@misc{MTMT:32912016, title = {A probabilistic formulation of a demand-side management problem, and its solution with a randomized scheme}, url = {https://m2.mtmt.hu/api/publication/32912016}, author = {Drenyovszki, Rajmund and Gurka Dezsőné Csizmás, Edit Margit and Fábián, Csaba and Kovács, Lóránt and Tamas, Szantai}, unique-id = {32912016}, year = {2022}, orcid-numbers = {Drenyovszki, Rajmund/0000-0002-9462-2729; Gurka Dezsőné Csizmás, Edit Margit/0000-0003-4397-1758; Fábián, Csaba/0000-0002-9446-1566} } @article{MTMT:32808217, title = {An L-shaped method with strengthened lift-and-project cuts}, url = {https://m2.mtmt.hu/api/publication/32808217}, author = {Pavlo, Glushko and Fábián, Csaba and Achim, Koberstein}, doi = {10.1007/s10287-022-00426-y}, journal-iso = {COMPUT MANAG SCI}, journal = {COMPUTATIONAL MANAGEMENT SCIENCE}, volume = {19}, unique-id = {32808217}, issn = {1619-697X}, year = {2022}, eissn = {1619-6988}, orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566} } @mastersthesis{MTMT:33585590, title = {On first-order methods in stochastic programming}, url = {https://m2.mtmt.hu/api/publication/33585590}, author = {Fábián, Csaba}, unique-id = {33585590}, year = {2021}, orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566} } @inbook{MTMT:32601906, title = {Vágósíkos eljárások sztochasztikus programozási alkalmazásáról. történeti áttekintés}, url = {https://m2.mtmt.hu/api/publication/32601906}, author = {Fábián, Csaba}, booktitle = {Kutatás és innováció 2021}, unique-id = {32601906}, year = {2021}, pages = {443-449}, orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566} } @article{MTMT:31387026, title = {Gaining traction: on the convergence of an inner approximation scheme for probability maximization}, url = {https://m2.mtmt.hu/api/publication/31387026}, author = {Fábián, Csaba}, doi = {10.1007/s10100-020-00697-3}, journal-iso = {CEJOR}, journal = {CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH}, volume = {29}, unique-id = {31387026}, issn = {1435-246X}, year = {2020}, eissn = {1613-9178}, pages = {491-519}, orcid-numbers = {Fábián, Csaba/0000-0002-9446-1566} } @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} } @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} } @inproceedings{MTMT:30310930, title = {Experiments with randomized method for probability maximization}, url = {https://m2.mtmt.hu/api/publication/30310930}, author = {Gurka Dezsőné Csizmás, Edit Margit and Vajnai, Tibor and Fábián, Csaba}, booktitle = {Proceedings of TEAM 2018}, unique-id = {30310930}, year = {2018}, pages = {237-240}, orcid-numbers = {Gurka Dezsőné Csizmás, Edit Margit/0000-0003-4397-1758; Fábián, Csaba/0000-0002-9446-1566} } @article{MTMT:3382051, title = {Valószínűség maximalizálás}, url = {https://m2.mtmt.hu/api/publication/3382051}, author = {Gurka Dezsőné Csizmás, Edit Margit and Drenyovszki, Rajmund and Vajnai, Tibor and Kovács, Lóránt and Fábián, Csaba}, journal-iso = {GRADUS}, journal = {GRADUS}, volume = {5}, unique-id = {3382051}, year = {2018}, eissn = {2064-8014}, pages = {128-133}, orcid-numbers = {Gurka Dezsőné Csizmás, Edit Margit/0000-0003-4397-1758; Drenyovszki, Rajmund/0000-0002-9462-2729; Fábián, Csaba/0000-0002-9446-1566} } @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} }