Prékopa, András

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Person:163013

Available identifiers

zbMath Open prekopa.andrasDBLP96/3634WikidataQ1240916 ScholiaQ1240916MaRDI QIDQ163013

List of research outcomes

PublicationDate of PublicationType
Bounding the values of financial derivatives by the use of the moment problem2021-11-09Paper
On the probability of union in the $n$-space2019-02-21Paper
Inequalities on expectations based on the knowledge of multivariate moments2018-11-16Paper
Improved bounds on the probability of the union of events some of whose intersections are empty2018-09-28Paper
Risk tomography2017-11-23Paper
New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions2017-06-14Paper
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events2017-01-23Paper
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints2016-05-19Paper
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions2016-04-20Paper
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables2016-04-05Paper
The discrete moment method for the numerical integration of piecewise higher order convex functions2016-02-12Paper
Decision-making from a risk assessment perspective for corporate mergers and acquisitions2015-07-21Paper
Bivariate Bonferroni-type inequalities based on multivariate Lagrange interpolation2015-05-07Paper
Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints2015-04-23Paper
Scheduling of Power Generation2014-07-07Paper
The discrete moment problem with fractional moments2014-05-15Paper
Properties and calculation of multivariate risk measures: MVaR and MCVaR2014-05-08Paper
Log-concavity of compound distributions with applications in stochastic optimization2014-04-23Paper
https://portal.mardi4nfdi.de/entity/Q28594462013-11-07Paper
Multivariate value at risk and related topics2013-01-15Paper
Convex approximations in stochastic programming by semidefinite programming2013-01-15Paper
On the binomial tree method and other issues in connection with pricing Bermudan and American options2012-06-25Paper
Uniform quasi-concavity in probabilistic constrained stochastic programming2011-08-19Paper
Bounding expectations of functions of random vectors with given marginals and some moments: Applications of the multivariate discrete moment problem2011-02-15Paper
On the analytical–numerical valuation of the Bermudan and American options2010-03-11Paper
Inequalities for discrete higher order convex functions2010-02-11Paper
Discrete moment problems with distributions known to be unimodal2009-08-11Paper
https://portal.mardi4nfdi.de/entity/Q36178982009-03-31Paper
On strong unimodality of multivariate discrete distributions2009-03-04Paper
https://portal.mardi4nfdi.de/entity/Q54511012008-03-18Paper
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances2008-02-25Paper
https://portal.mardi4nfdi.de/entity/Q54394792008-02-11Paper
A class of multiattribute utility functions2008-01-22Paper
https://portal.mardi4nfdi.de/entity/Q54314912007-12-11Paper
https://portal.mardi4nfdi.de/entity/Q54828052006-08-15Paper
Non-Euclidean Geometries2006-04-10Paper
On the Hungarian inventory control model2006-03-22Paper
On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities2005-11-11Paper
On stages and consistency checks in stochastic programming2005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q27549072005-06-22Paper
https://portal.mardi4nfdi.de/entity/Q46729352005-04-28Paper
Bounding the probability of the union of events by aggregation and disaggregation in linear programs2005-02-23Paper
https://portal.mardi4nfdi.de/entity/Q48165252004-09-08Paper
https://portal.mardi4nfdi.de/entity/Q48165302004-09-08Paper
On convex probabilistic programming with discrete distributions.2004-08-26Paper
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP2004-07-01Paper
Concavity and efficient points of discrete distributions in probabilistic programming.2004-02-18Paper
Bounds for probabilistic integer programming problems2002-12-02Paper
Lower and upper bounds for the probability that at least r and exactly r out of n events occur2002-10-29Paper
https://portal.mardi4nfdi.de/entity/Q27513222002-09-28Paper
https://portal.mardi4nfdi.de/entity/Q45399852002-07-16Paper
On a dual method for a specially structured linear programming problem with application to stochastic programming2002-01-01Paper
On the concavity of multivariate probability distribution functions2001-12-05Paper
Probability Bounds with Cherry Trees2001-11-26Paper
https://portal.mardi4nfdi.de/entity/Q27247052001-07-12Paper
The use of discrete moment bounds in probabilistic constrained stochastic programming models1999-06-28Paper
https://portal.mardi4nfdi.de/entity/Q42316341999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q38403351998-08-10Paper
https://portal.mardi4nfdi.de/entity/Q31267521997-04-01Paper
https://portal.mardi4nfdi.de/entity/Q43325361997-02-13Paper
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function1996-07-24Paper
https://portal.mardi4nfdi.de/entity/Q48384901995-07-12Paper
Estimation of cause-effect relationship under noise1994-10-12Paper
https://portal.mardi4nfdi.de/entity/Q40353671993-05-18Paper
On the Existence of a Feasible Flow in a Stochastic Transportation Network1992-06-26Paper
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution1990-01-01Paper
The discrete moment problem and linear programming1990-01-01Paper
Sharp Bounds on Probabilities Using Linear Programming1990-01-01Paper
Probabilistic bounds and algorithms for the maximum satisfiability problem1989-01-01Paper
Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47296141988-01-01Paper
Boole-Bonferroni Inequalities and Linear Programming1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36909751984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33282451983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38580111980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38675551980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38773741980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38936781980-01-01Paper
On the Development of Optimization Theory1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38998231980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39103081980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39295451980-01-01Paper
On optimal regulation of a storage level with application to the water level regulation of a lake1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38735991978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41665621978-01-01Paper
Reliability type inventory models based on stochastic programming1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41055231976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41384501976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41875701976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41890351976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41976141976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41081501975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41369451975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41473271975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41485401975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41622851975-01-01Paper
Eine erweiterung der sogenannten methode der zulässigen Richtungen der nichtlinearen optimierung auf den fall quasikonkaver Restriktionsfunktionen1974-01-01Paper
Programming under probabilistic constraints with a random technology matrix1974-01-01Paper
Contributions to the theory of stochastic programming1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56821591973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56858621973-01-01Paper
Generalizations of the theorems of smirnov with application to a reliability type inventory problem1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40534021973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40820691973-01-01Paper
Laws of large numbers for random linear programs1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56755401972-01-01Paper
A class of stochastic programming decision problems1972-01-01Paper
On the number of vertices of random convex polyhedra1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56452161971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56381261970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55282431967-01-01Paper
On the Probability Distribution of the Optimum of a Random Linear Program1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55973371966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55121591965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55347011965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55537511963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32796191960-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32894261959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32645071958-01-01Paper
On stochastic set functions. II1957-01-01Paper
On Poisson and composed Poisson stochastic set functions1957-01-01Paper
On additive and multiplicative totals1957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32500821957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32945581957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32326141956-01-01Paper
О предельном распределении для сумм независимых слууайных велиуин на бикомпактных коммутативных топологиуеских группах1956-01-01Paper
On the independence in the limit of sums depending on the same sequence of independent random variables1956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32405401956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32408221956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32408231956-01-01Paper
Extension of multiplicative set functions with values in a Banach algebra1956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32409801956-01-01Paper
On stochastic set functions. I1956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32945571956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58324011954-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58324211954-01-01Paper
On composed Poisson distributions, IV1952-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58163251952-01-01Paper

Research outcomes over time


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