@article{MTMT:30415406,
	title = {A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming},
	url = {https://m2.mtmt.hu/api/publication/30415406},
	author = {Fábián, Csaba and Gurka Dezsőné Csizmás, Edit Margit and Drenyovszki, Rajmund and Vajnai, Tibor and Kovács, Lóránt and Szántai, Tamás},
	doi = {10.1007/s10479-019-03143-z},
	journal-iso = {ANN OPER RES},
	journal = {ANNALS OF OPERATIONS RESEARCH},
	volume = {Online first},
	unique-id = {30415406},
	issn = {0254-5330},
	year = {2019},
	eissn = {1572-9338},
	pages = {1-32},
	orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566; Gurka Dezsőné Csizmás, Edit Margit/0000-0003-4397-1758; Drenyovszki, Rajmund/0000-0002-9462-2729}
}

@article{MTMT:30669296,
	title = {A valószínűségeloszlás hatása az együttes valószínűségi feltétellel korlátozott sztochasztikus programozási feladatok optimum értékére},
	url = {https://m2.mtmt.hu/api/publication/30669296},
	author = {Szántai, Tamás},
	journal-iso = {ALK MAT LAP},
	journal = {ALKALMAZOTT MATEMATIKAI LAPOK},
	volume = {35},
	unique-id = {30669296},
	issn = {0133-3399},
	year = {2018},
	pages = {57-65}
}

@misc{MTMT:30398360,
	title = {A randomized method for probabilistic problems},
	url = {https://m2.mtmt.hu/api/publication/30398360},
	author = {Fábián, Csaba and Gurka Dezsőné Csizmás, Edit Margit and Drenyovszki, Rajmund and Vajnai, Tibor and Kovács, Lóránt and Szántai, Tamás},
	unique-id = {30398360},
	year = {2018},
	orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566; Gurka Dezsőné Csizmás, Edit Margit/0000-0003-4397-1758; Drenyovszki, Rajmund/0000-0002-9462-2729}
}

@article{MTMT:30344085,
	title = {Preface},
	url = {https://m2.mtmt.hu/api/publication/30344085},
	author = {Maros, I. and Szántai, Tamás},
	doi = {10.12700/APH.15.1.2018.1.1},
	journal-iso = {ACTA POLYTECH HUNG},
	journal = {ACTA POLYTECHNICA HUNGARICA},
	volume = {15},
	unique-id = {30344085},
	issn = {1785-8860},
	year = {2018},
	eissn = {1785-8860},
	pages = {7-10}
}

@article{MTMT:3341656,
	title = {Secondary Stochastic Processes and Storage Reservoir Optimization},
	url = {https://m2.mtmt.hu/api/publication/3341656},
	author = {Prékopa, András and Szántai, Tamás and Zsuffa, István},
	doi = {10.12700/APH.15.1.2018.1.5},
	journal-iso = {ACTA POLYTECH HUNG},
	journal = {ACTA POLYTECHNICA HUNGARICA},
	volume = {15},
	unique-id = {3341656},
	issn = {1785-8860},
	abstract = {In the first two sections of the paper, stream flow is investigated on a probability theoretical basis. We will show that under some realistic conditions its probability distribution is of gamma type. In the model of the third section the optimal capacity of a storage reservoir is determined. In the model of the fourth section optimal water release policy is sought, given that water demands should be met by a prescribed large probability. Finally, in the last fifth section, in addition to the before mentioned reliability type constraint an upper bound is imposed on the number of days when demands may not be met and the cost of the intake facility is to be minimized.},
	keywords = {Stochastic programming; Reservoir capacity; release policy},
	year = {2018},
	eissn = {1785-8860},
	pages = {71-85},
	orcid-numbers = {Zsuffa, István/0000-0002-1129-8397}
}

@article{MTMT:3341648,
	title = {Inventory Control in Sales Periods},
	url = {https://m2.mtmt.hu/api/publication/3341648},
	author = {Szántai, Tamás and Kovács, Edith Alice and Egri, Attila},
	doi = {10.12700/APH.15.1.2018.1.6},
	journal-iso = {ACTA POLYTECH HUNG},
	journal = {ACTA POLYTECHNICA HUNGARICA},
	volume = {15},
	unique-id = {3341648},
	issn = {1785-8860},
	abstract = {Sales promotion aims to capture the market and increase sales volume. Therefore, an important task is the forecasting of the demand during the sales period. We present two dynamic methodologies for calculating the quantity which has to be placed on the shelves at the beginning of each day such that we keep some constraints expressing lower and upper bounds on the quantities. Both methodologies are new to this field and are useful because of some specific properties of the problem. Our new methods use historical data of the demands in previous promotions and the consumptions registered in the previous days. Since the promotion period is relatively short, other methods such as time series analysis can hardly be used. © 2018, Budapest Tech Polytechnical Institution. All rights reserved.},
	year = {2018},
	eissn = {1785-8860},
	pages = {87-104}
}

@article{MTMT:3323588,
	title = {Probability maximization by inner approximation},
	url = {https://m2.mtmt.hu/api/publication/3323588},
	author = {Fábián, Csaba and Gurka Dezsőné Csizmás, Edit Margit and Drenyovszki, Rajmund and Wim, van Ackooij and Vajnai, Tibor and Kovács, Lóránt and Szántai, Tamás},
	doi = {10.12700/APH.15.1.2018.1.7},
	journal-iso = {ACTA POLYTECH HUNG},
	journal = {ACTA POLYTECHNICA HUNGARICA},
	volume = {15},
	unique-id = {3323588},
	issn = {1785-8860},
	abstract = {We solve probability maximization problems using an approximation scheme that is analogous to the classic approach of p-efficient points, proposed by Prékopa to handle chance constraints. But while p-efficient points yield an approximation of a level set of the probabilistic function, we approximate the epigraph. The present scheme is easy to implement and is immune to noise in gradient computation. © 2018, Budapest Tech Polytechnical Institution. All rights reserved.},
	year = {2018},
	eissn = {1785-8860},
	pages = {105-125},
	orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566; Gurka Dezsőné Csizmás, Edit Margit/0000-0003-4397-1758; Drenyovszki, Rajmund/0000-0002-9462-2729}
}

@article{MTMT:3315123,
	title = {Emlékezés professzor Prékopa András akadémikusra, halálának első évfordulóján},
	url = {https://m2.mtmt.hu/api/publication/3315123},
	author = {Deák, István and Szántai, Tamás},
	doi = {10.1556/2065.178.2017.12.11},
	journal-iso = {MAGYAR TUDOMÁNY},
	journal = {MAGYAR TUDOMÁNY},
	volume = {178},
	unique-id = {3315123},
	issn = {0025-0325},
	year = {2017},
	eissn = {1588-1245},
	pages = {1599-1605}
}

@article{MTMT:3256684,
	title = {On the connection between cherry-tree copulas and truncated R-vine copulas},
	url = {https://m2.mtmt.hu/api/publication/3256684},
	author = {Kovács, Edith Alice and Szántai, Tamás},
	doi = {10.14736/kyb-2017-3-0437},
	journal-iso = {KYBERNETIKA},
	journal = {KYBERNETIKA},
	volume = {53},
	unique-id = {3256684},
	issn = {0023-5954},
	abstract = {Vine copulas are a exible way for modeling dependences using only pair-copulas as building blocks. However if the number of variables grows the problem gets fastly intractable. For dealing with this problem Brechmann at al. proposed the truncated R-vine copulas. The truncated R-vine copula has the very useful property that it can be constructed by using only paircopulas and a lower number of conditional pair-copulas. In our earlier papers we introduced the concept of cherry-tree copulas. In this paper we characterize the relation between cherrytree copulas and truncated R-vine copulas. It turns out that the concept of cherry-tree copula is more general than the concept of truncated R-vine copula. Although both contain in their expressions conditional independences between the variables, the truncated R-vines constructed in greedy way do not exploit the existing conditional independences in the data. We give a necessary and sufficient condition for a cherry-tree copula to be a truncated R-vine copula. We introduce a new method for truncated R-vine modeling. The new idea is that in the first step we construct the top tree by exploiting conditional independences for finding a good-fitting cherry-tree of order k. If this top tree is a tree in an R-vine structure then this will define a truncated R-vine at level k and in the second step we construct a sequence of trees which leads to it. If this top tree is not a tree in an R-vine structure then we can transform it into such a tree at level k + 1 and then we can again apply the second step. The second step is performed by a backward construction named Backward Algorithm. This way the cherry-tree copulas always can be expressed by pair-copulas and conditional pair-copulas.},
	year = {2017},
	pages = {437-460}
}

@misc{MTMT:33693854,
	title = {On the connection between cherry-tree copulas and truncated R-vine copulas},
	url = {https://m2.mtmt.hu/api/publication/33693854},
	author = {Kovács, Edith Alice and Szántai, Tamás},
	unique-id = {33693854},
	year = {2016}
}