Michael N. Katehakis

Orcid: 0000-0002-1511-7098

Affiliations:
  • Rutgers University, USA


According to our database1, Michael N. Katehakis authored at least 44 papers between 1984 and 2023.

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Bibliography

2023
Optimal Activation of Halting Multi-Armed Bandit Models.
CoRR, 2023

2022
SIFTER: Space-Efficient Value Iteration for Finite-Horizon MDPs.
Proc. VLDB Endow., 2022

Dynamic Inventory Control with Fixed Setup Costs and Unknown Discrete Demand Distribution.
Oper. Res., 2022

Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost.
Ann. Oper. Res., 2022

A revisit to the markup practice of irreversible dynamic pricing.
Ann. Oper. Res., 2022

Stochastic models and algorithms dedicated to the 60th birthday of Professor Eugene A. Feinberg.
Ann. Oper. Res., 2022

Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel.
Ann. Oper. Res., 2022

Socio-economic impact on COVID-19 cases and deaths and its evolution in New Jersey.
Ann. Oper. Res., 2022

2021
On the evaluation of bidding strategies in sequential auctions.
Oper. Res. Lett., 2021

Ameso optimization: A relaxation of discrete midpoint convexity.
Discret. Appl. Math., 2021

2020
Dynamic Inventory and Price Controls Involving Unknown Demand on Discrete Nonperishable Items.
Oper. Res., 2020

2019
Accelerating the Computation of UCB and Related Indices for Reinforcement Learning.
CoRR, 2019

Reinforcement Learning: a Comparison of UCB Versus Alternative Adaptive Policies.
CoRR, 2019

2018
Asymptotically Optimal Multi-Armed Bandit Activation Policies under Side Constraints.
CoRR, 2018

On Markov Decision Processes with Pseudo-Boolean Reward Functions.
Proceedings of the International Symposium on Artificial Intelligence and Mathematics, 2018

2017
Normal Bandits of Unknown Means and Variances.
J. Mach. Learn. Res., 2017

2016
A comparative analysis of the successive lumping and the lattice path counting algorithms.
J. Appl. Probab., 2016

Preface: Optimization under uncertainty - costs, risks and revenues Cyrus Derman memorial volume II.
Ann. Oper. Res., 2016

2015
Asymptotic Behavior of Minimal-Exploration Allocation Policies: Almost Sure, Arbitrarily Slow Growing Regret.
CoRR, 2015

An Asymptotically Optimal UCB Policy for Uniform Bandits of Unknown Support.
CoRR, 2015

Normal Bandits of Unknown Means and Variances: Asymptotic Optimality, Finite Horizon Regret Bounds, and a Solution to an Open Problem.
CoRR, 2015

2014
Production-Inventory Systems with Lost Sales and Compound Poisson Demands.
Oper. Res., 2014

On optimising taboo criteria in Markov decision processes.
Int. J. Appl. Decis. Sci., 2014

On optimal bidding and inventory control in sequential procurement auctions: the multi period case.
Ann. Oper. Res., 2014

2013
A hybrid fuzzy group ANP-TOPSIS framework for assessment of e-government readiness from a CiRM perspective.
Inf. Manag., 2013

Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands.
Ann. Oper. Res., 2013

Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume I.
Ann. Oper. Res., 2013

On the life and work of Cyrus Derman.
Ann. Oper. Res., 2013

2012
On optimal bidding in sequential procurement auctions.
Oper. Res. Lett., 2012

On bidding for a fixed number of items in a sequence of auctions.
Eur. J. Oper. Res., 2012

On computing optimal (Q, r) replenishment policies under quantity discounts - The all-units and incremental discount cases.
Ann. Oper. Res., 2012

2009
Managing stochastic inventory systems with free shipping option.
Eur. J. Oper. Res., 2009

2008
Effective load balancing for cluster-based servers employing job preemption.
Perform. Evaluation, 2008

2007
A Probabilistic Study on Combinatorial Expanders and Hashing.
SIAM J. Comput., 2007

2006
Deferred Assignment Scheduling in Cluster-Based Servers.
Clust. Comput., 2006

2004
Class-Dependent Assignment in cluster-based servers.
Proceedings of the 2004 ACM Symposium on Applied Computing (SAC), 2004

The LC Assignment Policy for Cluster-Based Servers.
Proceedings of the 3rd IEEE International Symposium on Network Computing and Applications (NCA 2004), 30 August, 2004

2003
Towards an Efficient Cluster-Based E-Commerce Server.
Proceedings of the 2003 IEEE International Conference on Cluster Computing (CLUSTER 2003), 2003

1997
Optimal Adaptive Policies for Markov Decision Processes.
Math. Oper. Res., 1997

On confidence intervals from simulation of finite Markov chains.
Math. Methods Oper. Res., 1997

1987
The Multi-Armed Bandit Problem: Decomposition and Computation.
Math. Oper. Res., 1987

1986
Linear Programming for Finite State Multi-Armed Bandit Problems.
Math. Oper. Res., 1986

Allocation of distinguishable servers.
Comput. Oper. Res., 1986

1984
Optimal Repair Allocation in a Series System.
Math. Oper. Res., 1984


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