Applications in Economics and Finance

Serially Linked Reservoir System Design Using Stochastic Programming. Water Resources Research 14(1978) 672-678. With T. Rapcsák, I. Zsuffa.

Flood Control Reservoir System Design, Mathematical Programming Study 9(1978) 138-151. With T. Szántai.

On Optimal Regulation of a Storage Level with Application to the Water Level Regulation of a Lake. European Journal of Operational 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.

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, editors), Springer, New York, 216-237.

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.

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 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, Austria, 1980 (G.B. Dantzig, M.A.H. Dempster, M. Kallio, editors). IIASA, Laxenburg (1981) 923-960. With I. Deák, J. Hoffer, J. Mayer, A. Németh, B. Potecz, B. Strazicky.

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.

Large Scale Mixed Variable Mathematical Model for Optimal Short Term Scheduling of the Daily Power Production, Taking into Account Network Constraints, Applied Mathematical Papers (Alkalmazott Matematikai Lapok) 9(1983) 221-337 (in Hungarian). 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, editor), B.G. Teubner, Stuttgart, 354-383.

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.

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 on Jan. 21-22, 1989, Stanford University (G.B. Dantzig, P.W. Glynn, editors). Department of Operations Research, Stanford University, Stanford, California, 1989, 197-215. With E. Boros.

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, editors). DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Vol. 5, AMS/ACM 1991, 197-212. With E. Boros and Keh-Wei Lih.

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.

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).

Solution of a Product Substitution Problem using Stochastic Programming. In: Probabilistic Constrained Optimization, Methodology and Applications. (S.P. Uryasev, editor). Kluwer Academic Publishers, 2000, 252-271. With M. Murr.

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.