Prkopa Andrs

Andrs Prkopa

Information about the author Andrs Prkopa will soon be added to the site.
Found 19 papers in total
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables
2015
Single commodity networks are considered, where demands at the nodes are random. The...
Properties and calculation of multivariate risk measures: MVaR and MCVaR
Properties and calculation of multivariate risk measures: MVaR and MCVaR
2013
A recent paper by Prékopa (Ann. Oper. Res. 193(1):49–69, 2012) presented...
Convex approximations in stochastic programming by semidefinite programming
Convex approximations in stochastic programming by semidefinite programming
2012
The following question arises in stochastic programming: how can one approximate a...
Multivariate value at risk and related topics
Multivariate value at risk and related topics
2012
Multivariate Value at Risk, or MVaR, is defined as the quantile set of a multivariate...
Uniform quasi‐concavity in probabilistic constrained stochastic programming
Uniform quasi‐concavity in probabilistic constrained stochastic programming
2011
A probabilistic constrained stochastic linear programming problem is considered, where...
On multivariate discrete moment problems and their applications to bounding expectations and probabilities
On multivariate discrete moment problems and their applications to bounding expectations and probabilities
2004
The discrete moment problem (DMP) has been formulated as a methodology to find the...
A variant of the Hungarian inventory control model
A variant of the Hungarian inventory control model
2006
The ‘Hungarian inventory control model’ was initiated by Prékopa...
On the Hungarian inventory control model
On the Hungarian inventory control model
2006
In this paper we recall and further develop an inventory model formulated by the...
On stages and consistency checks in stochastic programming
On stages and consistency checks in stochastic programming
2005
This paper gives a rigorous definition of a stage, usable for dynamic stochastic...
Lower and upper bounds for the acturial present value of a group life insurance policy, using joint life time distributions
Lower and upper bounds for the acturial present value of a group life insurance policy, using joint life time distributions
2004
When calculating the actuarial present value of a life insurance policy it is...
A multivariate utility function
A multivariate utility function
2004
A univariate utility function u(z ) is usually required to satisfy the conditions u...
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in a linear program
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in a linear program
2004
An LP is considered where the technology coefficients are unknown and random samples...
Lower and upper bounds for the expected time to failure of systems
Lower and upper bounds for the expected time to failure of systems
2004
In large series-parallel systems the exact calculation of the expected time to failure...
On a dual method for a specially structured linear programming problem with application to stochastic programming
On a dual method for a specially structured linear programming problem with application to stochastic programming
2002
This article revises and improves on a Dual Type Method, developed by Prékopa,...
The use of discrete moment bounds in probabilistic constrained stochastic programming models
The use of discrete moment bounds in probabilistic constrained stochastic programming models
1999
In the past few years, efficient methods have been developed for bounding...
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
1995
A dual method is presented to solve a linearly constrained optimization problem with...
On the existence of a feasible flow in a stochastic transportation network
On the existence of a feasible flow in a stochastic transportation network
1991
Many transportation networks, e.g., networks of cooperating power systems, and...
Sharp bounds on probabilities using linear programming
Sharp bounds on probabilities using linear programming
1990
In a previous paper, the author proposed methods to obtain sharp lower and upper...
Probabilistic bounds and algorithms for the maximum satisfiability problem
Probabilistic bounds and algorithms for the maximum satisfiability problem
1989
In this paper the authors present a new method to analyze and solve the maximum...
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