András Prékopa

Publication Activity (10 Years)

Years Active: 1972-2022
Publications (10 Years): 11

Top Topics

Knapsack Problem

Discrete Random Variables

Top Venues

Ann. Oper. Res.

Discret. Appl. Math.

Oper. Res. Lett.

Publications

Mariya Naumova, András Prékopa
Logical analysis of data: Estimation of cause-effect relationship under noise with applications in classification of natural water springs. ISAIM (2022)
Mariya Naumova, András Prékopa
Bounding the values of financial derivatives by the use of the moment problem. Ann. Oper. Res. 305 (1) (2021)
Jinwook Lee, András Prékopa
On the conditional expectation given Boolean functions of events in the n-space. ISAIM (2020)
András Prékopa, Jinwook Lee
Risk tomography. Eur. J. Oper. Res. 265 (1) (2018)
Jinwook Lee, András Prékopa
On the probability of union in the n-space. Oper. Res. Lett. 45 (1) (2017)
Munevver Mine Subasi, Ersoy Subasi, Ahmed Binmahfoudh, András Prékopa
New bounds for the probability that at least k-out-of-n events occur with unimodal distributions. Discret. Appl. Math. 226 (2017)
Jinwook Lee, Jongpil Kim, András Prékopa
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events. Discret. Appl. Math. 219 (2017)
András Prékopa, Mariya Naumova
The Discrete Moment Method for the numerical integration of piecewise higher order convex functions. Discret. Appl. Math. 202 (2016)
Kunikazu Yoda, András Prékopa
Improved bounds on the probability of the union of events some of whose intersections are empty. Oper. Res. Lett. 44 (1) (2016)
András Prékopa, Anh Ninh, Gabriela Alexe
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions. Ann. Oper. Res. 238 (1-2) (2016)
Kunikazu Yoda, András Prékopa
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints. Math. Oper. Res. 41 (2) (2016)
András Prékopa, Merve Unuvar
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables. Oper. Res. 63 (6) (2015)
Jinwook Lee, András Prékopa
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions. Comput. Manag. Sci. 12 (2) (2015)
Merve Unuvar, Eren Erman Ozguven, András Prékopa
Optimal capacity design under k-out-of-n and consecutive k-out-of-n type probabilistic constraints. Ann. Oper. Res. 226 (1) (2015)
Jinwook Lee, András Prékopa
Properties and calculation of multivariate risk measures: MVaR and MCVaR. Ann. Oper. Res. 211 (1) (2013)
Anh Ninh, András Prékopa
Log-concavity of compound distributions with applications in stochastic optimization. Discret. Appl. Math. 161 (18) (2013)
Anh Ninh, András Prékopa
The discrete moment problem with fractional moments. Oper. Res. Lett. 41 (6) (2013)
András Prékopa
Multivariate value at risk and related topics. Ann. Oper. Res. 193 (1) (2012)
István Deák, Imre Pólik, András Prékopa, Tamás Terlaky
Convex approximations in stochastic programming by semidefinite programming. Ann. Oper. Res. 200 (1) (2012)
András Prékopa, Kunikazu Yoda, Munevver Mine Subasi
Uniform quasi-concavity in probabilistic constrained stochastic programming. Oper. Res. Lett. 39 (3) (2011)
Ersoy Subasi, Munevver Mine Subasi, András Prékopa
On strong unimodality of multivariate discrete distributions. Discret. Appl. Math. 157 (2) (2009)
Xiaoling Hou, András Prékopa
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances. SIAM J. Optim. 18 (1) (2007)
András Prékopa
On the Hungarian inventory control model. Eur. J. Oper. Res. 171 (3) (2006)
András Prékopa, Linchun Gao
Bounding the probability of the union of events by aggregation and disaggregation in linear programs. Discret. Appl. Math. 145 (3) (2005)
Horand I. Gassmann, András Prékopa
On stages and consistency checks in stochastic programming. Oper. Res. Lett. 33 (2) (2005)
András Prékopa, Xiaoling Hou
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP. Oper. Res. Lett. 32 (1) (2004)
Gergely Mádi-Nagy, András Prékopa
On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities. Math. Oper. Res. 29 (2) (2004)
Csaba I. Fábián, András Prékopa, Olga Ruf-Fiedler
On a dual method for a specially structured linear programming problem with application to stochastic programming. Optim. Methods Softw. 17 (3) (2002)
Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
Bounds for probabilistic integer programming problems. Discret. Appl. Math. 124 (1-3) (2002)
József Bukszár, András Prékopa
Probability Bounds with Cherry Trees. Math. Oper. Res. 26 (1) (2001)
András Prékopa
On the concavity of multivariate probability distribution functions. Oper. Res. Lett. 29 (1) (2001)
Darinka Dentcheva, András Prékopa, Andrzej Ruszczynski
Concavity and efficient points of discrete distributions in probabilistic programming. Math. Program. 89 (1) (2000)
András Prékopa
The use of discrete moment bounds in probabilisticconstrained stochastic programming models. Ann. Oper. Res. 85 (1999)
András Prékopa, Wenzhong Li
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function. Math. Program. 70 (1995)
András Prékopa, Endre Boros
On the Existence of a Feasible Flow in a Stochastic Transportation Network. Oper. Res. 39 (1) (1991)
András Prékopa
Sharp Bounds on Probabilities Using Linear Programming. Oper. Res. 38 (2) (1990)
András Prékopa
The discrete moment problem and linear programming. Discret. Appl. Math. 27 (3) (1990)
András Prékopa
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. 34 (6) (1990)
Endre Boros, András Prékopa
Events Occur. Math. Oper. Res. 14 (2) (1989)
András Prékopa, Endre Boros, Keh-Wei Lih
The Use of Binomial Monments for Bounding Network Reliability. Reliability Of Computer And Communication Networks (1989)
András Prékopa
Boole-Bonferroni Inequalities and Linear Programming. Oper. Res. 36 (1) (1988)
András Prékopa
Contributions to the theory of stochastic programming. Math. Program. 4 (1) (1973)
András Prékopa
Laws of Large Numbers for Random Linear Programs. Math. Syst. Theory 6 (3) (1972)