2026 András Prékopa: Mathematics Researcher – H-Index, Publications & Awards

Research.com Recognitions

2012 - Khachiyan Prize of the INFORMS Optimization Society
2003 - EURO Gold Medal

Overview

András Prékopa was affiliated with Rutgers, The State University of New Jersey in the United States. Their research spanned several fields of study, primarily in Economics, Econometrics and Finance, Decision Sciences, and Mathematics. These fields intersected with a focus on financial and operational applications of mathematical and statistical methods.

The scientist's work covered multiple subfields, including Finance, Management Science and Operations Research, Statistics and Probability, and Computational Theory and Mathematics. Their research topics addressed stochastic processes and financial applications, financial markets and investment strategies, risk and portfolio optimization, probability and risk models, capital investment and risk analysis, financial risk and volatility modeling, and fuzzy systems and optimization.

Frequent publication venues for András Prékopa included the Annals of Operations Research and Publicationes Mathematicae Debrecen. The most cited recent papers were:

On the convergence of series of independent random variables, 2022, Publicationes Mathematicae Debrecen
Bounding the values of financial derivatives by the use of the moment problem, 2020, Annals of Operations Research
Clusters of high-dimensional interval data and related Boolean functions of events in Euclidean space, 2021, Annals of Operations Research

The scientist frequently collaborated with other researchers, including Jinwook Lee, with whom they coauthored multiple works, as well as Joon-Hee Lee and Mariya Naumova.

Throughout the career, András Prékopa received notable awards such as the EURO Gold Medal in 2003 and the Khachiyan Prize of the INFORMS Optimization Society in 2012.

Best Publications

Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming

Darinka Dentcheva;András Prékopa;Andrzej Ruszczynski

300
Citations
ON PROBABILISTIC CONSTRAINED PROGRAMMING

A. Prekopa

273
Citations
Contributions to the theory of stochastic programming

András Prékopa

235
Citations
Boole-Bonferroni inequalities and linear programming

András Prékopa

206
Citations
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

András Prékopa

171
Citations
Closed form two-sided bounds for probabilities that at least r and exactly r out of n events occur

Endre Boros;Andras Prekopa

160
Citations
Flood control reservoir system design using stochastic programming

A. Prékopa;T. Szántai

129
Citations
Sharp bounds on probabilities using linear programming

András Prékopa

127
Citations
Programming Under Probabilistic Constraint with Discrete Random Variable

András Prékopa;Béla Vizvári;Tamás Badics

123
Citations
Probability Bounds with Cherry Trees

József Bukszár;András Prékopa

92
Citations
A new multivariate gamma distribution and its fitting to empirical streamflow data

A. Prékopa;T. Szántai

88
Citations
The discrete moment problem and linear programming

András Prékopa

88
Citations
Bounding the probability of the union of events by aggregation and disaggregation in linear programs

András Prékopa;Linchun Gao

72
Citations
On composed Poisson distributions, IV

András Prékopa

61
Citations
Encyclopaedia of Mathematics, Supplement III

S. S. Abhyankar;V. Abramov;A. Adem;L. Aizenberg

59
Citations
PROGRAMMING UNDER PROBABILISTIC CONSTRAINTS WITH A RANDOM TECHNOLOGY MATRIX

András Prékopa

59
Citations
ON THE PROBABILITY DISTRIBUTION OF THE OPTIMUM OF A RANDOM LINEAR PROGRAM

András Prèkopa

55
Citations
On the Development of Optimization Theory

András Prékopa

52
Citations
Multivariate value at risk and related topics

András Prékopa

43
Citations
The use of discrete moment bounds in probabilisticconstrained stochastic programming models

András Prékopa

27
Citations

Frequent Co-Authors

Endre Boros Rutgers, The State University of New Jersey

Andrzej Ruszczyński Rutgers, The State University of New Jersey

Tamás Terlaky Lehigh University

External Links

Personal website of András Prékopa

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