List of Selected Publications of A. Prékopa
Books, book parts. Editorial Activity.
- Prékopa, A., Probability Theory. Technical Publ. House,
Budapest, 440
pages. First edition 1962, second 1972, third 1974, fourth 1980 (in Hungarian).
- Bognár, J., J. Mogyoródi, A. Prékopa, A. Rényi and
D. Szász,
Probability Theory Problem Collection. Textbook Publ. House,
Budapest 1971,
330 pages. Second ed. 2001, Typotex, Budapest (in Hungarian).
- Prékopa, A., Linear Programming. J. Bolyai Mathematical
Society, Budapest, 1968, 400 pages (in Hungarian).
- Prékopa, A. (editor), Colloquium on the Applications
of Mathematics to Economics. Proceedings of
the International Conference on the Applications of Mathematics to Economics,
Budapest, Hungary, 1963. Publ. House of the H.A.S. Budapest, 1965.
- Prékopa, A. (editor), Inventory Control and Water Storage.
Proceedings of the International
Conference on Inventory Control and Water Storage, Györ, Hungary, 1971.
Colloquia Mathematica Societatis János Bolyai 7, North Holland
Publishing Company, 1973.
- Prékopa, A. (editor), Progress in Operations
Research I., II. Proceedings of the International
Conference on Operations Research, Eger, Hungary, 1974. Colloquia
Mathematica Societatis János Bolyai 12, North Holland Publishing Company,
1976.
- Prékopa, A. (editor), Survey of Mathematical
Programming I., II., III. Proceedings of the IX International
Symposium on Mathematical Programming, Budapest, Hungary, 1976. North Holland
Publishing Company, 1979.
- Prékopa, A. (editor), Studies on Mathematical
Programming. Proceedings of the IV Conference
on Mathematical Programming, Mátrafüred, Hungary, 1975.
Mathematical
Methods of Operations Research, Vol. 1., Publ. House of the H.A.S., Budapest,
1980.
- Prékopa, A. and J-B. Wets (editors), Stochastic
Programming
I. II. Mathematical Programming Study 27, 28, 1986.
- Kall, P. and A. Prékopa (editors), Recent Results in
Stochastic Programming. Proceedings of the International
Conference on Stochastic Programming, Oberwolfach, Germany, 1979.
Lecture Notes in Economics and Mathematical Systems,
Vol. 179, Springer Verlag, 1980.
- Prékopa, A., J. Szelezsán and B. Strazicky (editors),
System Modelling and Optimization. Proceedings of the 12th IFIP
Conference, Budapest, Hungary, Sept. 1985.
Lecture Notes in Control and Inf. Sci. 84, Springer Verlag,
1986.
- Prékopa, A., Stochastic Programming. Kluwer Academic
Publishers, Dordrecht, Boston, 1995, 600 pages.
- Prékopa, A., Logconcave measures and logconvexity.
Prékopa, A., Logconcavity of discrete distributions.
Prékopa, A., Probabilistic constrained problems: convexity theory.
Prékopa, A., Static stochastic programming models.
Prékopa, A., Static stochastic programming models: conditional expectations.
Fábián, C. and A. Prékopa, Cutting stock.
In: Encyclopedia of Optimization
(C.A. Floudas and P.M. Pardalos, editors),
Kluwer Academic Publishers, 2000,
Vol. III. 217-219;
Vol. III. 219-220;
Vol. IV. 382-383;
Vol. V. 272-273, Vol. V. 274-275;
Vol. I. 371-372.
- Prékopa, A., Inclusion-exclusion.
In:
Encyclopedia of Mathematics, Supplement III.
(M. Hazewinkel, editor).
Kluwer Academic Publishers 2001, 199-201.
- Prékopa, A., and A. Ruszczynski (editors),
Stochastic Programming. Special Issue
of Optimization Methods and Software Vol. 17, 2002.
- Prékopa, A.,
Probabilistic Programming. In: Stochastic Programming, Handbooks in
OR&MS. Vol. 10,
(A. Ruszczynski and A. Shapiro,
editors).
Elsevier, 2003,
267-351.
- Prékopa, A. (editor in chief), János Bolyai Memorial Volume.
Vince Publisher, Budapest, 2004 (in Hungarian).
- Molnár, E. and A. Prékopa (editors),
Non-Euclidean Geometries.
János Bolyai Memorial Volume, Springer, Heidelberg,
forthcoming.
Papers
- Prékopa, A., On a Problem in Probability Theory. In: Proceedings
of the First Hungarian
Mathematical Congress. Publ. House of the H.A.S., Budapest, 1950 (in
Hungarian and in French).
- Prékopa, A., On Composed Poisson Distributions IV. Acta Math.
Acad. Sci. Hung. 3 (1952), 317-325.
- Prékopa, A., Mathematical Treatment of the Degradation Process of Long
Chain Molecules.
Publications of the Mathematical Institute of the H.A.S. 2 (1953),
103-123 (in Hungarian).
- Prékopa, A., On the Convergence of Series of Independent Random
Variables. Publicationes Mathematicae 4 (1956), 410-417.
- Prékopa, A., Extension of Multiplicative Set Functions with Values in
a Banach Algebra. Acta Math. Acad. Sci. Hung. 7 (1956), 201-213.
- Prékopa, A., A. Rényi and K. Urbanik, On the Limiting Distribution
of Sums of Independent Random Variables
with Values in Compact Topological Groups. Acta Math. Acad. Sci. Hung.
7 (1956), 11-16. (in Russian).
- Prékopa, A. and A. Rényi, On the Independence in the Limit of Sums
Depending on the Same Sequence
of Independent Random Variables. Acta Math. Acad. Sci. Hung.
7 (1956), 319-326.
- Lengyel, B., A. Prékopa and F. Török, Über Kinetik und
Gleichgewicht der Aequilibrierungsreaktion von linearen
Methypolysiloxanen I. Zeitschrift für Physikalische Chemie
206 (1956), 161-168.
- Lengyel, B., A. Prékopa, P. Révész and F. Török,
Über Kinetik und Gleichgewicht der Aequilibrierungsreaktion von linearen
Methylpolysiloxanen II. Zeitschrift für Physikalische Chemie
208 (1957), 33-41.
- Prékopa, A., On Stochastic Set Functions I. Acta Math. Acad. Sci.
Hung. 7 (1956), 215-263.
- Prékopa, A., On Stochastic Set Functions II. Acta Math. Acad.
Sci. Hung. 8 (1957), 337-374.
- Prékopa, A., On Stochastic Set Functions III. Acta Math. Acad.
Sci. Hung. 8 (1957), 375-400.
- Prékopa, A., On the Compound Poisson Distribution. Acta Sci.
Math. (Szeged) 18 (1957), 23-28.
- Prékopa, A., On Additive and Multiplicative Totals. Acta Math.
Acad. Sci. Hung. 8 (1957), 107-126.
- Prékopa, A., On Poisson and Composed Poisson Stochastic Set
Functions. Studia Math. 16 (1957), 142-155.
- Prékopa, A., On Secondary Processes Generated by Random Point
Distributions of Poisson
Type. Annales Univ. Sci. Budapest de R. Eötvös nom. Sectio Math.
1 (1958), 153-170.
- Prékopa, A., On Secondary Processes Generated by Random Point
Distributions.
Annales Univ. Sci. Budapest, de R. Eötvös nom. Sectio Math.
2 (1959), 139-146.
- Prékopa, A., On the Spreading Process. Transactions of the Second
Prague Conference
on Information Theory. Statistical Decision Functions and Random
Processes, Prague (1959), 521-529.
- Prékopa, A., Applied Model Building Illustrated by an Inventory
Problem. Entretiens
de Monaco en Sciences Humaines, Session 1964. Edition "Sciences Humaines"
209-218.
- Prékopa, A., On the Probability Distribution of the Optimum of a Random
Linear Program. SIAM Journal on Control 4 (1966), 211-222.
- Bálintfy, J. L. and A. Prékopa,
Nature of Random Variation in the Nutrient Composition of
Meals. Health Services Research 1 (1966), 148-169.
- Prékopa, A., On Random Determinants. I. Studia Sci. Math. Hung.
2 (1967), 125-132.
- Prékopa, A., On Probabilistic Constrained Programming.
Proceedings of the Princeton
Symposium on Mathematical Programming. Princeton University Press, Princeton,
NJ 1970, 113-138.
- Prékopa, A., Reliability Equation for an Inventory Problem and its
Asymptotic
Solutions. Coll. on Appl. of Math. to Economics. Publ. House of the
H.A.S. Budapest, 1965, 317-327.
- Prékopa, A., Contributions to the Theory of Stochastic Programming.
Mathematical Programming 4 (1973), 202-221.
- Prékopa, A., Logarithmic Concave Measures with Applications to
Stochastic Programming. Acta Sci. Math. (Szeged) 32 (1971),
301-316.
- Prékopa, A., On the Number of Vertices of Random Convex Polyhedra.
Periodica Math. Hung. 2 (1972), 259-282.
- Prékopa, A., Laws of Large Numbers of Random Linear Programs.
Mathematical Systems Theory 6 (1972), 277-288.
- Prékopa, A., Stochastic Programming Models for Inventory Control and
Water
Storage Problems. In: Inventory Control and Water Storage. Colloquia
Mathematica
Societatis János Bolyai 7. North Holland Publishing Company 1973, 229-245.
- Prékopa, A., A Class of Stochastic Programming Decision Problems.
Mathematicsche Operationsforschung und Statistik 3 (1972),
349-354.
- Prékopa, A., Generalizations of the Theorems of Smirnov with
Applications
to a Reliability Type Inventory Problem. Mathematische Operationsforschung
und Statistik 4 (1973), 283-297.
- Prékopa, A., On Logarithmic Concave Measures and Functions. Acta
Scientiarum Mathematicarum 34 (1973), 339-343.
- Prékopa, A., Eine Erweiterung der sogenannten Methode der "zulassigen
Richtungen" der
nichtlinearen Optimierung auf den Fall quasikonkaver Restriktions-funktionen.
Mathematische Operationsforchung und Statistik 5 (1974), 281-293.
- Prékopa, A., Programming under Probabilistic Constraints with a Random
Technology
Matrix. Mathematische Operationsforschung und Statistik 5 (1974),
109-116.
- Prékopa, A., A Note on Logarithmic Concave Measures. Mathematics and
Statistics. Essays in Honour of Harald Bergstrom, Goteborg (1973),
61-65.
- Prékopa, A., Logarithmic Concave Measures and Related Topics. In:
Stochastic
Programming, Proceedings of the International Conference on Stochastic
Programming, Oxford, England, 1974 (edited by M.A.H. Dempster). Academic
Press, 1980, 63-82.
- Prékopa, A., S. Ganczer, I. Deák and K. Patyi, The STABIL Stochastic
Programming Model and its Experimental
Application to the Electrical Energy Sector of the Hungarian Economy. In:
Stochastic
Programming, Proceedings of the International Conference on Stochastic
Programming, Oxford, England, 1974 (edited by M.A.H. Dempster). Academic Press
1980, 369-385.
- Prékopa, A., Optimal Control of a Storage Level Using Stochastic
Programming. Problems of Control and Information Theory 4 (1975),
193-204.
- Prékopa, A. and T. Szántai, A New Multivariate Gamma Distribution
and its Fitting to Empirical
Streamflow Data. Water Resources Research 14 (1978), 19-24.
- Prékopa, A., T. Rapcsák and I. Zsuffa, Serially Linked Reservoir
System Design Using Stochastic Programming.
Water Resources Research 14 (1978), 672-678.
- Prékopa, A. and T. Szántai, On Multi-Stage Stochastic Programming.
In: Progress in Operations
Research, Proceedings of the International Conference on Operations Research,
Eger, Hungary 1974. Colloquia Mathematica Societatis János Bolyai 12 (A.
Prékopa, ed.). North Holland Publishing Company 1976, 733-755.
- Prékopa, A., Dynamic Type Stochastic Programming Models. In:
Studies on Mathematical
Programming, Proceedings of the International Conference on Mathematical
Programming, Mátrafüred, Hungary, 1975. Mathematical Methods of Operations
Research Vol 1 (A. Prékopa, ed.). Publ. House of the H.A.S., Budapest, 1976,
127-145.
- Prékopa, A. and T. Szántai, Flood Control Reservoir System Design.
Mathematical Programming Study 9 (1978), 138-151.
- Prékopa, A. and P. Kelle, Reliability Type Inventory Models Based on
Stochastic Programming.
Mathematical Programming Study 9 (1978), 43-58. Also in:
Survey of Math. Prog.
(A. Prékopa, ed.). Publ. House of the H.A.S., Budapest, 1979, Vol. II,
167-182.
- Prékopa, A. and T. Szántai, On Optimal Regulation of a Storage Level
with Application to the Water
Level Regulation of a Lake. European Journal of Operations Research
3 (1979),
175-189. Also in: Survey of Math. Prog. (A. Prékopa, ed.), Publ. House
of the H.A.S. Budapest, 1979, Vol. II, 183-210.
- Prékopa, A., On the Development of Optimization Theory. The
American Mathematical Monthly 87 (1980), 527-542.
- Prékopa, A., The Use of Stochastic Programming for the Solution of
Some Problems
in Probability and Statistics, In: Extremal Methods and Systems Analysis,
Proceedings of an International Conference in Honour of A. Charnes' Sixtieth
Birthday, Austin, Texas 1977. Lecture Notes in Economics and Mathematical
Systems 174 (A.V. Fiacco, K.O. Kortanek, eds.). Springer Verlag 1980, 522-536.
- Prékopa, A., Network Planning Using Two-Stage Programming under
Uncertainity.
In: Recent Results in Stochastic Programming. Proceedings of the
International
Conference on Stochastic Programming, Oberwolfach, Germany, 1979. Lecture
Notes in Economics and Math. Systems, 179 (P. Kall, A. Prékopa, eds.).
Springer, New York, 216-237.
- Kopp, M., A. Prékopa and Á. Skrabski, Game Theoretical Model for the
Dysthemic and Hysteric Neurosis
and the Eysenck-Gray Theory of Psychopatic Behavior. Neuromedical Review
(Ideggyógyászati Szemle) 31 (1978), 154-165, (in Hungarian).
- Deák, I., J. Hoffer, J. Mayer, A. Németh, B. Potecz, A. Prékopa,
and B. Strazicky,
On Optimal Daily Scheduling of the Electricity Production in Hungary.
In: Large-Scale Linear Programming. Proceedings of the IIASA Workshop on
Large
Scale Linear Programming held at IIASA, Laxenburg, 1980 (G.B. Dantzig,
M.A.H. Dempster, M. Kallio, eds.). IIASA, Laxenburg (1981) 923-960.
- Prékopa, A., On the Development of Optimization Theory. Applied
Mathematics
Letters (Alkalmazott Matematikai Lapok) 4 (1978), 165-191, (in
Hungarian).
- Prékopa, A., Reliability Type Inventory Models: A Survey.
In: Economics and Management of Inventories. Proceedings of the
International Conference on Inventory Control,
(A. Chikán ed.). Publ. House of the H.A.S., Budapest, 1981, 477-490.
- Deák, I., J. Hoffer, J. Mayer, A. Németh, B. Potecz, A. Prékopa,
and B. Strazicky,
Large Scale Mixed Variable Mathematical Model for Optimal Short Term
Scheduling of the Daily Power Production, Taking into Account Network
Constraints. Applied Mathematics Letters (Alkalmazott Matematikai
Lapok)
9 (1983), 221-337 (in Hungarian).
- Prékopa, A., Das Wirken von Neumanns auf dem Gebiet der mathematischen
Ökonomie und der
Unternehmenforschung. In: Leben und Werk von John von Neumann (T. Legendi,
T. Szentiványi, eds.). Wissenschaftsverlag, Mannheim, Wien, Zurich 1983,
85-98.
- Prékopa, A., Recent Results in Optimization of Electro-energetic
Systems. International
Workshop on Applied Optimization Techniques in Energy Problems, Johannes
Kepler Univ. Linz, 1984, 7-38.
See also: Proceedings of the Conference on
Applied Optimization Techniques in Energy Problems, June 25-29, 1984, Linz,
Austria (Hj. Wacker, ed.), B.G. Teubner, Stuttgart, 354-383.
- Prékopa, A. and J. Mayer, On the Load Flow Problem of Electric Power
Systems. International Workshop
on Applied Optimization Techniques in Energy Problems, Johannes Keppler Univ.
Linz, 1984, 113-138.
See also: Proceedings of the Conference on
Applied Optimization Techniques in Energy Problems, June 25-29, 1984, Linz,
Austria (Hj. Wacker, ed.), B.G. Teubner, Stuttgart,
321-340.
- Prékopa, A., Numerical Solution of Probabilistic Constrained
Stochastic Programming
Problems. In: Numerical Techniques for Stochastic Optimization
(Yu. Ermoliev, R.J.-B. Wets, eds.). Springer, 1987, 123-139.
- Prékopa, A., Boole-Bonferroni Inequalities and Linear Programming.
Operations Research 36 (1988), 145-162.
- Prékopa, A., Sharp Bounds on Probabilities Using Linear Programming.
Operations Research 38 (1990), 227-239.
- Boros, E. and A. Prékopa, Closed Form Two-Sided Bounds for
Probabilities that at Least r and Exactly
r out of n Events Occur. Mathematics of Operations Research
14 (1989), 317-342.
- Boros, E. and A. Prékopa, Probabilistic Bounds and Algorithms for the
Maximum Satisfiability
Problem. Annals of Operations Research 21 (1989), 109-126.
- Prékopa, A. and E. Boros, Availability Analysis and the Method of
Binomial Moments to Evaluate
Reliability of Power Systems. In: Proceedings of the Workshop on Resource
Planning
Under Uncertainty for Electric Power Systems, Jan. 21-22, 1989,
Stanford University (G.B. Dantzig, P.W. Glynn, eds.). Department of Operations
Research, Stanford University, Stanford, California, 1989, 197-215.
- Prékopa, A., The Discrete Moment Problem and Linear Programming.
Discrete Applied Mathematics 27 (1990), 235-254.
- Prékopa, A., Totally Positive Linear Programming Problems. In:
Functional Analysis,
Optimization and Mathematical Economics. A Collection of Papers Dedicated to
the Memory of L.V. Kantorovich (L.J. Leifman, ed.). Oxford University Press,
New York, Oxford, 1990, 197-207.
- Prékopa, A., Dual Method for a One-Stage Stochastic Programming
Problem with Random
RHS, Obeying a Discrete Probability Distribution. Zeitschrift für
Operations Research 34 (1990), 441-461.
- Prékopa, A. and E. Boros, On the Existence of a Feasible Flow in
a Stochastic
Transportation Network. Operations Research 39 (1991), 119-129.
- Prékopa, A., E. Boros and Keh-Wei Lih, The Use of Binomial Moments for
Bounding Network Reliability. In: Reliability
of Computer and Communication Networks, (F. Roberts, F. Hwang, C. Monma,
eds.).
DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 5,
AMS/ACM 1991, 197-212.
- Prékopa, A., Inequalities on Expectations Based on the Knowledge of
Multivariate
Moments. In: Stochastic Inequalities (M. Shaked, Y.L. Tong, eds.).
Institute
of Mathematical Statistics, Lecture Notes - Monograph Series, Vol. 22, 1992,
309-331.
- Prékopa, A. and W. Li, Solution of and a Bounding in a Linearly
Constrained Optimization Problem
with Convex, Polyhedral Objective Function. Mathematical Programming,
70 (1995), 1-16.
- Prékopa, A., Bounds on Probabilities and Expectations using
Multivariate Moments
of Discrete Distributions. Studia Sci. Math. Hungarica 34 (1998),
349-387.
- Fábián, C., A. Prékopa and
O. Ruf-Fiedler,
On a Dual Method for a Specially
Structured Linear Programming Problem
with Application to Stochastic Programming. Optimization Methods and
Software 17 (2002), 445-492.
- Bosznay, Á., A. Prékopa, T. Szántai and I. Zsuffa, Analyse des
séries des donnés des debits des cours d'eau dans le domain
des étiages. Periodica Polytechnica Ser. Civil Eng. 38 (1994),
261-287.
- Prékopa, A., A Brief Introduction to Linear Programming.
Mathematical Scientist 21 (1996), 85-111.
- Prékopa, A., B. Vizvári and T. Badics, Programming under
Probabilistic Constraint with
Discrete Random Variables. In: New Trends in Mathematical Programming
(F. Giannessi, T. Rapcsák, eds.). Kluwer Academic Publishers, 1997, 235-257.
- Murr, M. and A. Prékopa, Solution of a Product Substitution Problem
using Stochastic Programming.
In: Probabilistic Constrained Optimization, Methodology and
Applications.
(S.P. Uryasev, ed.). Kluwer Academic Publishers, 2000, 252-271.
- Prékopa, A., The use of Discrete Moment Bounds in Probabilistic
Constrained
Stochastic Programming Models. Annals of Operations Research 85
(1999), 21-38.
- Dentcheva, D., A. Prékopa and
A. Ruszczynski,
Concavity and efficient points of discrete distributions in
probabilistic
programming. Math. Programming Ser. A 89 (2000), 55-77.
- Bukszár, J. and A. Prékopa, Probability Bounds with Cherry-Trees.
Mathematics of Operations Research 26 (2001), 174-192.
- Prékopa, A., On the Concavity of Multivariate Probability
Distributions. Operations Research Letters 29 (2001), 1-4.
- Prékopa, A., Discrete Higher Order Convex Functions and their
Applications. In:
Generalized Convexity and Monotonicity (N. Hadjisavvas,
J.E. Martinez-Legaz,
J-P. Penot, eds.). Lecture Notes in Economics and Mathematical Systems,
Springer, 2001, 21-47.
- Mádi-Nagy, G. and A. Prékopa, On Multivariate Discrete Moment
Problems and their Applications to
Bounding Expectations and Probabilities. Mathematics of Operations
Research 29 (2004) 229-258.
- Prékopa, A. and L. Gao, Bounding the Probability of the Union of
Events by the Use of Aggregation
and Disaggregation in Linear Programs. Discrete Applied Math. 145
(2005), 444-454.
- Gao, L. and A. Prékopa, Lower and Upper Bounds for the Probability
that at least r and Exactly
r out of n Events Occur. Mathematical Inequalities and Applications
5 (2002), 315-333.
-
Dentcheva, D., A. Prékopa and A. Ruszczynski,
On Convex Probabilistic Programming with Discrete Distributions.
Nonlinear Analysis 47 (2001), 1997-2009.
- Prékopa, A. and G. Mádi-Nagy, A Multivariate Utility Function.
Applied Math. Papers (Alkalmazott
Matematikai Lapok) 21 (2004) 131-149, (in Hungarian).
-
Dentcheva, D., A. Prékopa and A. Ruszczynski,
Bounds for Probabilistic Integer Programming. Discrete Applied
Mathematics 124 (2002) 55-65.
- Heikkinen, T. and A. Prékopa,
Optimal Power Control in a Wireless Network Using a Model with
Stochastic Link Coefficients. Naval Res. Log. Quart. 2005.
- Prékopa, A., Estimation of Cause-Effect Relationship under Noise.
Journal of Applied Probability, 31A (1994), 343-350.
- Prékopa, A., The Revolution of János Bolyai. World of Nature
(Természet Világa),
133 (2002) no. 7, 290-295, no. 8, 347-352, no. 9, 394-399, 429 (in
Hungarian).
Reprinted in a Special Issue of the same journal, 134 (2003) 3-21.
- Prékopa, A., The Revolution of János
Bolyai. In: Non-Euclidean Geometries, János
Bolyai Memorial Volume. (A. Prékopa, E. Molnar, eds.). Proceedings
of the János
Bolyai Conference, held on July 8-12, Budapest, Hungary. Kluwer Academic
Publishers, to appear.
- Prékopa, A., On the Hungarian Inventory Control Model. European
Journal of Operational Research, 2005.
- Hou, X. and A. Prékopa, A Stochastic Programming Model to Find Optimal
Sample Sizes to Estimate
Unknown Parameters in an LP. Operations Research Letters 32 (2004)
59-67.
- Prékopa, A., The Antecedents and Aftermath of the Discovery of János
Bolyai.
In: Bolyai Memorial Volume (A. Prékopa, ed. in chief). Vince
Publisher, Budapest (2004), 93-110 (in Hungarian).
- Gassmann, H. and A. Prékopa, On Stages and Consistency Checks in
Stochastic
Programming. Operations Research Letters 33 (2005), 171-175.
- Prékopa, A., J. Long and T. Szántai, New Bounds and Approximations
for the Probability Distribution of
the Length of the Critical Path. In: Dynamic Stochastic Optimization,
Lecture
Notes in Economics and Mathematical Systems 532 (K. Marti, Yu. Ermoliev,
G. Pflug eds.), Springer, Berlin, Heidelberg, 2004, 293-320.
- Hou, X and A. Prékopa, Monge Property and Bounding Multivariate
Probability Distribution
Functions with Given Marginals and Covariances. Submitted to SIAM J. on
Optimization.
- Prékopa, A. and G. Mádi-Nagy, A Class of Multiattribute Utility
Functions. Submitted to Economic Theory.
Selected Research Reports
- Prékopa, A.. On the Development of Optimization Theory. MRC
Technical Summary Report No. 1842, 1978.
- Prékopa, A., The Use of Stochastic Programming for the Solution of
Some Problems
in Probability and Statistics. MRC Technical Summary Report No. 1834,
1978.
- Prékopa, A., Network Planning Using Two-Stage Programming under
Uncertainty. MRC Technical Summary Report No. 1835, 1978.
- Prékopa, A., Boole-Bonferroni Inequalities and Linear Programming.
RUTCOR Research Report #4-86, April 1986.
- Prékopa, A., Sharp Bounds on Probabilities using Linear Programming.
RUTCOR Research Report #19-86, August 1986.
- Prékopa, A. and E. Boros, On the Probability of the Existence of a
Feasible Flow in a Stochastic
Transportation Network. RUTCOR Research Report #20-86, August 1986.
- Boros, E. and A. Prékopa, Closed Form Two-Sided Bounds for
Probabilities that at least r and
at least r out of n Events Occur. RUTCOR Research Report #11-87,
March 1987.
- Prékopa, A., The Posynomial Distribution. RUTCOR Research Report
#25-87, July 1987.
- Prékopa, A., Totally Positive Linear Programming Problems. RUTCOR
Research Report #12-87, March 1987.
- Prékopa, A. and S. Hong, Buffer and Machine Capacity Design in
Manufacturing
Systems. RUTCOR Research Report #16-88, March 1988.
- Boros, E. and A. Prékopa, Probabilistic Bounds and Algorithms for the
Maximum Satisfiability
Problem. RUTCOR Research Report #17-88, March 1988.
- Prékopa, A., Dual Method for the Solution of a One-Stage Stochastic
Programming Problem
with Random Right Hand Side Obeying a Discrete Probability Distribution.
RUTCOR Research Report #37-88, July 1988.
- Prékopa, A., The Discrete Moment Problem and Linear Programming.
RUTCOR Research Report #12-88, March 1988.
- Prékopa, A., The Use of Binomial Moments for Bounding Network
Reliability. RUTCOR Research Report #6-91, March 1991.
- Prékopa, A., Inequalities on Expectations Based on the Knowledge of
Multivariate Moments. RUTCOR Research Report #70-91.
- Prékopa, A., Fitting a Smooth Logconcave Function on the Poisson
Probability Distribution Function. RUTCOR Research Report #26-92.
- Prékopa, A. and W. Li, Bounding in and Solution of a Linearly
Constrained Optimization Problem
with Convex, Polyhedral Objective Function. RUTCOR Research Report
#17-92.
- Prékopa, A. and W. Li, On an Optimization Problem Concerning the
Stochastic PERT Problem. RUTCOR Research Report #18-92.
- Prékopa, A., Estimation of Cause-Effect Relationship Under Noise.
RUTCOR Research Report #3-93.
- Prékopa, A., Bounds on Probabilities and Expectations Using
Multivariate Moments of Discrete Distributions. RUTCOR Research Report
#34-93.
- Prékopa, A., Programming Under Probabilistic Constraint and Maximizing
a Probability Under Constraints. RUTCOR Research Report #35-93.
- Prékopa, A. and O. Fiedler, Bounding in Multi-Stage Stochastic
Programming. RUTCOR Research Report #24-95.
- Prékopa, A., O. Fiedler and C. Fábián, On a Dual Method for a
Specially
Structured Linear
Programming
Problem. RUTCOR Research Report #25-95.
- Prékopa, A. and B. Vizvári, Lower and Upper Bounds on
Probabilities
of Boolean Functions of Events. RUTCOR Research Report #36-95.
- Prékopa, A., B. Vizvári and T. Badics, Programming under
Probabilistic Constraint with Discrete Random Variables.
RUTCOR Research Report #10-96.
- Murr, M. and A. Prékopa, Solution of a Product Substitution Problem
Using
Stochastic Programming. RUTCOR Research Report #32-96.
- Prékopa, A. and O. Fiedler, Bounding in Multi-Stage Stochastic
Programming Problems. Freie
Univ. Berlin, Fachbereich Math. und Inf. Serie A, Math. Preprint No. A-19/95.
- Prékopa, A., The Use of Discrete Moment Bounds in Probabilistic
Constrained Stochastic Programming Models. RUTCOR Research Report
#27-98.
- Prékopa, A., On the Concavity of Multivariate Probability Distribution
Functions. RUTCOR Research Report #16-99.
- Prékopa, A., Discrete Higher Order Convex Functions and their
Applications. RUTCOR Research Report #39-2000.
- Prékopa, A. and J. Long, New Bounds and Approximations for the
Probability Distribution of the
Length of the Critical Path. RUTCOR Research Report #16-92.
- Prékopa, A., B. Vizvári and G. Regös, A Method of Disaggregation for Bounding
Probabilities of Boolean Functions
of Events. RUTCOR Research Report #21-97.
- Dentcheva, D., A. Prékopa and A. Ruszczynski, On Stochastic Integer Programming under Probabilistic
Constraints. RUTCOR Research Report #29-98.
- Prékopa, A. and G. Nagy, On Multivariate Discrete Moment Problems and their Applications to Bounding Expectations and Probabilities. RUTCOR Research Report #41-2000.
- Prékopa, A., B. Vizvári, G. Regös and L. Gao, Bounding the
Probability of the Union of Events by the Use of Aggregation
and Disaggregation in Linear Programs. RUTCOR Research Report #4-2001.
- Dentcheva, D., A. Prékopa, A. and A. Ruszczynski, On Convex
Probabilistic Programming with Discrete Distributions. RUTCOR
Research Report #49-2000.
- Dentcheva, D., A. Prékopa and A. Ruszczynski,
Bounds for Probabilistic Integer Programming. RUTCOR Research Report #31-99.
- Prékopa, A., A Very Short Introduction to Linear Programming.
RUTCOR Lecture Notes 2-92.
- Prékopa, A. and W. Li, On an Optimization Problem Concerning the
Stochastic PERT Problem. RUTCOR Research Report #18-92.
- Prékopa, A. and G. Alexe, Dual Method for the Numerical Solution of
the Univariate
Power Moment Problem. RUTCOR Research Report #14-2003.
- Prékopa, A. and S. Szedmák, On the Numerical Solution of the
Univariate Discrete Moment Problem. RUTCOR Research Report #32-2003.
- Hou, X. and A. Prékopa, A Data Mining Problem in Stochastic
Programming.
RUTCOR Research Report #5-2003. DIMACS Technical Report 06-2003.
- Prékopa, A., On the Hungarian Inventory Control Model. RUTCOR
Research Report #17-2004.
- Noyan, N. and A. Prékopa, A Variant of the Hungarian
Inventory Control Model. RUTCOR Research Report #34-2004.
- Prékopa, A. and L. Gao, On Performance Prediction of Cellular
Telephone Networks. RUTCOR Research Report #44-2001.
- Subasi, E., M. Subasi and A. Prékopa, On Strong Unimadality of
n-Dimensional Discrete Distributions. RUTCOR Research Reports
#47-2004.