András Prékopa, who died in Budapest in 2016, reshaped the landscape of stochastic programming through his contributions to convexity theory. Born in Nyíregyháza in 1929, he advanced the discipline by accounting for stochastic dependence among random variables, providing fundamental theorems on logconcavity that extended his reach into physics, statistics, economics, and convex geometry.
Academic Foundation
Prékopa earned his initial credentials as a teacher of mathematics and physics at the University of Debrecen in 1952. He subsequently transitioned to the Institute for Applied Mathematics of the Hungarian Academy of Sciences as a Ph.D. student. Under the supervision of Alfréd Rényi, he completed his thesis, "On Stochastic Set Functions," in 1956. This early focus on probability theory launched a career that balanced teaching with rigorous theoretical research.
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Throughout his career, Prékopa held significant appointments at Eötvös University and the Technical University of Budapest. He founded multiple research departments in operations research at the Hungarian Academy of Sciences. Beyond his national impact, he served as a distinguished professor of mathematics, statistics, and operations research at Rutgers University from 1985 until 2015. His extensive bibliography includes over 350 papers and more than a dozen books, most notably his 1995 monograph, "Stochastic Programming."
Recognition and Legacy
Prékopa was an elected member of the Hungarian Academy of Sciences and a fellow of the Econometric Society. His work earned him numerous honors, including the Széchenyi Prize in 1996, the EURO Gold Medal in 2003, and the Commander's Cross of the Order of Merit of the Republic of Hungary in 2005. He mentored 51 Ph.D. students, many of whom rose to become leaders in industry and academia, cementing his role as a foundational figure in Hungarian operations research.
Fast facts
- Born: 1929, Nyíregyháza, Hungary
- Died: 2016, Budapest, Hungary
- Key Field: Stochastic Programming
- Higher Education: University of Debrecen
- Distinguished Professor: Rutgers University
- Széchenyi Prize: 1996
- Fellow: Econometric Society, 1978
- Ph.D. Advisor: Alfréd Rényi
Questions readers ask
What is the core contribution of András Prékopa to mathematics?
He developed the theory of logconcavity and amended chance-constrained programming models to include stochastic dependence among random variables.
Which major academic institution did he serve at in addition to his Hungarian appointments?
He was a distinguished professor of operations research, statistics, and mathematics at Rutgers University from 1985 to 2015.
Achievements
- Széchenyi Prize — 1996
- Held posts at Rutgers University
- Fields: mathematics, informatics and mathematical statistics
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