Rutgers Business School – Newark and New Brunswick
Phone: (973) 353 5295
Office: Room 5147, 100 Rockafeller Road,
Piscataway, NJ 08854
Email

Cowan W., Honda Y. and M.N. Katehakis (2018).
Normal Bandits of Unknown Means and Variances:
Asymptotic Optimality, Finite Horizon Regret Bounds,
and a Solution to an Open Problem ,
Journal of Machine Learning Research (JMLR),
18, 128.

Burnetas, A. N., Kanavetas, O. and M.N. Katehakis (2017).
"Asymptotically Optimal MultiArmed Bandit Policies under a Cost Constraint",
Probability in the Engineering and Informational Sciences, 31(3), 284310. doi:10.1017/S026996481600036X

Cowan W. and M.N. Katehakis (2017).
"Simple Policies with (a.s.) Arbitrarily Slow Growing Regret for Sequential Allocation Problems",
under review.

Katehakis M.N., Smit L.C. and F.M. Spieksma (2015).
"A Comparative Analysis of the Successive Lumping and the Lattice Path Counting Algorithms",
Journal of Applied Probability,
to appear.

Cowan W. and M.N. Katehakis (2015). "Multiarmed Bandits under General Depreciation and Commitment",
Probability in the Engineering and Informational Sciences,
29 (1) pp 5176.
Finalist of the New Jersey Chapter of INFORMS 6th Annual Student Contest

Katehakis M.N., Smit L.C. and F.M. Spieksma (2015). "DES RES Processes and their Explicit Solutions",
Probability in the Engineering and Informational Sciences,
29, pp 191217.
Winner of the New Jersey Chapter of INFORMS 5th Annual Student Contest
 Shi J., Katehakis M.N., Melamed B. and and Y. Xia (2014).
"Optimal Continuous Replenishment for Inventory
Systems with Compound Poisson Demands and Lostsales",
Operations Research, 6 (5) pp 1048  1063.

Katehakis M.N. and L.C. Smit (2012). "A Successive Lumping Procedure for a Class of Markov Chains",
Probability in the Engineering and Informational Sciences, 26 (4) pp 483508.
Finalist of the New Jersey Chapter of INFORMS 4th Annual Student Contest

Katehakis M.N. and K. Puranam (2012). "Optimal Bidding in Sequential Procurement Auctions",
Operations Research Letters, 40 (4) pp 244249.

Katehakis M.N. and K. Puranam (2012). "On Bidding for a Fixed Number of Items in a Sequence of Auctions",
European Journal of Operational Research 222 (1) pp 7684.

Zhou B., M.N. Katehakis and Y. Zhao (2009). "Managing stochastic
inventory systems with free shipping option",
European Journal of Operational Research 196 (1) pp 186197.

Ungureanu V., Melamed, B., and M.N. Katehakis (2008).
"Effective
load balancing for clusterbased servers employing job preemption",
Performance Evaluation 65 (8) pp 606622.

Bradford P. G.
and M.N. Katehakis (2007).
"A Probabilistic Study on Combinatorial Expanders and Hashing.",
SIAM Journal on Computing, 37(1) pp 83111.

Zhao Y. and M.N. Katehakis (2006).
"On the structure of optimal ordering policies for stochastic inventory systems with minimum order quantity",
Probability in the Engineering and Informational Sciences , 20 (2) pp 257270.
 Burnetas A.N. and M.
N.Katehakis (2003).. "Asymptotic Bayes Analysis for The Finite Horizon One Armed Bandit Problem",
Probability in the Engineering and Informational Sciences , 17(1) pp 5382.
 Burnetas
A.N. and M.N. Katehakis (1997).
"Optimal Adaptive Policies for Markov Decision Processes",
Mathematics of Operations Research, 22 (1) pp 222255.
 Katehakis M.N. and U.
Rothblum (1996). "Finite state multiarmed bandit sensitivediscount, averagereward and averageovertaking optimality",
Annals of Applied Probability, 6 (3) pp 10241034.

Burnetas A.N. and M.N. Katehakis (1996). "Optimal Adaptive Policies for Sequential Allocation Problems",
Advances in Applied Mathematics, 17 (2) pp 122142.
 Katehakis M. N. and H. E. Robbins (1995).
"Sequential choice from several populations",
Proceedings of the National Academy of Sciences U.S.A., 92 pp 85848565.
 Burnetas A.N. and M.
N.Katehakis (1993).. "On Sequencing Two Types of Tasks on a Single Processor under Incomplete Information",
Probability in the Engineering and Informational Sciences, 7 (1) pp 850119.
 Govindarajulu, Z. and M.N. Katehakis (1991).
"Dynamic allocation in survey sampling",
American Journal of Mathematical and Management Sciences , 11 (3) pp 199214.
Winner of the 1992 Jacob Wolfowitz Prize
 Katehakis M.N. and C. Derman
(1989). "On the maintenance of systems composed of highly reliable components",
Management Science, 6 (5) pp 1628.
 Katehakis M.N. and A.F. Veinott Jr. (1987). "The MultiArmed
Bandit problem: decomposition and computation",
Mathematics of Operations Research , 22 (2) pp 262268.
 Johri P. and M. N. Katehakis (1985).
"Further insight into the structure of the Bold and Timid policies",
Advances in Applied Probability, 17 (2) pp 298307.

Katehakis M.N. and C. Derman (1984).
"Optimal repair allocation in a series system",
Mathematics of Operations Research , 9 (4) pp 615623.