253:(September 11, 1929 – September 18, 2016) 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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program in OR. In 2015 he retired from
Rutgers as a distinguished professor emeritus. Prékopa's part-time appointments were also important in his scientific career in Hungary. In 1958, he founded the first research department in OR at the Mathematics Institute of the HAS and in 1977 the department of
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Prékopa is a prolific author of scientific works on various topics in operations research, probability and statistics. He along with his collaborators has published 20 books, several hundred scientific papers and 150 educational and popular scientific articles. His landmark monograph
Stochastic
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in many ways: he developed the research school and education curricula, organized international and local conferences, formed an academic committee, founded a scientific periodical, etc. He published more than a dozen books and about 350 papers alone and with co-authors and supervised 51
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Prékopa, A. (editor), Inventory
Control and Water Storage. Proceedings of the International Conference on Inventory Control and Water Storage, Györ, Hungary, 1971. Colloquia Mathematica Societatis János Bolyai 7, North Holland Publishing Company,
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Prékopa, A. (editor), Studies on
Mathematical Programming. Proceedings of the IV Conference on Mathematical Programming, Mátrafüred, Hungary, 1975. Mathematical Methods of Operations Research, Vol. 1., Publ. House of the H.A.S., Budapest,
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Prékopa, A. (editor), Colloquium on the
Applications of Mathematics to Economics. Proceedings of the International Conference on the Applications of Mathematics to Economics, Budapest, Hungary, 1963. Publ. House of the H.A.S. Budapest,
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Prékopa, A. (editor), Progress in
Operations Research I., II. Proceedings of the International Conference on Operations Research, Eger, Hungary, 1974. Colloquia Mathematica Societatis János Bolyai 12, North Holland Publishing Company,
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Prékopa, A. (editor), Survey of
Mathematical Programming I., II., III. Proceedings of the IX International Symposium on Mathematical Programming, Budapest, Hungary, 1976. North Holland Publishing Company,
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Prékopa, A. and A. Rényi, On the
Independence in the Limit of Sums Depending on the Same Sequence of Independent Random Variables. Acta Math. Acad. Sci. Hung. 7 (1956), 319–326.
586:, On the Limiting Distribution of Sums of Independent Random Variables with Values in Compact Topological Groups. Acta Math. Acad. Sci. Hung. 7 (1956), 11–16. (in Russian).
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O. Benedikt award from the
Computer and Automation Institute of the HAS, 1979, for outstanding research and leadership in Operations Research and Applied Mathematics.
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Khachiyan Prize of the INFORMS Optimization
Society, 2012, is awarded annually to an individual or a team for life-time achievements in the area of optimization.
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INFORMS President's Award for "his significant and longstanding contributions to operations research in both basic theory and effective applications.
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Programming (Kluwer, 1995) describes many of his results, and provides a comprehensive presentation of the field of stochastic programming
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He was married to Kinga Széchenyi, educator, sculptor and writer; they had two children and two grandchildren. He was a member of the
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Award from the Federation of Scientific and Engineering Societies of Hungary, 1983, for outstanding activities in organization.
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G. Grünwald award from the J. Bolyai Society, 1956, given to young mathematicians for outstanding scientific achievements.
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Between 1956 and 1968 he was first assistant, later associate professor at the department of probability theory of the L.
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Prize for Excellence from the Publ. House of the H.A.S..1998, for the book 'Stochastic Programming, Kluwer, 1995.'
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Prékopa, A. and J-B. Wets (editors), Stochastic Programming I. II. Mathematical Programming Study 27, 28, 1986.
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A. Prékopa: Mathematical Treatment of the Degradation Process of Long Chain Molecules, Publications of the
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Prékopa, A., Linear Programming. J. Bolyai Mathematical Society, Budapest, 1968, 400 pages (in Hungarian).
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Award from the Polish Academy of Sciences for outstanding scientific achievements and organization, 1982.
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Award from the Computer and Automation Inst. of the HAS, 1985, for outstanding scientific research.
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317:(OR). He retired from there in 2000. From 1985 until 2015, he was a distinguished professor of OR,
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Textbook Publ. House, Budapest 1971, 330 pages. Second ed. 2001, Typotex, Budapest (in Hungarian).
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Grand Prize of the Arany János Foundation (Hungary) for the creation of a scientific school, 2002.
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Prékopa, A., On Additive and Multiplicative Totals. Acta Math. Acad. Sci. Hung. 8 (1957), 107–126
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281:(HAS) and defended his thesis, entitled "On Stochastic Set Functions", in 1956. His advisor was
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Prékopa, A., On Stochastic Set Functions III. Acta Math. Acad. Sci. Hung. 8 (1957), 375–400.
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Prékopa, A., On Stochastic Set Functions II. Acta Math. Acad. Sci. Hung. 8 (1957), 337–374.
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Prékopa, A., On Stochastic Set Functions I. Acta Math. Acad. Sci. Hung. 7 (1956), 215–263.
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A. Prékopa: Extension of multiplicative set functions with values in a Banach algebra,
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students, many of whom are internationally known academics and industrial leaders.
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Commander's Crosses of the Order of Merit of the Republic of Hungary (civil)
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A. Prékopa: On the convergence of series of independent random variables,
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applied mathematics at the Computing and Automation Institute of the HAS.
728:"Logarithmic concave measures with application to stochastic programming"
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was elected a corresponding member and in 1985 full member of the
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from the University of Debrecen in 1952. In 1952, he became a
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660:"INFORMS News: In Memoriam - András Prékopa (1929-2016)"
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Proceedings of the First Hungarian Mathematical Congress
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Handbooks in Operations Research and Management Science
704:(in Hungarian). bla.hu. 2 February 2012. Archived from
770:"Boole-Bonferroni inequalities and linear programming"
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Association of European Operational Research Societies
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A. Prékopa: On a Problem in Probability Theory. In:
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601:A. Prékopa: On the Compound Poisson Distribution,
536:A. Prékopa: On Composed Poisson Distributions IV.
261:He received his university diploma as teacher of
421:(1996), for outstanding scientific achievements.
834:"Multivariate value at risk and related topics"
749:"On logarithmic concave measures and functions"
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905:Members of the Hungarian Academy of Sciences
380:and the Hungarian OR Society, among others.
674:"Prékopa garners INFORMS President's Award"
329:. He was also the graduate director of the
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397:Order of Merit of the Republic of Hungary
69:Learn how and when to remove this message
702:"Professzorok Batthyány Köre - Tagjaink"
688:"Khachiyan Prize - Optimization Society"
32:This article includes a list of general
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428:, 1994, for mentoring young scientists.
469:Books, book parts – editorial activity
895:21st-century Hungarian mathematicians
890:20th-century Hungarian mathematicians
491:Probability Theory Problem Collection
481:J. Bognár, J. Mogyoródi, A. Prékopa,
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549:Mathematical Institute of the H.A.S.
374:International Statistical Institute
16:Hungarian mathematician (1929-2016)
915:Fellows of the Econometric Society
38:it lacks sufficient corresponding
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378:János Bolyai Mathematical Society
275:Institute for Applied Mathematics
307:Technical University of Budapest
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604:Acta Scientiarum Mathematicarum
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376:and honorary president of the
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842:Annals of Operations Research
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648:Mathematics Genealogy Project
366:Hungarian Academy of Sciences
279:Hungarian Academy of Sciences
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797:"Probabilistic programming"
625:Prékopa–Leindler inequality
573:Acta Math. Acad. Sci. Hung.
538:Acta Math. Acad. Sci. Hung.
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582:Prékopa, A., A. Rényi and
561:Publicationes Mathematicae
297:. In 1968, he became full
273:student (aspirant) at the
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855:10.1007/s10479-010-0790-2
395:Commander's Cross of the
338:Research and achievements
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832:Prékopa, András (2012).
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768:Prékopa, András (1988).
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424:T. Szele medal from the
89:. This article uses
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53:more precise citations.
169:Széchenyi Prize (1996)
161:University of Debrecen
788:10.1287/opre.36.1.145
460:Selected publications
345:is the father of the
301:at the department of
775:Operations Research
370:Econometric Society
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476:Probability Theory
327:Rutgers University
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141:September 18, 2016
118:September 11, 1929
91:Western name order
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207:Alfréd Rényi
191:Institutions
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143:(2016-09-18)
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885:2016 deaths
880:1929 births
809:: 267–351.
782:: 145–162.
405:, from the
323:mathematics
303:mathematics
263:mathematics
217:Endre Boros
129:Nyíregyháza
51:introducing
874:Categories
763:: 335–343.
742:: 301–316.
631:References
584:K. Urbanik
319:statistics
122:1929-09-11
34:references
849:: 49–69.
360:In 1979,
347:Hungarian
299:professor
257:Education
152:, Hungary
131:, Hungary
619:See also
487:D. Szász
483:A. Rényi
238:/Prekopa
234:.rutgers
150:Budapest
59:May 2011
863:5305480
712:1 April
646:at the
409:, 2003.
399:, 2005.
362:Prékopa
343:Prékopa
305:of the
277:of the
267:physics
227:Website
120: (
47:improve
861:
821:
524:Papers
384:Awards
240:/index
232:rutcor
181:Fields
166:Awards
36:, but
859:S2CID
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516:1980.
512:1979.
508:1976.
504:1973.
500:1965.
242:.html
819:ISBN
714:2012
485:and
355:Ph.D
331:Ph.D
321:and
271:Ph.D
265:and
236:.edu
137:Died
115:Born
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