András Prékopa | Academic Influence

András Prékopa's AcademicInfluence.com Rankings

András Prékopa

Mathematics

#2361

World Rank

#3669

Historical Rank

Operations Research

#22

World Rank

#22

Historical Rank

Measure Theory

#2020

World Rank

#2450

Historical Rank

mathematics Degrees

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Mathematics

András Prékopa's Degrees

PhD Mathematics Eötvös Loránd University

Why Is András Prékopa Influential?

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According to Wikipedia, András Prékopa was a Hungarian mathematician, a member of the Hungarian Academy of Sciences. He was one of the pioneers of stochastic programming and has been a major contributor to its literature. He amended one of the three basic model types of the discipline, chance-constrained programming, by taking into account stochastic dependence among the random variables involved. One of his main results in the area concerns the convexity theory of probabilistically constrained stochastic optimization problems. He introduced the concept of logarithmic concave measures and provided several fundamental theorems on logconcavity, which supplied proofs for the convexity of a wide class of probabilistically constrained stochastic programming problems. These results had impact far beyond the area of mathematical programming, as they found applications in physics, economics, statistics, convex geometry and other fields.

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András Prékopa's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stochastic Programming (1998) (816)
On logarithmic concave measures and functions (1973) (487)
Logarithmic concave measures with applications to stochastic programming (1971) (357)
Concavity and efficient points of discrete distributions in probabilistic programming (2000) (241)
Contributions to the theory of stochastic programming (1973) (196)
ON PROBABILISTIC CONSTRAINED PROGRAMMING (2015) (177)
Boole-Bonferroni Inequalities and Linear Programming (1988) (162)
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (1990) (141)
Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur (1989) (119)
Sharp Bounds on Probabilities Using Linear Programming (1990) (109)
Programming Under Probabilistic Constraint with Discrete Random Variable (1998) (100)
The discrete moment problem and linear programming (1990) (94)
Flood control reservoir system design using stochastic programming (1978) (93)
Probability Bounds with Cherry Trees (2001) (75)
A new multivariate gamma distribution and its fitting to empirical streamflow data (1978) (67)
Encyclopaedia of Mathematics, Supplement III (2002) (59)
PROGRAMMING UNDER PROBABILISTIC CONSTRAINTS WITH A RANDOM TECHNOLOGY MATRIX (1974) (58)
The use of discrete moment bounds in probabilisticconstrained stochastic programming models (1999) (55)
Multivariate value at risk and related topics (2012) (52)
Bounding the probability of the union of events by aggregation and disaggregation in linear programs (2005) (51)
Decomposition of superpositions of distribution functions (1962) (45)
Bounds for probabilistic integer programming problems (2002) (42)
Inequalities on expectations based on the knowledge of multivariate moments (1992) (42)
On the Development of Optimization Theory (1980) (42)
ON THE PROBABILITY DISTRIBUTION OF THE OPTIMUM OF A RANDOM LINEAR PROGRAM (1966) (40)
ON RANDOM DETERMINANTS I (1967) (37)
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function (1995) (36)
Numerical Solution of Probabilistic Constrained Programming Problems (1988) (36)
On the Existence of a Feasible Flow in a Stochastic Transportation Network (1991) (35)
Probabilistic bounds and algorithms for the maximum satisfiability problem (1990) (35)
Solution of a Product Substitution Problem Using Stochastic Programming (2000) (33)
Uniform quasi-concavity in probabilistic constrained stochastic programming (2011) (33)
An optimal regulation of a storage level with application to the water level regulation of a lake (1979) (31)
Non-Euclidean Geometries (2006) (31)
Serially Linked Reservoir System Design Using Stochastic Programing (1978) (30)
On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities (2004) (29)
On composed Poisson distributions, IV (1952) (28)
Reliability type inventory models based on stochastic programming (1978) (28)
ON SECONDARY PROCESSES GENERATED BY A RANDOM POINT DISTRIBUTION OF POISSON TYPE (1958) (26)
A class of stochastic programming decision problems (1972) (25)
Properties and calculation of multivariate risk measures: MVaR and MCVaR (2013) (24)
Programming under Probabilistic Constraint and Maximizing Probabilities under Constraints (1995) (23)
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (2016) (21)
NETWORK PLANNING USING TWO-STAGE PROGRAMMING UNDER UNCERTAINTY (1980) (20)
Discrete moment problems with distributions known to be unimodal (2009) (19)
Discrete Higher Order Convex Functions and their Applications (2001) (18)
The Use of Binomial Monments for Bounding Network Reliability (1989) (18)
Inequalities for discrete higher order convex functions (2009) (18)
On the Hungarian inventory control model (2006) (16)
On the number of vertices of random convex polyhedra (1972) (16)
On stochastic set functions. I (1956) (16)
ON POISSON AND COMPOSED POISSON STOCHASTIC SET FUNCTIONS (1957) (15)
Stochastic programming 84 (1986) (15)
On stochastic set functions. III (1957) (15)
New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path (2004) (15)
Recent Results in Stochastic Programming (1980) (14)
On the concavity of multivariate probability distribution functions (2001) (14)
Log-concavity of compound distributions with applications in stochastic optimization (2013) (13)
Non-Euclidean Geometries: János Bolyai Memorial Volume (2014) (13)
Sharp Bounds for the Probability of the Union of Events Under Unimodality Condition (2008) (12)
Lower and upper bounds for the probability that at least r and exactly r out of n events occur (2002) (12)
Improved bounds on the probability of the union of events some of whose intersections are empty (2016) (10)
A class of multiattribute utility functions (2008) (9)
Bounding expectations of functions of random vectors with given marginals and some moments: Applications of the multivariate discrete moment problem (2011) (9)
Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances (2007) (9)
DUAL METHODS FOR THE NUMERICAL SOLUTION OF THE UNIVARIATE POWER MOMENT PROBLEM (2003) (8)
On a dual method for a specially structured linear programming problem with application to stochastic programming (2002) (8)
The Use of Stochastic Programming for the Solution of Some Problems in Statistics and Probability (1980) (8)
APPROXIMATIONS FOR AND CONVEXITY OF PROBABILISTICALLY CONSTRAINED PROBLEMS WITH RANDOM RIGHT-HAND SIDES (2005) (7)
On the probability of union in the n-space (2017) (7)
Optimal capacity design under $$k$$k-out-of-$$n$$n and consecutive $$k$$k-out-of-$$n$$n type probabilistic constraints (2014) (7)
Extension of multiplicative set functions with values in a Banach algebra (1956) (7)
New bounds for the probability that at least k-out-of-n events occur with unimodal distributions (2017) (7)
On the independence in the limit of sums depending on the same sequence of independent random variables (1956) (6)
On strong unimodality of multivariate discrete distributions (2009) (6)
A variant of the Hungarian inventory control model (2006) (6)
Studies on mathematical programming (1980) (6)
On stages and consistency checks in stochastic programming (2005) (6)
On the relationship between probabilistic constrained , disjunctive and multiobjective programming (2006) (6)
Laws of large numbers for random linear programs (1972) (5)
Risk tomography (2018) (5)
Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables (2015) (5)
Convexity and Solutions of Stochastic Multidimensional 0-1 Knapsack Problems with Probabilistic Constraints (2016) (5)
On stochastic set functions. II (1957) (5)
On the analytical–numerical valuation of the Bermudan and American options (2010) (5)
The discrete moment problem with fractional moments (2013) (5)
Inventory control and water storage (1974) (5)
System Modelling and Optimization (1986) (4)
On Stochastic Integer Programming under Probabilistic Constraints (1998) (4)
Convex approximations in stochastic programming by semidefinite programming (2012) (4)
Convexity Theory of Probabilistic Constrained Problems (1995) (4)
Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events (2017) (4)
The Discrete Moment Method for the numerical integration of piecewise higher order convex functions (2016) (4)
Colloquium on Applications of Mathematics to Economics, Budapest,1963. Edited by A. Prékopa. Budapest, Akadémiai Kiadó, Publishing House of the Hungarian Academy of Sciences, 1965, 367 p., $12.00. (1966) (4)
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (2016) (4)
Scheduling of Power Generation (2014) (4)
Bivariate Bonferroni-type inequalities based on multivariate Lagrange interpolation (2015) (3)
Static Stochastic Programming Models (2009) (3)
Stochastic Programming 84 Part II (1986) (3)
Bounding and Approximation of Probabilities (1995) (3)
The Revolution of János Bolyai (2006) (3)
A Convexity Theorem in Programming under Probabilistic Constraints (2007) (2)
Solution of Probabilistic Constrained Stochastic Programming Problems with Poisson , Binomial and Geometric Random Variables (2005) (2)
Estimation of cause-effect relationship under noise (1994) (2)
L-operator integro-differential inequality for dissipativity of stochastic integro-differential equations (2011) (2)
Optimal capacity design under k -out-of- n and consecutive k -out-of- n type probabilistic constraints (2015) (2)
Optimal Daily Scheduling of the Electricity Production in Hungary (1982) (2)
On additive and multiplicative totals (1957) (2)
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions (2015) (2)
Recent Advances Concerning the Problem of Optimal Daily Scheduling of Electricity Production in Hungary (1984) (1)
Two-Stage Stochastic Programming Problems (1995) (1)
On the binomial tree method and other issues in connection with pricing Bermudan and American options (2012) (1)
A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP (2004) (1)
Scheduling of power generation : a large-scale mixed-variable model (2014) (1)
Progress in operations research (1976) (1)
Sharp bounds for the probability that exactly k-out-of-n events occur with unimodal distributions (2018) (1)
Optimization Under Probabilistic Constraints and its Applications in Statistics (1984) (1)
Probability Distribution Problems Concerning Stochastic Programming Problems (2010) (1)
ON THE COMPOUND POISSON DISTRIBUTION (2005) (1)
Clusters of high-dimensional interval data and related Boolean functions of events in Euclidean space (2021) (0)
On the convergence of series of independent random variables (2022) (0)
Recent results in stochastic programming: Proceedings, Oberwolfach, January 28-February 3, 1979 (1980) (0)
Logical analysis of data: Estimation of cause-effect relationship under noise with applications in classification of natural water springs (2022) (0)
Logconcavity of Discrete Distributions (2009) (0)
RRR , On the analytical – numerical valuation of the American option (2007) (0)
Operations research software descriptions : vol. 2. (1983) (0)
Studies in applied stochastic programming : 1. (1985) (0)
Erratum (1998) (0)
Assumptions for Model Simplification (2014) (0)
Solution of an optimal reservoir capacity problem under probabilistic constraints (2012) (0)
Bounding the values of financial derivatives by the use of the moment problem (2020) (0)
Logconcave and Quasi-Concave Measures (1995) (0)
Control of Electric Power Systems (2014) (0)
Maximization of a Strongly Unimodal Multivariate Discrete Distribution (2009) (0)
Water demand for generating electricity: A mathematical programming approach with application in Poland: J.C. STONE, F.D. SINGLETON Jr., M. GADOWSKI, A. SALEWICZ and W. SIKORSKI IIASA, Laxenburg, 1982, v + 59 pages, $7.00 (1984) (0)
ON SECONDARY PROCESSES GENERATED BY RANDOM POINT DISTRIBUTIONS (1959) (0)
A General Mathematical Programming Model for the Scheduling of Electric Power Generation (2014) (0)
Logconcave Measures, Logconvexity (2009) (0)
Decision-making from a risk assessment perspective for Corporate Mergers and Acquisitions (2014) (0)
Proof of logconcavity of some compound Poisson and related distributions (2010) (0)
Bottom-up Approach to Measure Risk for Decision-making on Corporate Mergers and Acquisitions (m&as) Bottom-up Approach to Measure Risk for Decision-making on Corporate Mergers and Acquisitions (m&as) (2013) (0)
Colloquium on Applications of Mathematics to Economics (1969) (0)
Multi-Stage Stochastic Programming Problems (1995) (0)
Solutions of the Simple Recourse Problem (1995) (0)
Stochastic Programming Models: Random Objective (2009) (0)
Multivariate value at risk and related topics (2010) (0)
Probabilistic Constrained Problems: Convexity Theory (2009) (0)
Special Problems and Methods (1995) (0)
Convex approximations in stochastic programming by semidefinite programming (2011) (0)
Static Stochastic Programming Models: Conditional Expectations (2009) (0)
Price-Bands: A Technical Tool for Stock Trading (2021) (0)
Properties and calculation of multivariate risk measures: MVaR and MCVaR (2013) (0)
Book review (1993) (0)
The Model Obtained by Taking into Account the Simplifying Assumptions (2014) (0)
On the conditional expectation given Boolean functions of events in the n-space (2020) (0)
An Improved Cutting Plane method for the solution of Probabilistic Constrained Problem with Discrete Random Variables (2012) (0)
Inventory Control and Water Storage. (1974) (0)
General Theory of Linear Programming (1995) (0)
Special Cases and Selected Applications (1995) (0)

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