yoda, András Prékopa
2016 J jnl
Improved bounds on the probability of the union of events some of whose intersections are empty.
Oper. Res. Lett.
Kunikazu Yoda, András Prékopa
2016 J jnl
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions.
Ann. Oper. Res.
András Prékopa, Anh Ninh, Gabriela Alexe
2016 J jnl
The Discrete Moment Method for the numerical integration of piecewise higher order convex functions.
Discret. Appl. Math.
András Prékopa, Mariya Naumova
2015 J jnl
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions.
Comput. Manag. Sci.
Jinwook Lee, András Prékopa
2015 J jnl
Optimal capacity design under k-out-of-n and consecutive k-out-of-n type probabilistic constraints.
Ann. Oper. Res.
Merve Unuvar, Eren Erman Ozguven, András Prékopa
2015 J jnl
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables.
Oper. Res.
András Prékopa, Merve Unuvar
2013 J jnl
Log-concavity of compound distributions with applications in stochastic optimization.
Discret. Appl. Math.
Anh Ninh, András Prékopa
2013 J jnl
Properties and calculation of multivariate risk measures: MVaR and MCVaR.
Ann. Oper. Res.
Jinwook Lee, András Prékopa
2013 J jnl
The discrete moment problem with fractional moments.
Oper. Res. Lett.
Anh Ninh, András Prékopa
2012 J jnl
Convex approximations in stochastic programming by semidefinite programming.
Ann. Oper. Res.
István Deák, Imre Pólik, András Prékopa, Tamás Terlaky
2012 J jnl
Multivariate value at risk and related topics.
Ann. Oper. Res.
András Prékopa
2011 J jnl
Uniform quasi-concavity in probabilistic constrained stochastic programming.
Oper. Res. Lett.
András Prékopa, Kunikazu Yoda, Munevver Mine Subasi
2009 — ch.
Cutting-Stock Problem.
Encyclopedia of Optimization
András Prékopa, Csaba I. Fábián
2009 — ch.
Logconcave Measures, Logconvexity.
Encyclopedia of Optimization
András Prékopa
2009 — ch.
Logconcavity of Discrete Distributions.
Encyclopedia of Optimization
András Prékopa
2009 J jnl
On strong unimodality of multivariate discrete distributions.
Discret. Appl. Math.
Ersoy Subasi, Munevver Mine Subasi, András Prékopa
2009 — ch.
Probabilistic Constrained Problems: Convexity Theory.
Encyclopedia of Optimization
András Prékopa
2009 — ch.
Static Stochastic Programming Models.
Encyclopedia of Optimization
András Prékopa
2009 — ch.
Static Stochastic Programming Models: Conditional Expectations.
Encyclopedia of Optimization
András Prékopa
2009 — ch.
Stochastic Programming Models: Random Objective.
Encyclopedia of Optimization
András Prékopa
2007 J jnl
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances.
SIAM J. Optim.
Xiaoling Hou, András Prékopa
2006 J jnl
On the Hungarian inventory control model.
Eur. J. Oper. Res.
András Prékopa
2005 J jnl
Bounding the probability of the union of events by aggregation and disaggregation in linear programs.
Discret. Appl. Math.
András Prékopa, Linchun Gao
2005 J jnl
On stages and consistency checks in stochastic programming.
Oper. Res. Lett.
Horand I. Gassmann, András Prékopa
2004 J jnl
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP.
Oper. Res. Lett.
András Prékopa, Xiaoling Hou
2004 J jnl
On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities.
Math. Oper. Res.
Gergely Mádi-Nagy, András Prékopa
2002 J jnl
Bounds for probabilistic integer programming problems.
Discret. Appl. Math.
Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
2002 J jnl
On a dual method for a specially structured linear programming problem with application to stochastic programming.
Optim. Methods Softw.
Csaba I. Fábián, András Prékopa, Olga Ruf-Fiedler
2001 J jnl
On the concavity of multivariate probability distribution functions.
Oper. Res. Lett.
András Prékopa
2001 J jnl
Probability Bounds with Cherry Trees.
Math. Oper. Res.
József Bukszár, András Prékopa
2000 J jnl
Concavity and efficient points of discrete distributions in probabilistic programming.
Math. Program.
Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
1999 J jnl
The use of discrete moment bounds in probabilisticconstrained stochastic programming models.
Ann. Oper. Res.
András Prékopa
1995 J jnl
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function.
Math. Program.
András Prékopa, Wenzhong Li
1991 J jnl
On the Existence of a Feasible Flow in a Stochastic Transportation Network.
Oper. Res.
András Prékopa, Endre Boros
1990 J jnl
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.
András Prékopa
1990 J jnl
Sharp Bounds on Probabilities Using Linear Programming.
Oper. Res.
András Prékopa
1990 J jnl
The discrete moment problem and linear programming.
Discret. Appl. Math.
András Prékopa
1989 J jnl
Closed Form Two-Sided Bounds for Probabilities that At Least
Math. Oper. Res.
Endre Boros, András Prékopa
1989 — conf
The Use of Binomial Monments for Bounding Network Reliability.
Reliability Of Computer And Communication Networks
András Prékopa, Endre Boros, Keh-Wei Lih
1988 J jnl
Boole-Bonferroni Inequalities and Linear Programming.
Oper. Res.
András Prékopa
1973 J jnl
Contributions to the theory of stochastic programming.
Math. Program.
András Prékopa
1972 J jnl
Laws of Large Numbers for Random Linear Programs.
Math. Syst. Theory
András Prékopa