Notice: Unexpected clearActionName after getActionName already called in /var/www/html/includes/context/RequestContext.php on line 337
Prékopa, András - MaRDI portal

Prékopa, András

From MaRDI portal
(Redirected from Person:1844008)
Person:163013

Available identifiers

zbMath Open prekopa.andrasWikidataQ1240916 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


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Prékopa, András