Curriculum Vitae

Name: András Prékopa
Born: Nyíregyháza, Hungary
Education:
B.A. and M.A. degrees in Mathematics and Physics from the University of Debrecen (Hungary)
Ph.D.:
Ph.D. student under the leadership of Professor A. Rényi at the Institute for Applied Mathematics of the Hungarian Academy of Sciences. Candidate of Math.Sci. degree 1956, Ph.D. 1960 from the University of Budapest.

Positions:
Professor of Operations Research, Statistics and Mathematics, Rutgers University. 1985-present.
Professor of Operations Research and Mathematics, L. Eötvös University of Budapest, 1983-2000. Founder of the Department of Operations Research and chairman between 1983-1987. Emeritus, 2000-.
Professor of Mathematics, Department of Mathematics, Technical University of Budapest, 1968-1983.
Associate Professor, Department of Probability Theory, L. Eötvös University of Budapest, 1963-1968.
Assistant Professor, Department of Probability Theory, L. Eötvös University of Budapest, 1956-1963.
Part-time:
Director and founder of the Applied Mathematics Branch, Computer and Automation Institute of the Hungarian Academy of Science, 1977-1985.
Head of the Department of Operations Research, Computer and Automation Institute of the Hungarian Academy of Science, 1973-1975.
Head of the Department of Operations Research, Computing Center of the Hungarian Academy of Science, 1970-1973.
Head and founder of the Department of Operations Research, Mathematical Institute of the Hungarian Academy of Science, 1959-1970. First research OR department in Hungary. Moved to the Computing Center (united with Computer and Aut. Inst. of the HAS in 1973) in 1970.
Head and founder of the Mathematical Statistics Group, Central Statistical Bureau, Budapest, 1958-1965.

Visiting Appointments:

Rutgers University, RUTCOR, 1985-87.
Stanford University, Department of Operations Research, 1978.
University of Wisconsin-Madison, Mathematics Research Center 1977-1978.
University of Zurich, OR Dept. 1975.
Tulane University, School of Business Administration, 1965, 1967.
Case Institute of Technology, Department of Mathematics, 1965.
University of Aarhus, Department of Mathematics, Aarhus, Denmark, 1960.

Educational Activities, Courses Taught at the L. Eötvös University of Budapest and the Technical University of Budapest:
Linear Programming (first in 1958), Nonlinear Programming, Stochastic Programming, Integer Programming, Inventory Control, Queuing Theory, Stochastic Processes, Probability Theory, Mathematical Statistics, Advanced Calculus, Linear Algebra, Applied Mathematics.
Founder of the Operations Research master's program at the L. Eötvös University of Budapest. First students enrolled in 1967. Founder of the Doctoral Program: Operations Research, Applied Mathematics and Statistics at the L. Eötvös University of Budapest, 1992.
At Rutgers University:
Undergraduate: Linear programming, Probability Theory, Statistics, Calculus, Applied Mathematics, Stochastic Models of Operations Research.
Graduate: Stochastic Processes, Stochastic Programming, Actuarial Mathematics, Financial Mathematics, Simulation, Applied OR Models.

Ph.D. Students Supervised:
    Name PositionCountry of Origin       Year of Defence
1.    W. Aigbe      Prof., Univ. of Ibadan, Nigeria      Nigeria,      1980
2.    A. Bakó      Prof., Technical College, Budapest      Hungary      1971
3.    E. Boros       Prof., Rutgers University       Hungary      1984
4.    J. Bukszár      Assistant Prof., Univ. of Miskolc      Hungary      1998
5.    A. Burkauskas      Lithuanian Acad. Sci., Vilnius      Lithuania      1985
6.    I. Deák      Associate Prof., Techn. Univ. Budapest      Hungary      1971
7.    I.C. Fábián      Assistant Prof., Univ. of Budapest      Hungary      1999
8.    E. Ferenczy      Prof., Canada      Hungary      1963
9.    P. Futó      Entrepeneur, Budapest      Hungary      1980
10.    L. Gao       Researcher AT&T, USA       USA      2001
11.    L. Gerencsér      Prof., Hungarian Acad. Sci.      Hungary      1970
12.    S. Halász      Researcher AT&T, USA      Hungary      1976
13.    T. Heikkinen       Prof., Univ. of Birmingham, UK       Finland      2001
14.    P. Kelle      Prof., Univ of Louisiana, USA      Hungary      1979
15.    G. Kéri       Researcher, HAS       Hungary      1978
16.    É. Komáromi      Assoc. Prof., Econ. Univ. Budapest      Hungary      1980
17.    M. Kopp      Prof., Medical Univ. Budapest      Hungary      1982
18.    Z. László      Prof., Univ. Veszprém, Hungary      Hungary      1972
19.    W. Li       Researcher, California, USA       USA      1995
20.    J. Long       Researcher, Merck Co., NJ, USA       USA      1995
21.    G. Nagy      Assist. Prof., Techn. Univ. Budapest      Hungary      2002
22.    Ho Ngoc Luat       Hanoi, Vietnam       Vietnam      1984
23.    Dinh The Luc      Prof., Univ. Avignon, France      Vietnam      1984
24.    A. Majthay      Prof., Univ. Florida, USA      Hungary      1969
25.    J. Mayer       Habil. Dozent, Univ. Zürich       Hungary      1976
26.    D. Monhor      Assoc. Prof. Univ. Western Hungary      Mongolia      1983
27.    A. Móricz       Researcher, Ministry of Finance, Hungary (deceased)       Hungary      1970
28.    M. Murr       Researcher, AT&T, Princeton, USA       USA      1992
29.    G. Németh       Researcher (deceased)       Hungary      1969
30.    M. Oschwald       Director, Erasmus Co., Netherlands       W. Germany      1985
31.    J. Pintér      Pintér Consulting Services, Canada      Hungary      1975
32.    R. Rao      Prof., Indian Inst. Techn.      India      1980
33.    T. Rapcsák      Prof., Hung. Acad. Sci.      Hungary      1974
34.    P. Révész      Prof., Techn. Univ. Vienna, Full member, Hung. Acad. Sci.      Hungary      1962
35.    F. Sebestyén       Researcher, Hungary       Hungary      1970
36.    A. Sebö      Prof., Univ. Grenoble, France      Hungary      1988
37.    J. Stáhl      Prof., Economic Univ. Budapest      Hungary      1974
38.    B. Strazicky      Assoc. Prof. St. Steven Univ. Bp.      Hungary      1976
39.    E. Stubnya      Assoc. Prof., Techn. Univ. Budapest      Hungary      1979
40.    T. Szántai      Prof., Techn. Univ. Budapest      Hungary      1985
41.    D. Szász      Prof., Techn. Univ.Budapest, Full member, Hung. Acad. Sci.      Hungary      1966
42.    S. Szedmák       Postdoc, Royal Holloway Univ. England       Hungary      2003
43.    A. Vásárhelyi       Assoc. Prof. Techn. Univ. Budapest       Hungary      1984
44.    G. Veress      Prof. Univ. Veszprém, Hungary      Hungary      1974
45.    D. Vermes      Prof. Univ. Washington, Seattle USA      Hungary      1984
46.    I. Zóki      Teacher, Novi Sad, Yu.      Yugoslavia      1972
47.    I. Zsuffa      Prof., Techn. Univ. Budapest      Hungary      1962
Currently working
A. HorváthHungary
Xiaoling HouUSA
Tongyin LiuUSA
Karnchana PanichacarnUSA
Ersoy SubasiUSA

Other former students, whose interest was turned to OR while being students of A. Prékopa include: Prof. I. Maros, Imperial College, London, Prof. T. Terlaky, McMaster Univ. Canada, Prof. L.B. Kovács, Univ. of Copenhagen, Prof. B. Vizvári, Univ. of Budapest, Prof. Á. Eiben, Univ. of Amsterdam, Dr. J. Fülöp, HAS, etc.

Editorial Activities:
Editor-in-chief (and one of the founders) of Alkalmazott Matematikai Lapok (Applied Mathematics Papers) published in Hungary (1979-1990).

Member of the editorial boards of: Acta Cybernetica; Acta Sci. Math. Hung.; Annales Univ. R. Eötvös, Sectio Math.; Annals of Operations Research; Computational Man. Sci.; Discrete Applied Mathematics; Mathermatical Inequalities and Appl. Formerly: Stochastic Processes, Mathematics of Operations Research; European Journal of Operational Research; Periodica Mathematica Hungarica.

Other Appointments:
Chairman and founder of the Committee on Stochastic Programming, Mathematical Programming Society, 1981-1989.
Chairman and founder of the Committee of Operations Research, Hungarian Academy of Sciences, 1979-1987.
Chairman and founder of the Applied Mathematics Section, J. Bolyai Mathematical Society, 1964-1985.
Chairman of several international conferences:
Applications of Mathematics to Economics, Budapest, 1963.
Inventory Control and Water storage, Győr, Hungary, 1971.
International Operations Research Conference, Eger, Hungary, 1974.
IX. International Symposium on Mathematical Programming, Budapest, 1976.
International Conference on Stochastic Programming, Köszeg, Hungary, 1981.
International Conference on Stochastic Programming, International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, 1983 (co-chairman).
International Conference on Stochastic Programming, Oberwolfach, Germany, 1979 (co-chairman).
GAMM Tagung, Budapest, 1982.
12th IFIP Conference on System Modelling and Optimization, Budapest, 1985.
European Operational Research Conference, EURO 2000, July 16-19, 2000, Budapest.
János Bolyai Memorial Conference, celebrating the 200th anniversary of his birth, July 8-12, Budapest, Hungary.
János Bolyai Memorial Conference, November 22-23, New Brunswick, NJ, USA.
Initiator and organizer of the Mátrafüred Conferences on Mathematical Programming, between 1973-1985.
Initiator and organizer or co-chairman of several Hungarian OR conferences since 1967 (Veszprém, 1967; Debrecen, 1970; Györ, 1975, etc.).
Member of all International Program Committees of the Symposia on Mathematical Programming, between 1964-1997; organizer of Stochastic Programming cluster at TIMS conference, Copenhagen, 1984 etc.

Distinctions:
Foreign member of the National Academy of Engineering of Mexico, 1977-present.
Corresponding member of the Hungarian Academy of Sciences, 1979-1985.
Full member of the Hungarian Academy of Sciences, 1985-present.
Member of the New York Academy of Science, 1987-present.
Member of the International Statistical Institute, 1968-present.
Fellow of the Econometric Society, 1978-present.
Honorary president, J. Bolyai Mathematical Society, Hungary, 1996-present.
Honorary president, Hungarian Operations Research Society 1991-present.

Awards:
G. Grünwald award from the J. Bolyai Society, 1956, given to young mathematicians for outstanding scientific achievements.
Award from the Federation of Scientific and Engineering Societies of Hungary, 1983, for outstanding activities in organization.
O. Benedikt award from the Computer and Automation Institute of the HAS, 1979, for outstanding research and leadership in Operations Research and Applied Mathematics.
Award from the Computer and Automation Inst. of the HAS, 1985, for outstanding scientific research.
Award from the Polish Academy of Sciences for outstanding scientific achievements and organization, 1982.
T. Szele medal from the J. Bolyai Society, 1994, for mentoring young scientists.
Széchenyi Prize from the Hungarian Government, 1996, for outstanding scientific achievements.
Prize for Excellence from the Publ. House of the H.A.S..1998, for the book 'Stochastic Programming, Kluwer, 1995.'
Grand Prize of the Arany János Foundation (Hungary) for the creation of a scientific school, 2002.
EURO Gold Medal, from the European Operational Research Societies, 2003.
Middle Cross given by the President of the Republic of Hungary, 2005.
Most prominent biographical listing in: 5000 Personalities of the World, American Biographical Institute, 1986.

Membership in Professional Societies:
Mathematical Programming Society, 1970-present.
INFORMS (previously ORSA, TIMS), 1987-present.
J. Bolyai Mathematical Society, 1952-present.
SIAM, Society for Industrial and Applied Mathematics, 1999-present.
International Association of Financial Engineers, 1997-present.
(See also under the heading: Distinctions)

Research Interests:
Operations Research, in particular stochastic models, Stochastic Programming. Modern Applied Mathematics, Probability Theory and Statistics, Convex Geometry. Mathematical Analysis. Applications in power systems, water resources, network design, inventory control and production, chemistry, dietetics, insurance and finance, etc.

Most Important Scientific Achievements:
One of the founder (together with the Polish mathematicians Marczewski and Ryll-Nardzewski) of the theory of stochastic set functions. This includes the publication of one of the first papers on random point processes in higher dimensional spaces and their generalizations. Also, the publication of one of the first papers on marked Poisson processes in abstract spaces and the proof of the so-called product space theorem. This theorem appears, among others, in the mathematical description of mobile telecommunication systems.
Initiator of the programming under probabilistic constraints research area, where the random variables are stochastically dependent. This initiation corrected the earlier formulation of 'chance constrained programming' by Charnes, Cooper and Symonds, who prescribed probability bounds individually for the stochastic constraints, neglecting to take into account dependence of the random variables involved.
Developed multivariate logconcavity theory which, among others, made it possible to prove the convexity of the probabilistic constrained problem for a wide class of the underlying multivariate probability distributions. These results have been widely applied, in addition to stochastic programming, in statistics, economics, mathematical analysis and convex geometry. In economics the basic theorem of logconcave measures, proved by Prékopa in 1971 and 1973, proves to be a fundamental aggregation theorem, also used in product differentiation etc.
Developed, together with his students and collaborators, algorithms and codes to numerically solve probabilistic constrained and other stochastic and nonlinear programming problems. Initiated and obtained new results for probabilistic constrained stochastic programming in case of discrete random variables.
Generalized Smirnov's theorem in order statistics and used the results to solve an inventory control problem. The model has widely been applied and is frequently called the 'Hungarian Inventory Control Model'.
Presented successful and novel applications to water reservoir system design, optimal water level regulation of a lake, inventory control, design in cooperating power systems, microeconomics (electrical energy sector of the Hungarian economy), financial planning and food service management.
More recently, developed the theory of univariate and multivariate discrete moment problems and their various applications to bounding probabilities and expectations. Discovered that a wide class of classical probability bounds are optimum values of LP's formulated in connection with discrete moment problems and presented a variety of new bounds for probabilities of Boolean functions of events and expectations. The applications of the above-mentioned theory include bounding and approximation of communication and transportation network reliability (the former one was a standard tool at AT&T). The probability distribution function of the length of the critical path in PERT, solutions of the (deterministic) satisfiability problem, approximate solutions of probabilistic constrained stochastic programming problems, calculation of multivariate integrals etc.
Prékopa also has a strong interest in the history of science. Discovered the origins of the necessary conditions of optimality in nonlinear programming. Recently wrote a long article about János Bolyai, the greatest Hungarian scientist, commemorating the 200th anniversary of his birth.

Major Applied Projects:
Study of the degradation and rearrangement processes of long chain molecules 1952-1956.
Design of statistical surveys (sampling from a finite population) 1958-1965.
Inventory control for industrial companies, 1962-1967. The result of this project was a new and since then widely applied inventory control model (sometimes termed "Hungarian inventory control model") that led to the saving of several billions (of Hungarian Forints)
Water reservoir system design and operation, 1968-1975. The results are: a new probabilistic constrained multi-period stochastic programming model applied to the large reservoirs on the Tisza river in Hungary; optimal regulation of the water level of Lake Balaton implemented and applied by the South Hungary Water Authority Computing Center; Design of serially linked reservoir system applied for a water system in South Hungary.
Optimal daily scheduling of the electric power generation using thermal power plants, 1972-1985. The result of this long term project is a large scale, mixed variable (continuous and 0-1 variable), specially structured, partly linear, partly quadratic programming model where the number of constraints is cca 1300, the number of continuous variables is cca 1700 and the number of 0-1 variables is cca 130. The solving algorithm was coded by co-workers and the problem was solved within 2 minutes by using an IBM 3031 computer. From the point of view of electric power system modelling the innovation was the joint handling of the power plants and the transmission system.
Catering and dietetic system on personal computer, 1983-1985. (Participation in similar previous projects headed by J.L. Balintfy in 1965-1967). The result was a computerized system that produces optimal daily menu planning where 700 foodstuffs and recipes for 700 dishes and 21 nutritional values are used in the calculation. The system handles the complete catering management problem for hospitals, solves special dietotherapeutic problems and computes optimal menu plans for sportsmen. It was in every day use in the Sport Hospital in Budapest.
Communication network reliability calculation for AT&T, 1993.
Optimization model for fiber manufacturing, AT&T, 1998-92.
Modelling the national debt management of Hungary (ongoing)

Publications:
19 books (3 authored alone, 1 co-authored; 11 edited and co-authored; chapters written in 5), 148 scientific papers and 134 other articles, research reports and lecture notes.

Invited Lectures:
Plenary respectively invited speaker at a number of conferences which include: The Hague, Stanford, Budapest, Montreal, Bonn Symposia on Mathematical Programming in 1970, 1973, 1976, 1979, 1982, respectively. GAMM Tagung, Hamburg, 1983; International Conference on Power Systems Linz, 1984; COMPSTAT Conference Prague, 1984; Nonlinear Programming Symposium; Madison, Wisconsin, 1980; Statistics and Optimization, Gargnano, Italy, 1983, 1984; Optimization Days, Canada, 1978; Oberwolfach Conferences on Probability and Statistics 1960, 1961, 1967, on Optimization 1983, 1985, 1988; International Conferences on Stochastic Programming, IIASA, Laxenburg, 1984, Prague, 1986, Ann Arbor, 1989, Udine, 1992, Vancouver, 1998, Invited plenary speaker at the Symposium on Generalized Convexity and Monotonicity, Samos Island, Greece,1999 etc.

Languages:
Speaks and writes in Hungarian, English, French, German, speaks in Russian.

Civil Status:
Married, spouse: Kinga Széchenyi translator and sculptor. They have two daughters: Monika and Judit.