András Prékopa

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Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
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Publications

2012
[j25]
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András Prékopa:
Multivariate value at risk and related topics. Ann. Oper. Res. 193(1): 49-69 (2012)
2009
[r6]
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András Prékopa:
Logconcave Measures, Logconvexity. Encyclopedia of Optimization 2009: 1925-1926
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András Prékopa:
Logconcavity of Discrete Distributions. Encyclopedia of Optimization 2009: 1926-1928
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András Prékopa:
Probabilistic Constrained Problems: Convexity Theory. Encyclopedia of Optimization 2009: 3087-3088
[r3]
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András Prékopa:
Static Stochastic Programming Models. Encyclopedia of Optimization 2009: 3708-3710
[r2]
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András Prékopa:
Static Stochastic Programming Models: Conditional Expectations. Encyclopedia of Optimization 2009: 3710-3711
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András Prékopa:
Stochastic Programming Models: Random Objective. Encyclopedia of Optimization 2009: 3782-3783
2006
[j20]
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András Prékopa:
On the Hungarian inventory control model. Eur. J. Oper. Res. 171(3): 894-914 (2006)
2001
[j12]
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András Prékopa:
On the concavity of multivariate probability distribution functions. Oper. Res. Lett. 29(1): 1-4 (2001)
1999
[j10]
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András Prékopa:
The use of discrete moment bounds in probabilisticconstrained stochastic programming models. Ann. Oper. Res. 85: 21-38 (1999)
1990
[j7]
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András Prékopa:
The discrete moment problem and linear programming. Discret. Appl. Math. 27(3): 235-254 (1990)
[j6]
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András Prékopa:
Sharp Bounds on Probabilities Using Linear Programming. Oper. Res. 38(2): 227-239 (1990)
[j5]
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András Prékopa:
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution. ZOR Methods Model. Oper. Res. 34(6): 441-461 (1990)
1988
[j3]
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András Prékopa:
Boole-Bonferroni Inequalities and Linear Programming. Oper. Res. 36(1): 145-162 (1988)
1973
[j2]
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András Prékopa:
Contributions to the theory of stochastic programming. Math. Program. 4(1): 202-221 (1973)
1972
[j1]
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  - journals/mst/Prekopa72
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András Prékopa:
Laws of Large Numbers for Random Linear Programs. Math. Syst. Theory 6(3): 277-288 (1972)

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