Tamas Szantai
机构: Professor Emeritus, Budapest University of Technology and Economics
每年引用次数
引用次数
引用: 1,262
H-指数: 19
I10-指数 : 26
出版物: 75
User's Guide of the Computer Code for the Calculation of the Loss-of-Load-Probability (LOLP)
T. Szantai
WP-88-045
1988
Calculation of the Multivariate Probability Distribution Function Values and their Gradient Vectors
T. Szantai
WP-87-082
12
1987
A Computer Code for Solution of Probabilistic-Constrained Stochastic Programming Problems
T. Szantai
Springer Berlin Heidelberg 229 -235
97
1988
Approximation of Multivariate Probability Integrals.
Tamás Szántai
Encyclopedia of Optimization 83 -90
4
2009
Improved Bounds and Simulation Procedures on the Value of the Multivariate Normal Probability Distribution Function
Tamás Szántai
Annals of Operations Research 100 ( 1) 85 -101
34
2000
Stochastic programming in water management: A case study and a comparison of solution techniques
Jitka Dupačová , Alexei Gaivoronski , Zdeněk Kos , Tamás Szántai
European Journal of Operational Research 52 ( 1) 28 -44
79
1991
On numerical calculation of probabilities according to Dirichlet distribution
Ashraf A. Gouda , Tamás Szántai
Annals of Operations Research 177 ( 1) 185 -200
14
2010
Hypergraphs as a mean of discovering the dependence structure of a discrete multivariate probability distribution
Tamás Szántai , Edith Kovács
Annals of Operations Research 193 ( 1) 71 -90
18
2012
Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai
Gerzson Kéri , Tamás Szántai
Annals of Operations Research 200 ( 1) 265 -278
3
2012
Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)
Darinka Dentcheva , Andrzej Ruszczyński , Tamás Szántai
Annals of Operations Research 200 ( 1) 1 -2
1
2012
Computing bounds for the probability of the union of events by different methods
József Bukszár , Gergely Mádi-Nagy , Tamás Szántai
Annals of Operations Research 201 ( 1) 63 -81
11
2012
Probability bounds given by hypercherry trees
József Bukszár , Tamás Szántai
Optimization Methods & Software 17 ( 3) 409 -422
21
2002
Discovering a junction tree behind a Markov network by a greedy algorithm
Tamás Szántai , Edith Kovács
Optimization and Engineering 14 ( 4) 503 -518
13
2013
New Bounds and Approximations for the Probability Distribution of the Length of the Critical Path
András Prékopa , Jianmin Long , Tamás Szántai
Springer, Berlin, Heidelberg 293 -320
9
2004
Optimization techniques for planning highway pavement improvements
András Bakó , Emil Klafszky , Tamás Szántai , László Gáspár
Annals of Operations Research 58 ( 1) 55 -66
11
1995
On the analytical–numerical valuation of the Bermudan and American options
András Prékopa , Tamás Szántai
Quantitative Finance 10 ( 1) 59 -74
6
2010
On the binomial tree method and other issues in connection with pricing Bermudan and American options
András Prékopa , Tamás Szántai
Quantitative Finance 12 ( 1) 21 -26
1
2012
A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
Csaba I. Fábián , Edit Csizmás , Rajmund Drenyovszki , Tibor Vajnai
Annals of Operations Research 1 -32
2
2019
Nemkonvex és diszkrét sztochasztikus programozási feladatok megoldása és alkalmazása= Solution and applications of nonconvex and discrete stochastic programming problems
István Deák , József Bukszár , Csaba Fábián , Mihály Hujter
OTKA Kutatási Jelentések| OTKA Research Reports
2009
R utcor Research R eport
József Bukszár , Gergely Mádi-Nagy , Tamás Szántai