Research Reports

On the Hungarian Method for the Transportation Problem and a Method for Solving Linear Programming Problems, 2 lectures given by A. Prékopa, Math Inst., Aarbus Univ., Aarhus, Denmark, 1960.

On the Minimal Stock Level Ensuring Continuous Production. Study for the National Planning Board, 1962 Together with M. Ziermann (in Hungarian).

Simulation of Basis Stability in Stochastic Linear Programming, SIGMAP Workshop on Stochastic Linear Programming, Princeton University, 1975, Tulane University, School of Business Administration, 1965. Together with J.L. Balintfy.

Dynamic Type Stochastic Planning Models. Study for the Institute of Economic Planning of the National Planning Board, Budapest, 1971 (in Hungarian).

Mathematical Models for the Optimal Daily Scheduling of the Electricity Generation of the Hungarian Electric Power System. Computer and Automation Inst. of the H.A.S., Budapest, 1975. Together with M. Molnár, A. Németh, B. Potecz, G. Kéri, P. Turchányi and B. Vizvári (in Hungarian).

On the Development of Optimization Theory, MRC Technical Summary Report, No. 1842, 1978.

The Use of Stochastic Programming for the Solution of Some Problems in probability and Statistics, MRC Technical Summary Report No. 1834, 1978.

Network Planning Using Two-Stage Programming under Uncertainty MRC Technical Summary Report No. 1835, 1978.

21. Studies in Applied Stochastic Programming. Computer and Automation Inst. of the H.A.S. 80(1978) 209 pages. Editor and co-author.

Determination of the Optimal Daily Scheduling of the Electricity Production in Hungary. Study for the Hungarian Utility Company, Computer and Automation Inst. of the H.A.S., 1981.

On the Efficiency of R & D activity, Computer and Automation Inst. of the H.A.S., 1981. Together with P. Borzsák and M. Turánszky (in Hungarian).

LP and Stochastic Programming Model for the Gabcikovo-Nagymaros Hydroelectric Power System Operation, Power Planning Company, Budapest, 1981. Together with T. Szántai (in Hungarian).

On the Daily Scheduling of the Electricity Production in Hungary, Description of the Computer Programs, Computer and Automation Inst. of the H.A.S., 1981. Together with I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz and B. Strazicky (in Hungarian).

Building in Operations Research and Reliability Methods into Technological Design and Control Systems. State sponsored study (# 23-3-251) created by the Department of Machine Manufacturing Technology and the Department of Mathematics of the Faculty of Mechanical Engineering of the Technical University of Budapest. Budapest, 1985. Coauthors: T. Szántai, G. Bácskai, E. Boros, I. Mészáros, I. Szegh, B. Vizvári.

Interactive Operations Research Tuition System. Comp. and Aut. Inst. of the H.A.S., Budapest, 1985. With A. Bakó.

Computerized Catering and Dietetical System for Hospitals. Comp. and Aut. Inst. of the H.A.S., Budapest, 1986. Coauthors: H. Bernau, J. Fülöp.

Boole-Bonferroni Inequalities and Linear Programming. RUTCOR Research Report 4-86, April 1986.

Sharp Bounds on Probabilities using Linear Programming. RUTCOR Research Report 19-86, August 1986.

On the Probability of the Existence of a Feasible Flow in a Stochastic Transportation Network. RUTCOR Research Report 20-86, August 1986. Together with E. Boros.

MENU: Program System for Hospital Food Service and Dietetics. User manual. With: H. Bernau, J. Fülöp. Comp. and Aut. Inst. Of the H.A.S., February, 1986.

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. Together with E. Boros.

Totally Positive Linear Programming Problems. RUTCOR Research Report 12-87, March 1987.

The Posynomial Distribution. RUTCOR Research Report 25-87, July 1987.

The Discrete Moment Problem and Linear Programming. RUTCOR Research Report 12-88, March 1988.

Buffer and Machine Capacity Design in Manufacturing Systems. RUTCOR Research Report 16-88, March 1988. Together with S. Hong.

Probabilistic Bounds and Algorithms for the Maximum Satisfiability Problem. RUTCOR Research Report 17-88, March 1988 Together with E. Boros.

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.

The Use of Binomial Moments for Bounding Network Reliability. RUTCOR Research Report 6-91, March 1991.

Inequalities on Expectations Based on the Knowledge of Multivariate Moments. RUTCOR Research Report 70-91.

A Very Short Introduction to Linear Programming RUTCOR Lecture Notes 2-92.

New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path. RUTCOR Research Report 16-92. Together with J. Long.

Bounding in and Solution of a Linearly Constrained Optimization Problem with Convex, Polyhedral Objective Function. RUTCOR Research Report 17-92. Together with W. Li.

On an Optimization Problem Concerning the Stochastic PERT Problem. RUTCOR Research Report 18-92. Together with W. Li.

Fitting a Smooth Logconcave Function on the Poisson Probability Distribution Function. RUTCOR Research Report 26-92.

Estimation of Cause-Effect Relationship Under Noise. RUTCOR Research Report 3-93.

Bounds on Probabilities and Expectations Using Multivariate Moments of Discrete Distributions. RUTCOR Research Report 34-93.

Programming Under Probabilistic Constraint and Maximizing a Probability Under Constraints. RUTCOR Research Report 35-93.

Bounding in Multi-Stage Stochastic Programming. RUTCOR Research Report 24-95. Together with O. Fiedler.

On a Dual Method for a Specially Structured Linear Programming Problem. RUTCOR Research Report 25-95. Together with O. Fiedler and C. Fábian.

Lower and Upper Bounds on Probabilities of Boolean Functions of Events. RUTCOR Research Report 36-95. Together with B. Vizvári and G. Regős.

Bounding in Multi-Stage Stochastic Programming Problems. Freie Univ. Berlin, Fachbereich Math. und Inf. Serie A, Math. Preprint No. A-19/95. Together with O. Fiedler.

Programming under Probabilistic Constraint with Discrete Random Variables. RUTCOR Research Report 10-96. Together with B. Vizvári and T. Badics.

Solution of a Product Substitution Problem Using Stochastic Programming. RUTCOR Research Report 32-96. Together with M. Murr.

A New Model for Test Case Selection Based on Stochastic PERT. Conformance Testing: Theory and Practice (K. Tarnay, editor). Central Research Institute for Physics of the H.A.S., KFKI-1997-05/M Report, 33-36. Together with K. Tarnay.

A Method of Disaggregation for Bounding Probabilities of Boolean Functions of Events. RUTCOR Research Report 21-97. With B. Vizvári and G. Regős.

On Stochastic Integer Programming under Probabilistic Constraints. RUTCOR Research Report 29-98. With D. Dentcheva and A. Ruszczyński.

The Use of Discrete Moment Bounds in Probabilistic Constrained Stochastic Programming Models. RUTCOR Research Report 27-98.

On the Concavity of Multivariate Probability Distribution Functions. RUTCOR Research Report 16-99.
Bounds for Probabilistic Integer Programming. RUTCOR Research Report 31-99. With D. Dentcheva and A. Ruszczyński.
Convexity and Efficient Points of Discrete Distributions in Probabilistic Programming. RUTCOR Research Report 9-2000. With D. Dentcheva and A. Ruszczyński.
Discrete Higher Order Convex Functions and their Applications. RUTCOR Research Report 39-2000.
On Multivariate Discrete Moment Problems. RUTCOR Research Report 41-2000. Together with G. Nagy.
On Convex Probabilistic Programming with Discrete Distributions. RUTCOR Research Report 49-2000. With D. Dentcheva and A Ruszczyński.
Bounding the Probability of the Union of Events by the Use of Aggregation in Linear Programs. RUTCOR Research Report 4-2001. With B. Vizvári, G. Regős and L. Gao.
On Performance Prediction of Cellular Telephone Networks. DIMACS Technical Report 2001-28. With L. Gao.
On Performance Prediction of Cellular Telephone Networks. RUTCOR Research Report 44-2001. With L. Gao.
A Data Mining Problem in Stochastic Programming. RUTCOR Research Report 5-2003. DIMACS Technical Report 05-2003. With X. Hou.
Dual Method for the Numerical Solution of the Univariate Discrete Moment Problem. RUTCOR Research Report 14-2003. With Gabriela Alexe.
On the Numerical Solution of the Univariate Discrete Moment Problem. RUTCOR Research Report 32-2003. With S. Szedmák.
On the Hungarian Inventory Control Model. RUTCOR Research Report 17-2004.
On Strong Unimadality of Multivariate Discrete Distributions. RUTCOR Research Reports 47-2004. With E. Subasi and M. Subasi.
Approximation for and Convexity of Probabilistically Constrained Problems with Random Right Hand Sides. RUTCOR Research Report 17-2005. With M.A. Lejeune.
Solution of Probabilistic Constrained Stochastic Programming Problems with Poisson, Binomial and Geometric Random Variables. RUTCOR Research report 29-2005. With T. Liu.
Discrete Moment Problem with Given Shape of the Distribution. RUTCOR Research Report 41-2005. With E. Subasi, M. Subasi.
Sharp Bounds for Probabilities with Given Shape Information. RUTCOR Research Report 4-2006. With E. Subasi, M. Subasi.
A Class of Multivariate Utility Functions. RUTCOR Research Reports 30-2006. With G. Mádi-Nagy.
On the Relationship between Probabilistic Constrained, Disjunctive and Multiobjective Programming. RUTCOR Research Report 7-2007.
Discrete Moment Problems with Distributions Known to be Unimodal. RUTCOR Research Report 15-2007. With E. Subasi, M. Subasi.
Bounding Expectations of Functions of Random Vectors with Known Marginals and Some Moments. Applications of the discrete moment problem. RUTCOR Research Reports 11-2007. With G. Mádi-Nagy.
A Convexity Theorem in Programming under Probabilistic Constraint. RUTCOR Research Report 32-2007. With M. Subasi.
On the Analytical-Numerical Valuation of the Bermudan and American options. RUTCOR Research Report 33-2007. With T. Szántai.
Conditional Mean-Conditional Variance Portfolio Selection Models. RUTCOR Research Report 34-2007.
Optimization Methods in Valuation of Financial Derivatives and Financial Planning. www.fields.utoronto.ca/audio/07-08/optimization_seminar/prekopa/.
Sharp Bounds for the Probability of the Union of Events under Unimodality Condition. RUTCOR Research Report 1-2008. With E. Subasi, M. Subasi.
Method of Multivariate Lagrange Interpolation for Generating Bivariate Type Bonferroni Inequalities. RUTCOR Research Reports 10-2009. With G. Mádi-Nagy.
Maximization of Strongly Unimodal Multivariate Discrete Distributions. RUTCOR Research Reports 12-2009. With E. Subasi, M. Subasi.
Uniform Quasi-Concavity in Probabilistic Constrained Stochastic Programming. RUTCOR Research Report 6-2010. With K. Yoda, M. Subasi.
Optimal Portfolio Selection Based on Multiple Value at Risk Constraints. RUTCOR Research Reports 12-2010. With K. Yoda.
The Discrete Moment Method for the Numerical Integration of Piecewise Higher Order Convex Functions. RUTCOR Research Report 17-2010. With M. Naumova.
Proof of Logconcavity of Some Compound Poisson and Related Distributions. RUTCOR Research Report 21-2010. With Anh Ninh.
Single commodity stochastic network design under probabilistic constraint with discrete random variables. RUTCOR Research Report 9-2012. With M. Unuvar.
An improved cutting plane method for the solution of probabilistic constrained problem with discrete random variables. RUTCOR Research Report 12-2012. With E. Yamangil.
Improved bounds on the existence of a feasible flow in a stochastic transportation network. RUTCOR Research Report 23-2012. With M. Unuvar and O. Cavus.
Properties and calculation of multivariate risk measures: MVaR and MCVaR. RUTCOR Research Report 25-2012. With J. Lee.
Convexity and solutions of stochastic multidimensional knapsack problems with probabilistic constraints. RUTCOR Research Report 30-2012. With K. Yoda.