List of All Publications of Prékopa
Books, book parts. Editorial Activity.
- Handbook for Mechanical and Electrical Engineers (I. Sályi ed. in chief), Part: Prob. Theory and Mathematical Statistics, 403-454 pages. Technical Publ. House, Budapest, 1961, (in Hungarian).
- Probability Theory, Technical Publ. House, Budapest, 440 pages. First edition 1962 in Hungarian.
- Colloquium on the Applications of Mathematics to Economics, Proceedings the International Conference on the Applications of Mathematics to Economics, Budapest, Hungary, 1963 (editor), 367 pages. Publ. House of the H.A.S. Budapest, 1965.
- Linear Programming, J. Bolyai Mathematical Society, Budapest, 1968, 400 pages (in Hungarian).
- Inventory Control and Water Storage. Proceedings of the International Conference on Inventory Control and Water Storage, Győr, Hungary, 1971 (editor), 382 pages. Colloquia Mathematica Societatis János Bolyai 7, North Holland Publishing Company, 1973.
- Probability Theory Problem Collection, Textbook Publ. House, Budapest 1971, 330 pages.First Edition(in Hungarian)
- Probability Theory, Technical Publ. House, Budapest, 440 pages. Second edition 1972 in Hungarian.
- Probability Theory, Technical Publ. House, Budapest, 440 pages. Third edition 1974 in Hungarian.
- Progress in Operations Research I., II., Proceedings of the International Conference on Operations Research, Eger, Hungary, 1974 (editor), 969 pages. Colloquia Mathematica Societatis János Bolyai 12, North Holland Publishing Company, 1976.
- Studies on Mathematical Programming. Proceedings of the IV Conference on Mathematical Programming, Mátrafüred, Hungary, 1975 (editor), 200 pages. Mathematical Methods of Operations Research, Vol. 1. Publ. House of the H.A.S., Budapest, 1980.
- Recent Results in Stochastic Programming. Proceedings of the International Conference on Stochastic Programming, Oberwolfach, Germany, 1979 (co-editor, together with P. Kall). Lecture Notes in Economics and Mathematical Systems, Vol. 179, Springer Verlag, 1980.
- Survey of Mathematical Programming I, II, III. Proceedings of the IX International Symposium on Mathematical Programming (editor), 550, 590, 414 pages. North Holland Publishing Company & Publ. House of the H.A.S. Budapest, 1979.
- Probability Theory, Technical Publ. House, Budapest, 440 pages. Fourth edition 1980 in Hungarian.
- System Modelling and Optimization: Proceedings of the 12th IFIP Conference, Budapest, Hungary, Sept. 1985 (editor, together with J. Szelezsan and B. Strazicky), Lecture Notes in Control and Inf. Sci. 84, Springer Verlag: 1986.
- Stochastic Programming I, II, Mathematical Programming Study 27, 28, 1986 (ed., with R. J-B. Wets).
- Stochastic Programming. Kluwer Academic Publishers, Dordrecht, Boston, 1995, 600 pages.
- Encyclopedia of Optimization (C. A. Floudas and P. M. Pardalos eds.), Kluwer Academic Publishers 2000, following articles: a. Logconcave measures, logconvexity, Vol.III. 217-219. b. Logconcavity of Discrete Distributions, Vol.III. 219-220. c. Probabilistic constrained problems: convexity theory, Vol.IV. 382-383 d. Static stochastic programming models, Vol.V. 272-273. e. Static stochastic programming models: conditional expectations, Vol.V. 274-275. f. Stochastic programming models: random objective, Vol.V. 330-331 g. Cutting stock, Vol.I. 371-372, with C. Fábián.
- Encyclopedia of Mathematics Supplement III (M. Hazewinkel, ed.), Kluwer Academic Publishers 2001, article: Inclusion-exclusion, 199-201.
- Probability Theory Problem Collection, second ed. 2001, Typotex, Budapest. Together with J. Bognár, J. Mogyoródi, A. Rényi, and D. Szász (in Hungarian).
- Stochastic Programming, Optimization Methods and Software (special issue) Vol. 17, 2002 (ed., with A. Ruszczynski).
- Probabilistic Programming. In: Stochastic Programming. Handbooks in OR & MS. Vol. 10 (A. Ruszczynski and A. Shapiro, eds.) Elsevier, 2003, 267-351.
- János Bolyai Memorial Volume (ed. in chief). Vince Publisher, Budapest, 2004, 711 pages.
- Non-Euclidean Geometries, János Bolyai Memorial Volume (ed. in chief). Springer, Heidelberg, 2006, 506 pages.
--------------------------------------------------------------------------------------------------------------------
Scientific Papers
- 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).
- On Composed Poisson Distributions IV. Publication of the Department III of the H.A.S. 6 (1953) 505-512 (in Hungarian).
- Extension of Multiplicative Set Functions with Values in a Banach Algebra. Acta Math. Acad. Sci. Hung. 7(1956) 201-213.
- Extension of Multiplicative Set Functions with Values in a Banach algebra, Publication of the Department III of the H.A.S. 6(1956) 339-351 (in Hungarian).
- Mathematical Treatment of the Rearrangement Process of Linear Methylsilicone Oils I. Publications of the Mathematical Institute of the H.A.S. 1(1956) 67-81 (in Hungarian). With F. Török.
- Mathematical Treatment of the Rearrangement Process of Linear Methylsilicone Oils II. Publications of the Mathematical Institute of the H.A.S. (in Hungarian). With P. Révész.
- On Stochastic Set Functions I. Acta Math. Acad. Sci. Hung. 7(1956) 215-263.
- On Stochastic Set Functions, Candidate of Mathematical Sciences Thesis, Budapest 1956 (in Hungarian 80 pages).
- On Stochastic Set Functions I. Publications of the Department III of the H.A.S. 6(1956) 289-337 (in Hungarian).
- On the Convergence of Infinite Series of Independent Random Variables, Publications of the Department III of the H.A.S. 6(1956) 191-198 (in Hungarian).
- On the Convergence of Series of Independent Random Variables. Publicationes Mathematicae 4 (1956) 410-417.
- 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. Together with A. Rényi.
- 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. With A. Rényi and K. Urbanik (in Russian).
- Über Kinetik und Gleichgewicht der Aequilibrierungsreaktion von linearen Methypolysiloxanedn I. Zeitschrift fur Physikalische Chemie 206(1956) 161-168. With B. Lengyel, F. Török.
- On Additive and Multiplicative Totals. Acta Math. Acad. Sci. Hung. 8 (1957) 107-126.
- On Poisson and Composed Poisson Stochastic Set Functions. Studia Math. 16(1957) 142-157.
- On Stochastic Set Functions II. Acta Math. Acad. Sci. Hung. 8(1957) 337-374.
- On Stochastic Set Functions III. Acta Math. Acad. Sci. Hung. 8(1957) 375-400.
- On the Compound Poisson Distribution. Acta Sci. Math.(Szeged) 18(1957) 23-28.
- On Stochastic Set Functions II. Publications of the Department III of the H.A.S. 7(1957) 339-370 (in Hungarian).
- Über Kinetik und Gleichgewicht der Aequilibrierungsreaktion von linearen Methylpolysiloxanen II. Zeitschrift fur Physikalische Chemie 208(1957) 33-41. With B. Lengyel, P. Révész, F. Török.
- On Secondary Processes Generated by Random Point Distributions, Annales Univ. Sci. Budapest, de R. Eötvös nom. Sectio Math. 2(1959) 139-146.
- On Stochastic Set Functions, Theory of Probability 4(1959) 481-482 (Moscow, in Russian).
- On the Spreading Process. Transactions of the Second Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, Prague (1959) 521-529.
- Applied Model Building Illustrated by an Inventory Problem. Entretiens de Monaco en Sciences Humaines, Session 1964. Edition "Sciences Humaines" 209 - 218.
- 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.
- Probability Distribution Problems Concerning Stochastic Programming Problems, CIME 3-0 Ciclo, L'Aquila 1965, Methods of Optimization in Economics (1966) 195-221.
- Nature of Random Variation in the Nutrient Composition of Meals. Health Services Research 1(1966) 148-169. With J.L. Balintfy.
- On the Maximization Problem of Determinants. Proceedings of IFIP Congress 65(1966) 451-452.
- On the Probability Distribution of the Optimum of a Random Linear Program. SIAM Journal on Control 4(1966) 211-222.
- On Optimization of Stochastic Systems, Doctor of Mathematical Sciences Thesis, Budapest 1970 (in Hungarian, 160 pages).
- On Probabilistic Constrained Programming. Proceedings of the Princeton Symposium on Mathematical Programming. Princeton University Press, Princeton, NJ 1970, 113-138.
- A Combinatorial Theory of Linear Programming, Mathematical Letters (Matematikai Lapok) 22(1971) 7-24 (in Hungarian).
- Logarithmic Concave Measures with Applications to Stochastic Programming. Acta Sci. Math. (Szeged) 32(1971) 301-316.
- System stochastickeho programovania rozhodovacich modelov. Ekon. Roz. 7-8 (1971) 157-184.
- The Order up to S Stochastic Inventory Model and its Extension to the Case of Interval - Type Arrival Process, Computers (Ministry of Heavy Industry) 1(1971) 34 - 45 (in Hungarian).
- A Class of Stochastic Programming Decision Problems. Mathematicsche Operations forschung und Statistik 3(1972) 349-354.
- Extension of the Method of Feasible Directions to the Case of Quasi-Concave Constraining Functions, Publications of the Computing Centre of the H.A.S. 9(1972) 3-16 (in Hungarian).
- Laws of Large Numbers of Random Linear Programs. Mathematical Systems Theory 6(1972) 277-288.
- On the Number of Vertices of Random Convex Polyhedra. Periodica Math. Hung. 2(1972) 259-282.
- A Note on Logarithmic Concave Measures. Mathematics and Statistics. Essays in Honour of Harald Bergstrom, Goteborg (1973) 61-65.
- Contributions to the Theory of Stochastic Programming. Mathematical Programming 4(1973) 202-221.
- Ein stochastisches dynamisches Programmierungsmodell. 18. Internat. Wiss. Kolloqu., Ilmenau 1 (1973) 49-50.
- Generalizations of the Theorems of Smirnov with Applications to a Reliability Type Inventory Problem. Mathematische Operationsforschung und Statistik 4(1973) 283-297.
- On Logarithmic Concave Measures and Functions. Acta Scientiarum Mathematicarum 34(1973) 339-343.
- Stochastic Programming Models for Inventory Control and Water Storage Problems. Inventory Control and Water Storage. Colloquia Mathematica Societatis János Bolyai 7. North Holland Publishing Company 1973. 229-245.
- 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.
- 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.
- Optimal Level-Control Using Stochastic Programming Measurement and Automation (Mérés és Automatika) 22(1974) 203-207 (in Hungarian).
- 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. With T. Szántai.
- Programming under Probabilistic Constraints with a Random Technology Matrix. Mathematische Operations-forschung und Statistik 5(1974) 109-116.
- The STABIL Stochastic Programming Model and its Experimental Application to the Electrical Energy Sector of 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. With I. Deák, S. Ganczer, K. Patyi.
- A New Multivariate Gamma Distribution and its Fitting to Empirical Data, Applied Mathematics Letters (Alkalmazott Matematikai Lapok) 1(1975) 299 - 318 (in Hungarian). With T. Szántai.
- 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.
- Extension of the (s,S) Inventory Control Model to the Case of an Interval Type Arrival Process, Applied Mathematics Letters (Alkalmazott Matematikai Lapok) 1(1975) 181-187 (in Hungarian). With L. Gerencsér.
- New Proof for the Basic Theorem of Logconcave Measures, Applied Mathematics Letters (Alkalmazott Matematikai Lapok)1(1975) 385-389. (in Hungarian).
- Optimal Control of a Storage Level Using Stochastic Programming. Problems of Control and Information Theory 4(1975) 193-204.
- The STABIL Stochastic Programming Model and its Experimental Application to the Electrical Energy Industry of Hungary, Applied Mathematics Letters (Alkalmazott Matematikai Lapok) 1(1975) 3-22 (in Hungarian). With I. Deák, S. Ganczer, K. Patyi.
- A New Method to Design Serially Linked Reservoir Systems Using Stochastic Programming, Applied Mathematics Letters (Alkalmazott Matematikai Lapok) 2(1976) 189-201 (in Hungarian). With T. Rapcsák and I. Zsuffa.
- Flood Control Reservoir System Design Using Stochastic Programming. Applied Mathematics Letters (Alkalmazott Matematikai Lapok) 2(1976) 203-217 (in Hungarian). With T. Szántai.
- Application of Stochastic Programming to Reservoir System Design and Operation. Proceedings of the II. Congress of the National Academy of Engineering of Mexico, Oaxtepec, Mexico, 1977.
- 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
- A New Multivariate Gamma Distribution and its Fitting to Empirical Streamflow Data. Water Resources Research 14(1978) 19-24. With T. Szántai.
- 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). With M. Kopp and Á. Skrabski.
- Flood Control Reservoir System Design, Mathematical Programming Study 9(1978) 138-151. With T. Szántai.
- On the Development of Optimization Theory. Applied Mathematics Letters (Alkalmazott Matematikai Lapok) 4(1978) 165-191 (in Hungarian).
- Reliability Type Inventory Models Based on Stochastic Programming. Mathematical Programming Study 9(1978) 43-58. In: Survey of Math. Prog. (A. Prékopa, ed.). Publ. House of the H.A.S., Budapest, 1979, Vol. II, 167-182. With P. Kelle.
- Serially Linked Reservoir System Design Using Stochastic Programming. Water Resources Research 14(1978) 672-678. With T. Rapcsák, I. Zsuffa.
- The Development of Statistical Decision Theory to the Present Days, Statistical Review (Statisztikai Szemle) 56(1978) 893-903 (in Hungarian).
- 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.
- 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. With T. Szántai.
- The Works of J. von Neumann in Economics and Operations Research. In: The Life and Works of J. von Neumann (T. Szentiványi, ed.). John von Neumann Society for Computer Science, Budapest, 1979, 93-111 (in Hungarian).
- Dynamic Type Stochastic Programming Models. In: Studies on Mathematical Programming, Proceedings of the IV International Conference on Mathematical Programming, Mátrafüred, Hungary 1975. Mathematical Methods of Operations Research I (A. Prékopa, ed.). Publ. House of the H.A.S., Budapest, 1980, 127-145.
- Multi-Stage Stochastic Programming Model for the Control of Reservoir Systems, Communications in Hydrology (Hidrológiai Közlöny) 60(1980) 7-14 (in Hungarian). With T. Szántai.
- On Optimal Daily Scheduling of the Electricity Production in Hungary. 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. With I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz, B. Strazicky.
- Optimal Regulation of a Storage Level with Application to the Water Level Regulation of Lake Balaton, Communications in Hydrology (Hidrológiai Közlöny) 60(1980) 392-399 (in Hungarian). With T. Szántai.
- On the Development of Optimization Theory. The American Mathematical Monthly 87(1980) 527-542.
- Stochastic Programming Models and their Applications, Hungarian Science (Magyar Tudomány) 11/1980, 812-820.
- Reliability Type Inventory Models: A Survey, Economics and Management of Inventories, Proceedings of the International Conference on Inventory Control, (A. Chikán editor). Publ. House of the H.A.S., Budapest, 1981, 477-490.
- Reliability Type Inventory Models. In: Inventories in the National and Industrial Economies. (É. Barancsi, A. Chikán eds.). H.A.S., 1981, 341-357.
- On Optimal Daily Scheduling of the Electricity Production in Hungary. In: Operations Research in Progress (G. Feichtinger, P. Kall, eds.). D. Reidel Publishing Co. 1982, 103-114. With I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz, B. Strazicky.
- 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.
- 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). With I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz, B. Strazicky.
- The Connection Between Statistics and Probability, Bicentennial Celebr. Volume of the Techn. Univ. of Budapest, 1983, 71-83. (in Hungarian).
- 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. With J. Mayer. See also: The same Proceedings as above, 321-340.
- Recent Advances Concerning the Problem of Optimal Daily Scheduling of Electricity Production in Hungary. In: Proceedings of the IFAC Congress Budapest, 1984. Vol. I., 95-99. With I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz, B. Strazicky.
- 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.
- Numerical Solution of Probabilistic Constrained Stochastic Programming Problems. In: Numerical Techniques for Stochastic Optimization (Yu. Ermoliev and R.J.B. Wets, eds.). Springer, 1987, 123-139.
- Boole-Bonferroni Inequalities and Linear Programming, Operations Research 36 (1988) 145-162.
- Availability Analysis and the Method of Binomial Moments to Evaluate Reliability of Power Systems. Proceedings of the Workshop on Resource Planning Under Uncertainty for Electric Power Systems (held Jan. 21-22, 1989, Stanford University (G.B. Dantzig, P.W. Glynn, eds.). Department of Operations Research, Stanford University, Stanford, California, 1989, 197-215. With E. Boros.
- 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. With E. Boros.
- Probabilistic Bounds and Algorithms for the Maximum Satisfiability Problem, Annals of Operations Research 21 (1989) 109-126. With E. Boros.
- 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.
- The Discrete Moment Problem and Linear Programming, Discrete Applied Mathematics 27 (1990) 235-254.
- 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.
- Sharp Bounds on Probabilities Using Linear Programming. Operations Research 38 (1990) 227-239.
- On the Existence of a Feasible Flow in a Stochastic Transportation Network. Operations Research 39 (1991) 119-129. With E. Boros.
- The Use of Binomial Moments for Bounding Network Reliability. 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. With E. Boros and Keh-Wei Lih.
- 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.
- 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. With Á. Bosznay, T. Szántai, I.Zsuffa.
- Estimation of Cause-Effect Relationship under Noise. Journal of Applied Probability, 31A (1994), 343-350.
- Programming Under Probabilistic Constraint, and Maximizing a Probability under Constraints, Statistical Methods for Decision Processes (G.Hellwig, P.Kall, P.Abel, eds.). Daimler-Benz, Stuttgart, Germany, 1994, 78-106.
- Solution of and a Bounding in Linearly Constrained Optimization Problem with Convex, Polyhedral Objective Function. Mathematical Programming, 70 (1995) 1-16. With W. Li.
- Brief Introduction to Linear Programming. Mathematical Scientist, 21 (1996) 85-111.
- A New Model for Test Case Selection Based on Stochastic PERT. Conformance Testing: Theory and Practice (K. Tarnay, ed.). HAS. Central Research Institute for Physics, KFKJ-1997-05/M Report, 33-36. Together with K. Tarnay.
- 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. With B. Vizvári, T. Badics.
- River Regime Analysis in the Low-water Range. Hidrológiai Közlöny (Communications in Hydrology) 77 (1997) 169-181. With Á. Bosznay, T. Szántai, I. Zsuffa (in Hungarian).
- Bounds on Probabilities and Expectations using Multivariate Moments of Discrete Distributions. Studia Sci. Math. Hungarica 34 (1998) 349-387.
- The use of Discrete Moment Bounds in Probabilistic Constrained Stochastic Programming Models. Annals of Operations Research 85 (1999) 21-38.
- Concavity and efficient points of discrete distributions in probabilistic programming. Math. Programming Ser.A 89(2000) 55-77. With D. Dentcheva, A. Ruszczyński.
- One-sided approximation of multivariate discrete functions by polynomials. Applied Math. Papers (Alkalmazott Matematikai Lapok) 20 (2000) 195-215. With G. Mádi-Nagy (in Hungarian).
- 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. With M. Murr.
- 120. 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.
- On convex probabilistic programming with discrete distributions. Nonlinear Analysis 47 (2001) 1997-2009. With D. Dentcheva, A. Ruszczyński.
- On the Concavity of Multivariate Probability Distributions. Operations Research Letters 29 (2001) 1-4.
- Probability Bounds with Cherry-Trees. Mathematics of Operations Research 26(2001) 174-192. With J. Bukszár.
- Bounds for probabilistic integer programming. Discrete Applied Mathematics 124 (2002) 55-65. With D. Dentcheva, A. Ruszczyński.
- 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. With L. Gao.
- On a Dual Method for a Specially Structured Linear Programming Problem with Application to Stochastic Programming. Optimization Methods and Software 17 (2002) 445-492. With C. Fábián and O. Ruf-Fiedler.
- On the approximate calculation of the value of the American option. In: Lectures held at the general meeting of the Hungarian Academy of Sciences in 2000. Millennium at the Academy, Vol.II (2002), 477-494. With T. Szántai, J. Bukszár (in Hungarian).
- The Hungarian inventory model. In: Lectures held at the general meeting of the Hungarian Academy of Sciences in 2000. The 50th anniversary of the Math. Inst. of the H.A.S. and the 175th anniversary of the H.A.S. Vol.I (2002), 207-217. With A. Chikán (in Hungarian).
- A multi-objective, probabilistic constrained stochastic programming model: An application of the duality theorem of linear programming. Mathematical papers (Matematikai Lapok) New Series 11 (2002-2003) 36-49(in Hungarian).
- The Revolution of János Bolyai. World of Nature (Természet Világa), Vol. 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, Vol.134 (2003) 3-21.
- A multivariate utility function. Applied Math. Papers (Alkalmazott Matematikai Lapok) 21 (2004) 131-149. With G. Mádi-Nagy (in Hungarian).
- A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP. Operations Research Letters 32 (2004) 59-67. With X. Hou.
- Lower and upper bounds for the actuarial present value of annuity in case of stochastically dependent lifetimes. Applied Math. Papers (Alkalmazott Matematikai Lapok), 21(2004) 199-214. With A. Horváth (in Hungarian).
- Lower and upper bounds for the time of failure in reliability systems. Applied Math. Papers (Alkalmazott Matematikai Lapok) 21 (2004) 131-149. With A. Horváth (in Hungarian).
- 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. With J. Long and T. Szántai.
- On Multivariate Discrete Moment Problems and their Applications to Bounding Expectations and Probabilities. Mathematics of Operations Research 29 (2004) 229-258. With G. Mádi-Nagy.
- Stochastic Programming Model for Optimal Debt Management, manuscript. With T. Mellár.
- The antecedents and aftermath of the discovery of János Bolyai. In: Bolyai Memorial Volume (A.Prékopa et al., eds.). Vince Publisher, Budapest (2004) 93-110.
- A variant of the Hungarian inventory control model. International Journal of Production Economics 103, 784-797. With N. Noyan.
- Bounds on Probability of a Finite Union. Operations Research with Economic and Industrial Applications (S.R. Mohan, S.K. Neogy, eds.), Anamaya Publishers, New Delhi, 2005, 77-84. With V. Kumaran.
- 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. With L. Gao.
- Optimal Power Control in a Wireless Network Using a Model with Stochastic Link Coefficients. Naval Res. Log. Quart. 52 (2005) 178-192. With T. Heikkinen.
- On stages and consistency checks in stochastic programming. Operations Research Letters 33 (2005) 171-175. With H. Gassmann.
- On the performance prediction of mobile telecommunication systems. Submitted to Naval. Res. Log. Quart. Together with L. Gao.
- Linear inequalities, duality theorems and their financial applications. In: Proceedings of the of the International Conference in Memoriam Gyula Farkas (held in Cluj, August 2005, Z.Kása, G. Kassay, J. Kolumbán, eds.). Cluj University Press, 2006, 8-21.
- The historian of mathematics in Hungary. The life and works of Barna Szénássy. World of Nature (Természet Világa) Vol.136, No 7(2005) 296-300 (in Hungarian).
- The Revolution of János Bolyai. In: Non-Euclidean Geometries, János Bolyai Memorial Volume. Proceedings of the János Bolyai Conference, held on July 8-12, Budapest, Hungary (A. Prékopa, E. Molnár, eds.), Springer, 2005, 3-59.
- On the Hungarian inventory control model. European Journal of Operational Research 171 (2006) 894-914.
- Monge property and bounding multivariate probability distribution functions with given marginals and covariances. SIAM J. on Optimization. 18 (2007) 138-155. With X. Hou.
- Mathematics and Cultural History. Scientific Lectures, Hungarian Academy of Sciences, Committee of Veszprém, 2007, 6-28.
- Logos. Valóság 50, Issue 10, October, 2007, 1-15 (in Hungarian).
- A Class of Multivariate Strong Utility Functions. Economic Theory 34 (2008) 591-602. With G. Mádi-Nagy.
- Sharp bounds for the probability of the union of events under unimodality condition. European Journal of Pure and Applied Mathematics 1 (2008) 60-81. With E. Subasi, M. Subasi.
- The Bologna-process and the mathematician education program. Valóság 51, Issue 2, February, 2008, 54-67 (in Hungarian).
- Discrete moment problems with distributions known to be unimodal. Mathematical Inequalities and Applications 12 (2009) 587-610. With E. Subasi and M. Subasi.
- On strong unimodality of multivariate discrete distributions. Discrete Applied Mathematics, 157 (2009) 234-246. With E. Subasi and M. Subasi.
- Multivariate Value at Risk and Related Topics. Annals of Operations Research 2010 doi: 10.1007/s10479-010-0790-2.
- János Bolyai Memorial Conference, Commemorating the 150th Anniversary of his Death. Magyar Tudomány (Hungarian Science)171(2010)1322-1327(in Hungarian).
- On the analytical-numerical valuation of the Bermudan and American options. Quantitative Finance 10 (2010) 59-74. First published on: 22 May 2009 (iFirst). With T. Szántai.
- On the binomial tree method and other issues in connection with the pricing of the Bermudan and American options. Quantitative Finance, to appear. With T. Szántai.
- Optimization methods in valuation of financial derivatives and financial planning. www.fields.utoronto.ca/audio/07-08/optimization_seminar/prekopa/.
- The life and works of J. Bolyai. Magyar Tudomány (Hungarian Science) 171 (2010)1328-1342(in Hungarian).
- Bounding expectations of functions of random vectors with given marginals and some moments: Applications of the multivariate discrete moment problem. Mathematical Inequalities and Application 15 (2011) 101-122. With G. Mádi-Nagy.
- Determination of the water content of natural streamflows. Applied Mathematical
- Human-environmental game theoretical model. Magyar Tudomány (Hungarian Science) 172 (2011) 665-677 (in Hungarian). With M. Kopp. Papers (Alkalmazott Matematikai Lapok) to appear. With T. Szántai and I. Zsuffa (in Hungarian).
- Convex approximations in stochastic programming by semidefinite programming. Annals of Operations Research, to appear. With I. Deák, I. Pólik, T. Telaky.
- Uniform quasi-concavity in probabilistic constrained stochastic programming. Operations Research Letters 39 (2011) 188-192. With K. Yoda and M. Subasi
- Convexity and solutions of stochastic multidimensional knapsack problems with probabilistic constraints. Under revision at Mathematics of Operations Research. With K. Yoda.
- Single commodity stochastic network design under probabilistic constraint with discrete random variable. Under revision at Operations Research. With M. Unuvar.
--------------------------------------------------------------------------------------------------------------------
Popular writings, book reviews, commemorations, science history
- Elements of Probability Theory I, Középiskolai Matematikai Lapok (Mathematics at School) 6(1953) 33-41 (in Hungarian).
- Elements of Probability Theory II, Középiskolai Matematikai Lapok (Mathematics at School) 6(1953) 97-107 (in Hungarian).
- The Expected Value, Középiskolai Matematikai Lapok (Mathematics at School) 9(1954) 78-81 (in Hungarian).
- On the book by A. Rényi: Probability Theory. Matematikai Lapok (Mathematical Papers) 7(1956) 272-278 (in Hungarian).
- Comments on the paper by I. A. Bojarsky: Demography and Biometrics, Demográfia 2(1959) p. 464 (in Hungarian).
- On the book by I. Vincze: Statisztikai Szemle (Statistical Review) 37(1959) 98-101 (in Hungarian).
- On the book by Kreko-Parniczky-Pinter-Theiss: Trends and Correlations, Statisztikai Szemle (Statistical Review) 37(1959) 320-323 (in Hungarian).
- On the book Proceedings of Symposia in Applied Mathematics, Volume X, Acta Sci. Math. (Szeged) 23(1961) p. 327 (in Hungarian).
- Éltető-Ziermann: Mathematical Statistics (Statistical Review) 49(1962) 320-321 (in Hungarian).
- Economic Applications of Mathematics, Magyar Tudomány (Hungarian Science) 9(1964) 462-466 (in Hungarian).
- Comments on the lecture by T. Erdey-Gruz: Main Lines of the Development of the Natural Sciences, Egyetemi Lapok (University Newspaper), Budapest, 1966 (in Hungarian).
- On the book by A. Rényi: Probability Theory. Statisztikai Szemle (Statistical Review) 45(1967) 733-738 (in Hungarian).
- Minimum Cost Stochastic Programming Models. Study for the Company for Computer Science and Organization of the Ministry of Machine Industry, Budapest, 1969 (in Hungarian).
- Probabilistic constrained models and models involving conditional expectations (study for the Company for Computer Science and Organization of the Ministry of Machine Industry, Budapest, 1969 (in Hungarian).
- Conference on OR in Debrecen, Magyar, Tudomány (Hungarian Science) 16(1971) 325-327 (in Hungarian).
- On the book by Stoer-Witzgall: Convexity and Optimization in Finite Dimension, Acta Sci. Math. (Szeged) 33(1971) p. 361 (in Hungarian).
- Applied Mathematics: the State of the Art in Hungary. Hungarian Science (Magyar Tudomány) 21(1976), 634-645 (in Hungarian).
- The 'Hungarian Method' of an American professor. The scientists of mathematical programming held their conference in Budapest. Népszabadság, 1976. szeptember 1.
- Studies in Applied Stochastic Programming, Computer and Automation Inst. of the H.A.S. 80(1978) 209 pages. Editor and co-author.
- Linear Programming I. High School Mathematics Letters (Középiskolai Matematikai Lapok) 58(1979) 145-155 (in Hungarian).
- Linear Programming II. High School Mathematics Letters (Középiskolai Matematikai Lapok) 58(1979) 193-202 (in Hungarian).
- Stochastic Programming Models and their Applications, Computer and Automation Inst. of the H.A.S. 106(1980) (in Hungarian).
- The Science of OR and its Education in Hungary, Dept. of Mathematics and Physics of the H.A.S., (editor and co-author, in Hungarian).
- Commemorating J. Farkas on the 50th anniversary of his death, 1981. Manuscript.
- The emphasis is on the practical application. International conference in Kőszeg. Vas Népe, August 25, 1981 (in Hungarian).
- Some Practical Applications of Applied Math and Computer Science, Magyar Tudomány (Hungarian Science) 11(1982) 877-879 (in Hungarian).
- The Way of Thinking in Statistical Decision Theory, Memorial Volume Celebrating the 175th Anniversary of the L. Kossuth Highschool in Nyíregyháza, Hungary, 1982, 19-26 (in Hungarian).
- OR Software Descriptions Vol. I, Computer and Automation Inst. of the H.A.S. 140(1983), Vol. II. 152(1983) (editor, together with G. Keri).
- They come from our county. Academician András Prékopa. Kelet-Magyarország, June 25, 1983 (reporter: S. Marik). Also, with the title 'The real achievement' in: Their birthplace is: Szabolcs-Szatmár (J. Kopka ed.), 347-352 (in Hungarian).
- Computer Science in Hungary. In: Science in Hungary, IREX, 1986.
- The life of András Prékopa. Szigma 23(1992) 3-4 (in Hungarian).
- Linear programming. High School Mathematics letters (Középiskolai Matematikai Lapok) 48(1998) 1-16 (in Hungarian).
- Logos. Root and Fruit, Festschrift for P. Nemeshegyi, S.J., on the Occasion of his 75th Birthday. Zsámbek, 1998, 172-175 (in Hungarian).
- Thoughts on Mathematics. Confessio 22 (1998), 8-18 (in Hungarian).
- The Role of Theory in Applications. Confessions on the School. 190th Anniversary Volume of the L. Kossuth High School, Nyíregyháza, Hungary (I. Bánszki, ed.), 1998, 52-59 (in Hungarian).
- Theory and practice. Science and Society. Office of the Prime Minister, Strategic Analysis Center, Strategic Issues 7, 89-98 (in Hungarian).
- Vivat professores. Daily Hungary (Napi Magyarország) September 11, 1998 (in Hungarian).
- The life of Gyula Farkas and the significance of his works in the theory of optimization. New Trends in the Hungarian Operations Research (S. Komlósi, T. Rapcsák eds.). Dialóg Campus Publ. 1999, 15-31 (in Hungarian).
- The millenium lasts until Sunday. Hungarian Nation (Magyar Nemzet) December 30, 2000, p.24 (in Hungarian).
- Zero. World of Nature (Természet Világa) 132 (April 2001) 146-149 (in Hungarian).
- János Bolyai memorial conference. Hungarian Science, New Series (Magyar Tudomány Új Folyam) 47 (2002) 1649-1655 (in Hungarian). Reprinted in: World of Nature (Természet Vilaga), 134 (2003) 122-123.
- J. Bolyai born 200 years ago. Opening address by A. Prékopa at the János Bolyai Conference held in Bupapest, at the Hungarian Academy of Sciences, on July 8-132, 2002. Physical Review (Fizikai Szemle) 52(2002) 269-271.
- Interview with academician András Prékopa (Ágnes Niemetz). Amerikai Magyar Népszava (American Hungarian People's Voice), Vol. 142, April 5, 2002.
- The revolution of János Bolyai. Catalogue of the exhibition organized by the H.A.S to commemorate the 200th anniversary of the birth of János Bolyai, July 8-12, 2002, 3-17 (in Hungarian), 19-33 (in English).
- The revolution of János Bolyai. High School Mathematics Letters (Középiskolai Matematikai Lapok) 52 (2002) 514-520.
- Foreword to: I.Maros, Computational Techniques of the Symplex Method, Kluwer Academic Publishers, 2003, XIII-XV.
- La revolució de János Bolyai. Societat Catalana de Matematiques Notícies 18 (2003) 18-28 (in Catalan).
- The millenium lasts until Sunday. Hungarian Nation (Magyar Nemzet) December 30, 2000, p.24 (in Hungarian).
- The scientific revolution of János Bolyai. Amerikai Magyar Népszava (American Hungarian People's Voice), Vol. 113, No.1, January 3, 2003 (in Hungarian).
- Why I became a mathematician? In: Why I became a mathematician? Remembrances. Typotex Publ., Budapest, 2003, 189-200 (in Hungarian).
- Foreword to: 50 Years of the Szabolcs-Szatmár-Bereg County Alumni (J. Bene, ed.). Nyíregyháza, 2004, 7-9.
- Foreword to the János Bolyai Memorial Volume, Vince Publisher, Budapest, 2004, 7-11 (in Hungarian).
- List of Publications of András Prékopa. Alkalmazott Matematikai Lapok (Applied Mathematical Papers) 21(2004) 195-214.
- Dantzig 1914-2005. Alkalmazott Matematikai lapok (Applied mathematical papers), to appear (in Hungarian).
- Preface to Non-Euclidean Geometries (A. Prékopa, ed. in chief, co-editor: E. Molnár). Springer, New York, 2005. With E. Molnár, XI-XIII.
- The internationally renowned scientist of mathematics. Interview with academician András Prékopa (Sándor Marik). Review of Szabolcs-Szatmár-Bereg XL(2005) 467-473.
- János Sváb, the famous biometrician, died twenty-five years ago. Magyar Tudomány (Hungarian Science), to appear (in Hungarian).
- Kiss Elemér 1929-2006. Magyar Tudomány (Hungarian Science) 168 (2007)1073-1075. Matematikai Lapok Új sorozat (Mathematical Papers, New series) 16 (2010) 3-6 (in Hungarian).
- Preface to the Bolyai Issue. Matematikai Lapok Uj sorozat (mathematical Papers, New series) 2010/2. With E. Molnár (in Hungarian).
- There is life after the Bologna process. Magyar Nemzet (Hungarian Nation, newspaper), June 22, 2010 (in Hungarian).
- The life and works of János Bolyai. Magyar Nemzet (Hungarian Nation, newspaper), August 30. 2010 (In Hungarian).
--------------------------------------------------------------------------------------------------------------------
Lecture notes, research reports
1950
- Introduction to Mathematics for Students in Chemistry. Lecture Notes, Dept. of Math.,Univ. of Debrecen, 1950 (in Hungarian).
- Calculus I, II. Lecture Notes, Dept of Math.,Univ. of Debrecen, 1950, 1951 (in Hungarian).
- Introduction to Probability Theory. Lecture Notes, Institute for Advanced Courses for Engineers, Techn. Univ. of Budapest, 1956 (in Hungarian).
- Stochastic Processes I, II. Lecture Notes, Dept. of Prob. Theory, Univ. of Budapest, 1956 (in Hungarian).
- Analysis I. Lecture Notes, Central Statistical Bureau of Hungary, Budapest, 1958 (in Hungarian).
- Linear Algebra I. Lecture Notes, Central Statistical Bureau of Hungary, Budapest, 1958. (in Hungarian).
- Analysis II. Lecture Notes, Central Statistical Bureau of Hungary, Budapest, 1959 (in Hungarian).
- Linear Algebra II. Lecture Notes, Central Statistical Bureau of Hungary, Budapest, 1960 (in Hungarian).
- 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.
- Probability Theory. Lecture Notes, Central Statistical Bureau of Hungary, Budapest, 1960 (in Hungarian).
- Mathematical Statistics. Lecture Notes, Central Statistical Bureau of Hungary, Budapest, 1961. Together with Ö. Éltető (in Hungarian).
- Introduction to Probability Theory and Mathematical Statistics. Lecture Notes, Institute for Advanced Courses for Engineers, Technical Univ. of Budapest, 1964. Together with V. Scharnitzky (in Hungarian).
- Operations Research Articles in the Encyclopedia for Natural Sciences, Publ. House of the H.A.S., Budapest, 1964 (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.
- Mathematical Analysis of the Automatics of the Szolnok Concrete Modul Factory, 1966. Together with A. Heppes (in Hungarian).
- Mathematical Programming. Lecture Notes, Univ. of Budapest, 1966 (in Hungarian).
- Optimal inventory models for the Factory of Mining Machines. Study for the Institute of Industrial Economics and Organization, 1966. Together with I. Nagy (in Hungarian).
- Inventory control and Stochastic Optimization Articles for the New Edition of the Encyclopedia for Natural Sciences, 1968 (in Hungarian).
- Summary of Probability Theory. Lecture Notes, Technical Univ. of Budapest, 1968 (in Hungarian).
- Minimum Cost Stochastic Inventory Models, IFIP Seminar, Budapest, 1969. Institute for Education in Computer Science, Central Statistical Bureau, Budapest.
- Stochastic Optimization, IFIP Seminar, Budapest, 1969. Institute for Education in Computer Science, Central Statistical Bureau, Budapest.
- A Combinatorial Theory of Linear Programming. Lecture Notes, Technical Univ. of Budapest, 1970, (in Hungarian).
- Solution Techniques for Large Scale Linear Programming Problems, Department of Mathematics, Technical University of Budapest, 1970. Together with A. Majthay (in Hungarian).
- 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).
- Network Planning Using Two-Stage Programming under Uncertainty MRC Technical Summary Report No. 1835, 1978.
- 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.
- A Short Description of the Optimal Daily Scheduling of the Electricity Production in Hungary, Computer and Automation Inst. of the H.A.S., WP (1980). Together with I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz, B. Strazicky.
1981
- 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.
- 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 Efficiency of R & D activity, Computer and Automation Inst. of the H.A.S., 1981. Together with P. Borzsák and M. Turánszky (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).
- Optimal Daily Scheduling of the Electricity Production in Hungary. In: Proceedings of the IFAC Congress, held in Budapest, Hungary, 1984, 48-52. Together with I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz and B. Strazicky.
- 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. Dynamic Type Stochastic Planning Models. Study for the Institute of Economic Planning of the National Planning Board, Budapest, 1971 (in Hungarian).
- 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.
- 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.
- 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.
- Sharp Bounds on Probabilities using Linear Programming. RUTCOR Research Report 19-86, August 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.
- Buffer and Machine Capacity Design in Manufacturing Systems. RUTCOR Research Report 16-88, March 1988. Together with S. Hong.
- 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.
- Probabilistic Bounds and Algorithms for the Maximum Satisfiability Problem. RUTCOR Research Report 17-88, March 1988 Together with E. Boros.
- The Discrete Moment Problem and Linear Programming. RUTCOR Research Report 12-88, March 1988.
- Inequalities on Expectations Based on the Knowledge of Multivariate Moments. RUTCOR Research Report 70-91.
- The Use of Binomial Moments for Bounding Network Reliability. RUTCOR Research Report 6-91, March 1991.
- Bounding in and Solution of a Linearly Constrained Optimization Problem with Convex, Polyhedral Objective Function. RUTCOR Research Report 17-92. Together with W. Li.
- Fitting a Smooth Logconcave Function on the Poisson Probability Distribution Function. RUTCOR Research Report 26-92.
- On an Optimization Problem Concerning the Stochastic PERT Problem. RUTCOR Research Report 18-92. Together with W. Li.
- 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.
- 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.
- A variant of the Hungarian inventory Control Model. RUTCOR Research Report 34-2004. With N. Noyan.
- 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.
- Discrete Moment Problem with Given Shape of the Distribution. RUTCOR Research Report 41-2005. With E. Subasi, M. Subasi.
- Solution of probabilistic constrained stochastic programming problems with Poisson, binomial and geometric random variables. RUTCOR Research report 29-2005. With T. Liu.
- A class of multivariate utility functions. RUTCOR Research Reports 30-2006. With G. Mádi-Nagy.
- Sharp Bounds for Probabilities with Given Shape Information. RUTCOR Research Report 4-2006. With E. Subasi, M. Subasi.
- A convexity theorem in programming under probabilistic constraint. RUTCOR Research Report 32-2007. With 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.
- Conditional mean-conditional variance portfolio selection models. RUTCOR Research Report 34-2007.
- Discrete moment problems with distributions known to be unimodal. RUTCOR Research Report 15-2007. With E. Subasi, M. Subasi.
- On the Relationship between Probabilistic Constrained, Disjunctive and Multiobjective Programming. RUTCOR Research Report 7-2007.
- On the analytical-numerical valuation of the Bermudan and American options. RUTCOR Research Report 33-2007. With T. Szántai.
- Maximization of strongly unimodal multivariate discrete distributions. RUTCOR Research Reports 12-2009. 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.
- Optimal portfolio selection based on multiple Value at Risk constraints. RUTCOR Research Reports 12-2010. With K. Yoda.
- Proof of logconcavity of some compound Poisson and related distributions. RUTCOR Research Report 21-2010. With Anh Ninh.
- The discrete moment method for the numerical integration of piecewise higher order convex functions. RUTCOR Research Report 17-2010. With M. Naumova.
- Uniform quasi-concavity in probabilistic constrained stochastic programming. RUTCOR Research Report 6-2010. With K. Yoda, M. Subasi.
- 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.