M. N. Katehakis is Professor of Management Science in the Department of Management Science and Information Systems, at Rutgers.

He studied at the University of Athens, Diploma (1974) in Mathematics, at the University of South Florida, M..A. (1978) in Statistics, and at Columbia University, under Cyrus Derman, Ph.D. (1980) in Operations Research.

He has taught at Columbia University, S.U.N.Y. at Stony Brook, and Stanford University, in the U.S.; and at the University of Athens and Technical University of Crete, in Greece. He was a member of the technical staff at the Operations Research Center of Bell  -  Laboratories, West Long Branch (1980-1981), and a consultant at Brookhaven National Laboratory (1983-1984). His research interests include Stochastic Models, Dynamic Programming, Statistical Analysis and their application to Operations Management problems of production planning, inventory control, and scheduling. He authored or co-authored many papers, and he won the 1992 Wolfowitz Prize (with Govindarajulu Z. ). His research has been supported by grants from the NSF and the AFOSR. He serves on the editorial boards of:

Current Research Interests:

Stochastic Modeling and Optimization;

Dynamic Programming;

Estimation and Control under Incomplete Information

Mathematical Programming


Applications in: 

Supply Chains Inventories and Queueing Systems                                                                                                                                                                               

Production and Distribution Systems

Reliability - Maintenance, and Finance

Selected Publications (and Reviews:)


Katehakis M. N. and C. Derman (1984). ``Optimal repair allocation in a series system'',  Mathematics of Operations Research, 9 (4), 615--623.


Katehakis M. N. (1985). ``A note on the hypercube model'', Operations Research Letters, 3 (6), 319-322.


Johri P. and M. N. Katehakis (1985). ``Further insight into the structure of the Bold and Timid policies'',  Advances in Applied Probability, 17 (2), 298--307.


Chen Y. R. and M. N. Katehakis (1986). ``Linear programming for finite state multi - armed bandit problems'',  Mathematics of Operations Research, 11 (1), 180--183.


Katehakis M. N. and C. Melolidakis (1988). ``Dynamic repair allocation for a K out of N system maintained by distinguishable repairmen'',  Probability in the Engineering and Information Sciences, 2, 51--62.


Katehakis M. N. and C. Derman (1987). ``Computing optimal sequential allocation rules in clinical trials''. Adaptive Statistical Procedures and Related Topics (J. Van Ryzin ed.) I.M.S. Lecture Notes-Monograph Series, 8, 29--39.


Katehakis M. N. and A. F. Veinott Jr. (1987). ``The Multi-Armed Bandit problem: decomposition and computation'', Mathematics of Operations Research, 22 (2), 262--268.


Govindarajulu Z.. and M. N. Katehakis (1991). ``Dynamic allocation in survey sampling'', American Journal of Mathematical. and Management Sciences, 8, 1--14.


Katehakis M. N. and C. Derman (1989). ``On the maintenance of systems composed of highly reliable components'', Management Science, 6 (5), 16--28.


Katehakis M. N. and H. E. Robbins (1995). ``Sequential choice from several populations'', Proceedings of National Academy of Sciences U.S.A., 92, 8584 --8565.


Burnetas, A.N. and M. N. Katehakis  (1996) "Finding Optimal Policies for Markovian Decision Processes Using Simulation'', Probability in the Engineering and Informational Sciences, 10, 525--537.


Burnetas, A.N. and M. N. Katehakis (1996)  "Optimal Adaptive Policies for Sequential Allocation Problems'', Advances in Applied Mathematics, 17, 2, 122-142.


Katehakis M. N. and U. Rothblum (1996). ``Finite state multi-armed bandit sensitive--discount, average-reward and average-overtaking optimality", Annals of Applied Probability, 6(3), 1024-1034.


Burnetas, A.N. and  M. N. Katehakis  (1997) "Optimal Adaptive Policies for Markov Decision Processes'', Mathematics of Operations Research, 22,(1), 222-255.


Burnetas, A.N. and M. N. Katehakis (1998) "On Confidence Intervals from Simulation of Finite Markov Chains", Mathem. Meth. Operat. Res. (ZOR), 47 (3),  241-250.


Gursoy K. and M. N. Katehakis (2001) "On Maximizing the Availability of a two componenet Series System in Discrete Time", American Journal of Mathematical. and Management Sciences, 2(1),  61-74.


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),  53-82 .


Ungureanu V., Melamed B.,  Katehakis M.N.  and Bradford P.G. (2002). ``Task assignment with unknown duration'',  Journal of  the ACM (JACM)} 49(2), pp.~260 - 288.


Ungureanu V., Melamed B.,  Katehakis M.N.  and Bradford P.G. (2006). ``Deferred Assignment Scheduling in Cluster-based
Servers''. Cluster Computing {9}(1) pp.~57-65.



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),  257-270 .


Zhao Y., Zhou B. and M. N. Katehakis (2006). "Effective control policies for stochastic inventory systems with minimum order quantity: and linear costs", (to appear).


Katehakis M.N. and Puranam K.S. (2007). ``On Optimal Replacement under Semi-Markov Conditions’’,   WSEAS International Transactions on Mathematics. .6(3), 330-334.


 Bradford, P. G. and  M. N. Katehakis(2007)  "A Probabilistic Study on Combinatorial Expanders and Hashing.'', SIAM Journal on Computing, . 37(1) 83-111.