| Publication | Date of Publication | Type |
|---|
Bounding the values of financial derivatives by the use of the moment problem
Annals of Operations Research | 2021-11-09 | Paper |
On the probability of union in the $n$-space
Operations Research Letters | 2019-02-21 | Paper |
Inequalities on expectations based on the knowledge of multivariate moments
| 2018-11-16 | Paper |
Improved bounds on the probability of the union of events some of whose intersections are empty
Operations Research Letters | 2018-09-28 | Paper |
Risk tomography
European Journal of Operational Research | 2017-11-23 | Paper |
New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
Discrete Applied Mathematics | 2017-06-14 | Paper |
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events
Discrete Applied Mathematics | 2017-01-23 | Paper |
Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
Mathematics of Operations Research | 2016-05-19 | Paper |
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
Annals of Operations Research | 2016-04-20 | Paper |
Single commodity stochastic network design under probabilistic constraint with discrete random variables
Operations Research | 2016-04-05 | Paper |
The discrete moment method for the numerical integration of piecewise higher order convex functions
Discrete Applied Mathematics | 2016-02-12 | Paper |
Decision-making from a risk assessment perspective for corporate mergers and acquisitions
Computational Management Science | 2015-07-21 | Paper |
Bivariate Bonferroni-type inequalities based on multivariate Lagrange interpolation
Studia Scientiarum Mathematicarum Hungarica | 2015-05-07 | Paper |
Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
Annals of Operations Research | 2015-04-23 | Paper |
Scheduling of power generation. A large-scale mixed-variable model
Springer Series in Operations Research and Financial Engineering | 2014-07-07 | Paper |
The discrete moment problem with fractional moments
Operations Research Letters | 2014-05-15 | Paper |
Properties and calculation of multivariate risk measures: MVaR and MCVaR
Annals of Operations Research | 2014-05-08 | Paper |
Log-concavity of compound distributions with applications in stochastic optimization
Discrete Applied Mathematics | 2014-04-23 | Paper |
Determination of the irrigation water content of natural streamflows
Alkalmazott Matematikai Lapok. A Magyar Tudomanyos Akademia. Matematikai es Fizikai Tudomanyok Osztalyanak Közlemenyei | 2013-11-07 | Paper |
Multivariate value at risk and related topics
Annals of Operations Research | 2013-01-15 | Paper |
Convex approximations in stochastic programming by semidefinite programming
Annals of Operations Research | 2013-01-15 | Paper |
On the binomial tree method and other issues in connection with pricing Bermudan and American options
Quantitative Finance | 2012-06-25 | Paper |
Uniform quasi-concavity in probabilistic constrained stochastic programming
Operations Research Letters | 2011-08-19 | Paper |
Bounding expectations of functions of random vectors with given marginals and some moments: applications of the multivariate discrete moment problem
Mathematical Inequalities & Applications | 2011-02-15 | Paper |
On the analytical-numerical valuation of the Bermudan and American options
Quantitative Finance | 2010-03-11 | Paper |
Inequalities for discrete higher order convex functions
Journal of Mathematical Inequalities | 2010-02-11 | Paper |
Discrete moment problems with distributions known to be unimodal
Mathematical Inequalities & Applications | 2009-08-11 | Paper |
scientific article; zbMATH DE number 5538165 (Why is no real title available?)
| 2009-03-31 | Paper |
On strong unimodality of multivariate discrete distributions
Discrete Applied Mathematics | 2009-03-04 | Paper |
Sharp bounds for the probability of the union of events under unimodality condition
| 2008-03-18 | Paper |
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances
SIAM Journal on Optimization | 2008-02-25 | Paper |
New bounds and approximations for the probability distribution of the length of the critical path
| 2008-02-11 | Paper |
A class of multiattribute utility functions
Economic Theory | 2008-01-22 | Paper |
scientific article; zbMATH DE number 5219516 (Why is no real title available?)
| 2007-12-11 | Paper |
scientific article; zbMATH DE number 5046169 (Why is no real title available?)
| 2006-08-15 | Paper |
Non-Euclidean Geometries
| 2006-04-10 | Paper |
On the Hungarian inventory control model
European Journal of Operational Research | 2006-03-22 | Paper |
On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities
Mathematics of Operations Research | 2005-11-11 | Paper |
On stages and consistency checks in stochastic programming
Operations Research Letters | 2005-08-25 | Paper |
One-sided approximation of multivariate discrete functions by polynomials
Alkalmazott Matematikai Lapok. A Magyar Tudomanyos Akademia. Matematikai es Fizikai Tudomanyok Osztalyanak Közlemenyei | 2005-06-22 | Paper |
scientific article; zbMATH DE number 2162225 (Why is no real title available?)
| 2005-04-28 | Paper |
Bounding the probability of the union of events by aggregation and disaggregation in linear programs
Discrete Applied Mathematics | 2005-02-23 | Paper |
scientific article; zbMATH DE number 2099991 (Why is no real title available?)
| 2004-09-08 | Paper |
scientific article; zbMATH DE number 2099986 (Why is no real title available?)
| 2004-09-08 | Paper |
On convex probabilistic programming with discrete distributions.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP
Operations Research Letters | 2004-07-01 | Paper |
Concavity and efficient points of discrete distributions in probabilistic programming.
Mathematical Programming. Series A. Series B | 2004-02-18 | Paper |
Bounds for probabilistic integer programming problems
Discrete Applied Mathematics | 2002-12-02 | Paper |
Lower and upper bounds for the probability that at least r and exactly r out of n events occur
Mathematical Inequalities & Applications | 2002-10-29 | Paper |
scientific article; zbMATH DE number 1664573 (Why is no real title available?)
| 2002-09-28 | Paper |
scientific article; zbMATH DE number 1768779 (Why is no real title available?)
| 2002-07-16 | Paper |
On a dual method for a specially structured linear programming problem with application to stochastic programming
Optimization Methods & Software | 2002-01-01 | Paper |
On the concavity of multivariate probability distribution functions
Operations Research Letters | 2001-12-05 | Paper |
Probability bounds with cherry trees.
Mathematics of Operations Research | 2001-11-26 | Paper |
Solution of a product substitution problem using stochastic programming
| 2001-07-12 | Paper |
The use of discrete moment bounds in probabilistic constrained stochastic programming models
Annals of Operations Research | 1999-06-28 | Paper |
scientific article; zbMATH DE number 1261204 (Why is no real title available?)
| 1999-03-14 | Paper |
scientific article; zbMATH DE number 1187131 (Why is no real title available?)
| 1998-08-10 | Paper |
scientific article; zbMATH DE number 995813 (Why is no real title available?)
| 1997-04-01 | Paper |
scientific article; zbMATH DE number 978377 (Why is no real title available?)
| 1997-02-13 | Paper |
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
Mathematical Programming. Series A. Series B | 1996-07-24 | Paper |
scientific article; zbMATH DE number 772850 (Why is no real title available?)
| 1995-07-12 | Paper |
Estimation of cause-effect relationship under noise
Journal of Applied Probability | 1994-10-12 | Paper |
scientific article; zbMATH DE number 176260 (Why is no real title available?)
| 1993-05-18 | Paper |
On the Existence of a Feasible Flow in a Stochastic Transportation Network
Operations Research | 1992-06-26 | Paper |
Sharp Bounds on Probabilities Using Linear Programming
Operations Research | 1990-01-01 | Paper |
The discrete moment problem and linear programming
Discrete Applied Mathematics | 1990-01-01 | Paper |
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research | 1990-01-01 | Paper |
Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
Mathematics of Operations Research | 1989-01-01 | Paper |
Probabilistic bounds and algorithms for the maximum satisfiability problem
Annals of Operations Research | 1989-01-01 | Paper |
Boole-Bonferroni Inequalities and Linear Programming
Operations Research | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4114379 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 3915532 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3858825 (Why is no real title available?)
| 1983-01-01 | Paper |
scientific article; zbMATH DE number 3708103 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3681462 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3700586 (Why is no real title available?)
| 1980-01-01 | Paper |
On the Development of Optimization Theory
The American Mathematical Monthly | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3670183 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3743019 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3720679 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3659276 (Why is no real title available?)
| 1980-01-01 | Paper |
On optimal regulation of a storage level with application to the water level regulation of a lake
European Journal of Operational Research | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3677255 (Why is no real title available?)
| 1978-01-01 | Paper |
scientific article; zbMATH DE number 3599817 (Why is no real title available?)
| 1978-01-01 | Paper |
Reliability type inventory models based on stochastic programming
Mathematical Programming in Use | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3566517 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3625105 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3637584 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3528071 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3626905 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3578045 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3564702 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3592753 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3531197 (Why is no real title available?)
| 1975-01-01 | Paper |
scientific article; zbMATH DE number 3576406 (Why is no real title available?)
| 1975-01-01 | Paper |
Eine erweiterung der sogenannten methode der zulässigen Richtungen der nichtlinearen optimierung auf den fall quasikonkaver Restriktionsfunktionen
Mathematische Operationsforschung Statistik | 1974-01-01 | Paper |
Programming under probabilistic constraints with a random technology matrix
Mathematische Operationsforschung Statistik | 1974-01-01 | Paper |
scientific article; zbMATH DE number 3423816 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3417266 (Why is no real title available?)
| 1973-01-01 | Paper |
Contributions to the theory of stochastic programming
Mathematical Programming | 1973-01-01 | Paper |
Generalizations of the theorems of smirnov with application to a reliability type inventory problem
Mathematische Operationsforschung Statistik | 1973-01-01 | Paper |
scientific article; zbMATH DE number 3468569 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3500770 (Why is no real title available?)
| 1973-01-01 | Paper |
scientific article; zbMATH DE number 3409132 (Why is no real title available?)
| 1972-01-01 | Paper |
A class of stochastic programming decision problems
Mathematische Operationsforschung Statistik | 1972-01-01 | Paper |
On the number of vertices of random convex polyhedra
Periodica Mathematica Hungarica | 1972-01-01 | Paper |
Laws of large numbers for random linear programs
Mathematical Systems Theory | 1972-01-01 | Paper |
scientific article; zbMATH DE number 3373547 (Why is no real title available?)
| 1971-01-01 | Paper |
scientific article; zbMATH DE number 3365056 (Why is no real title available?)
| 1970-01-01 | Paper |
scientific article; zbMATH DE number 3240844 (Why is no real title available?)
| 1967-01-01 | Paper |
On the Probability Distribution of the Optimum of a Random Linear Program
SIAM Journal on Control | 1966-01-01 | Paper |
scientific article; zbMATH DE number 3317541 (Why is no real title available?)
| 1966-01-01 | Paper |
scientific article; zbMATH DE number 3223658 (Why is no real title available?)
| 1965-01-01 | Paper |
scientific article; zbMATH DE number 3247801 (Why is no real title available?)
| 1965-01-01 | Paper |
scientific article; zbMATH DE number 3269544 (Why is no real title available?)
| 1963-01-01 | Paper |
scientific article; zbMATH DE number 3161560 (Why is no real title available?)
| 1960-01-01 | Paper |
scientific article; zbMATH DE number 3170760 (Why is no real title available?)
| 1959-01-01 | Paper |
scientific article; zbMATH DE number 3146357 (Why is no real title available?)
| 1958-01-01 | Paper |
On additive and multiplicative totals
Acta Mathematica Academiae Scientiarum Hungaricae | 1957-01-01 | Paper |
scientific article; zbMATH DE number 3133864 (Why is no real title available?)
| 1957-01-01 | Paper |
scientific article; zbMATH DE number 3175627 (Why is no real title available?)
| 1957-01-01 | Paper |
On Poisson and composed Poisson stochastic set functions
Studia Mathematica | 1957-01-01 | Paper |
On stochastic set functions. II
Acta Mathematica Academiae Scientiarum Hungaricae | 1957-01-01 | Paper |
scientific article; zbMATH DE number 3117934 (Why is no real title available?)
| 1956-01-01 | Paper |
О предельном распределении для сумм независимых слууайных велиуин на бикомпактных коммутативных топологиуеских группах
Acta Mathematica Academiae Scientiarum Hungaricae | 1956-01-01 | Paper |
On the independence in the limit of sums depending on the same sequence of independent random variables
Acta Mathematica Academiae Scientiarum Hungaricae | 1956-01-01 | Paper |
scientific article; zbMATH DE number 3125109 (Why is no real title available?)
| 1956-01-01 | Paper |
scientific article; zbMATH DE number 3125334 (Why is no real title available?)
| 1956-01-01 | Paper |
scientific article; zbMATH DE number 3125335 (Why is no real title available?)
| 1956-01-01 | Paper |
scientific article; zbMATH DE number 3125493 (Why is no real title available?)
| 1956-01-01 | Paper |
scientific article; zbMATH DE number 3175626 (Why is no real title available?)
| 1956-01-01 | Paper |
On stochastic set functions. I
Acta Mathematica Academiae Scientiarum Hungaricae | 1956-01-01 | Paper |
Extension of multiplicative set functions with values in a Banach algebra
Acta Mathematica Academiae Scientiarum Hungaricae | 1956-01-01 | Paper |
scientific article; zbMATH DE number 3094632 (Why is no real title available?)
| 1954-01-01 | Paper |
scientific article; zbMATH DE number 3094613 (Why is no real title available?)
| 1954-01-01 | Paper |
scientific article; zbMATH DE number 3077404 (Why is no real title available?)
| 1952-01-01 | Paper |
On composed Poisson distributions, IV
Acta Mathematica Academiae Scientiarum Hungaricae | 1952-01-01 | Paper |
