Michael N. Katehakis

Publication Activity (10 Years)

Years Active: 1984-2023
Publications (10 Years): 18

Top Topics

Inventory Systems

Markov Decision Process

Asymptotically Optimal

Top Venues

Ann. Oper. Res.

Oper. Res. Lett.

Publications

Wesley Cowan, Michael N. Katehakis, Sheldon M. Ross
Optimal Activation of Halting Multi-Armed Bandit Models. CoRR (2023)
Stella Kapodistria, Michael N. Katehakis, Sheldon M. Ross, Floske Spieksma
Stochastic models and algorithms dedicated to the 60th birthday of Professor Eugene A. Feinberg. Ann. Oper. Res. 317 (2) (2022)
Dhammika Amaratunga, Javier Cabrera, Debopriya Ghosh, Michael N. Katehakis, Jin Wang, Wenting Wang
Socio-economic impact on COVID-19 cases and deaths and its evolution in New Jersey. Ann. Oper. Res. 317 (1) (2022)
Konstantinos Skitsas, Ioannis G. Papageorgiou, Mohammad Sadegh Talebi, Vasiliki Kantere, Michael N. Katehakis, Panagiotis Karras
SIFTER: Space-Efficient Value Iteration for Finite-Horizon MDPs. Proc. VLDB Endow. 16 (1) (2022)
Michael N. Katehakis, Yifeng Liu, Jian Yang
A revisit to the markup practice of irreversible dynamic pricing. Ann. Oper. Res. 317 (1) (2022)
Mehdi Davoodi, Michael N. Katehakis, Jian Yang
Dynamic Inventory Control with Fixed Setup Costs and Unknown Discrete Demand Distribution. Oper. Res. 70 (3) (2022)
Michael N. Katehakis, Benjamin Melamed, Junmin Shi
Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost. Ann. Oper. Res. 317 (2) (2022)
Eugene A. Feinberg, Michael N. Katehakis, Floske Spieksma
Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel. Ann. Oper. Res. 317 (1) (2022)
Michael N. Katehakis, Kartikeya S. Puranam
On the evaluation of bidding strategies in sequential auctions. Oper. Res. Lett. 49 (6) (2021)
Wen Chen, Odysseas Kanavetas, Michael N. Katehakis
Ameso optimization: A relaxation of discrete midpoint convexity. Discret. Appl. Math. 293 (2021)
Michael N. Katehakis, Jian Yang, Tingting Zhou
Dynamic Inventory and Price Controls Involving Unknown Demand on Discrete Nonperishable Items. Oper. Res. 68 (5) (2020)
Wesley Cowan, Michael N. Katehakis, Daniel Pirutinsky
Accelerating the Computation of UCB and Related Indices for Reinforcement Learning. CoRR (2019)
Wesley Cowan, Michael N. Katehakis, Daniel Pirutinsky
Reinforcement Learning: a Comparison of UCB Versus Alternative Adaptive Policies. CoRR (2019)
Michael N. Katehakis
On Markov Decision Processes with Pseudo-Boolean Reward Functions. ISAIM (2018)
Apostolos N. Burnetas, Odysseas Kanavetas, Michael N. Katehakis
Asymptotically Optimal Multi-Armed Bandit Activation Policies under Side Constraints. CoRR (2018)
Wesley Cowan, Junya Honda, Michael N. Katehakis
Normal Bandits of Unknown Means and Variances. J. Mach. Learn. Res. 18 (2017)
Michael N. Katehakis, Laurens C. Smit, Floske Spieksma
A comparative analysis of the successive lumping and the lattice path counting algorithms. J. Appl. Probab. 53 (1) (2016)
Michael N. Katehakis, Sheldon M. Ross, Jian Yang
Preface: Optimization under uncertainty - costs, risks and revenues Cyrus Derman memorial volume II. Ann. Oper. Res. 241 (1-2) (2016)
Wesley Cowan, Michael N. Katehakis
Normal Bandits of Unknown Means and Variances: Asymptotic Optimality, Finite Horizon Regret Bounds, and a Solution to an Open Problem. CoRR (2015)
Wesley Cowan, Michael N. Katehakis
An Asymptotically Optimal UCB Policy for Uniform Bandits of Unknown Support. CoRR (2015)
Wesley Cowan, Michael N. Katehakis
Asymptotic Behavior of Minimal-Exploration Allocation Policies: Almost Sure, Arbitrarily Slow Growing Regret. CoRR (2015)
Jim (Junmin) Shi, Michael N. Katehakis, Benjamin Melamed, Yusen Xia
Production-Inventory Systems with Lost Sales and Compound Poisson Demands. Oper. Res. 62 (5) (2014)
Kartikeya S. Puranam, Michael N. Katehakis
On optimal bidding and inventory control in sequential procurement auctions: the multi period case. Ann. Oper. Res. 217 (1) (2014)
Kartikeya S. Puranam, Michael N. Katehakis
On optimising taboo criteria in Markov decision processes. Int. J. Appl. Decis. Sci. 7 (1) (2014)
Madjid Tavana, Faramak Zandi, Michael N. Katehakis
A hybrid fuzzy group ANP-TOPSIS framework for assessment of e-government readiness from a CiRM perspective. Inf. Manag. 50 (7) (2013)
Michael N. Katehakis, Sheldon M. Ross, Jian Yang
Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume I. Ann. Oper. Res. 208 (1) (2013)
Junmin Shi, Michael N. Katehakis, Benjamin Melamed
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands. Ann. Oper. Res. 208 (1) (2013)
Michael N. Katehakis, Ingram Olkin, Sheldon M. Ross, Jian Yang
On the life and work of Cyrus Derman. Ann. Oper. Res. 208 (1) (2013)
Michael N. Katehakis, Kartikeya S. Puranam
On bidding for a fixed number of items in a sequence of auctions. Eur. J. Oper. Res. 222 (1) (2012)
Michael N. Katehakis, Laurens C. Smit
On computing optimal (Q, r) replenishment policies under quantity discounts - The all-units and incremental discount cases. Ann. Oper. Res. 200 (1) (2012)
Michael N. Katehakis, Kartikeya S. Puranam
On optimal bidding in sequential procurement auctions. Oper. Res. Lett. 40 (4) (2012)
Bin Zhou, Michael N. Katehakis, Yao Zhao
Managing stochastic inventory systems with free shipping option. Eur. J. Oper. Res. 196 (1) (2009)
Victoria Ungureanu, Benjamin Melamed, Michael N. Katehakis
Effective load balancing for cluster-based servers employing job preemption. Perform. Evaluation 65 (8) (2008)
Phillip G. Bradford, Michael N. Katehakis
A Probabilistic Study on Combinatorial Expanders and Hashing. SIAM J. Comput. 37 (1) (2007)
Victoria Ungureanu, Benjamin Melamed, Michael N. Katehakis, Phillip G. Bradford
Deferred Assignment Scheduling in Cluster-Based Servers. Clust. Comput. 9 (1) (2006)
Victoria Ungureanu, Benjamin Melamed, Phillip G. Bradford, Michael N. Katehakis
Class-Dependent Assignment in cluster-based servers. SAC (2004)
Victoria Ungureanu, Benjamin Melamed, Michael N. Katehakis
The LC Assignment Policy for Cluster-Based Servers. NCA (2004)
Victoria Ungureanu, Benjamin Melamed, Michael N. Katehakis
Towards an Efficient Cluster-Based E-Commerce Server. CLUSTER (2003)
Apostolos Burnetas, Michael N. Katehakis
On confidence intervals from simulation of finite Markov chains. Math. Methods Oper. Res. 46 (2) (1997)
Apostolos N. Burnetas, Michael N. Katehakis
Optimal Adaptive Policies for Markov Decision Processes. Math. Oper. Res. 22 (1) (1997)
Michael N. Katehakis, Arthur F. Veinott Jr.
The Multi-Armed Bandit Problem: Decomposition and Computation. Math. Oper. Res. 12 (2) (1987)
Yih Ren Chen, Michael N. Katehakis
Linear Programming for Finite State Multi-Armed Bandit Problems. Math. Oper. Res. 11 (1) (1986)
Michael N. Katehakis, Alan Levine
Allocation of distinguishable servers. Comput. Oper. Res. 13 (1) (1986)
Michael N. Katehakis, Cyrus Derman
Optimal Repair Allocation in a Series System. Math. Oper. Res. 9 (4) (1984)