- Chen W., Kanavetas O. and M.N. Katehakis (2020). Ameso optimization: A relaxation of discrete midpoint convexity, Discrete Applied Mathematics.
- Cowan W. and M.N. Katehakis (2019). Exploration–exploitation Policies With Almost Sure, Arbitrarily Slow Growing Asymptotic Regret, Probability in the Engineering and Informational Sciences.
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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, 1-28. - Burnetas, A. N., Kanavetas, O. and M.N. Katehakis (2017). Asymptotically Optimal Multi-Armed Bandit Policies under a Cost Constraint, Probability in the Engineering and Informational Sciences, 31(3), 284-310. doi:10.1017/S026996481600036X
- Katehakis M.N., Smit L.C. and F.M. Spieksma (2016). A Comparative Analysis of the Successive Lumping and the Lattice Path Counting Algorithms, Journal of Applied Probability, 53 (1), 106-120.
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Cowan W. and M.N. Katehakis (2015). Multi-armed Bandits under General Depreciation and Commitment,
Probability in the Engineering and Informational Sciencesi>,
29 (1) pp 51-76.
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 Sciencesi>,
29, pp 191-217.
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 Lost-sales,
Operations Research, 6 (5) pp 1048 - 1063.
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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 483-508.
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 244-249.
- 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 76-84.
- 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 186--197.
- Ungureanu V., Melamed, B., and M.N. Katehakis (2008). Effective load balancing for cluster-based servers employing job preemption, Performance Evaluation 65 (8) pp 606-622.
- Bradford P. G. and M.N. Katehakis (2007). A Probabilistic Study on Combinatorial Expanders and Hashing., SIAM Journal on Computing, 37(1) pp 83-111.
- 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 257-270.
- 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 53-82.
- Burnetas A.N. and M.N. Katehakis (1997). Optimal Adaptive Policies for Markov Decision Processes, Mathematics of Operations Research, 22 (1) pp 222-255.
- 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) pp 1024-1034.
- Burnetas A.N. and M.N. Katehakis (1996). Optimal Adaptive Policies for Sequential Allocation Problems, Advances in Applied Mathematics, 17 (2) pp 122-142.
- 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 8584-8565.
- 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 85-0119.
- Govindarajulu, Z. and M.N. Katehakis (1991).
Dynamic allocation in survey sampling,
American Journal of Mathematical and Management Sciences , 11 (3) pp 199-214.
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 16-28.
- Katehakis M.N. and A.F. Veinott Jr. (1987). The Multi-Armed Bandit problem: decomposition and computation, Mathematics of Operations Research , 22 (2) pp 262-268.
- Katehakis M. N. and C. Derman (1986). "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.
- 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 298-307.
- Katehakis M.N. and C. Derman (1984). Optimal repair allocation in a series system, Mathematics of Operations Research , 9 (4) pp 615-623.
Professor and Chair,
Department of Management Science and Information Systems
Director,
Applied Probability and Data Analytics Laboratory
Rutgers Business School – Newark and New Brunswick
Phone: (973) 353 5295
Office: Room 5147, 100 Rockafeller Road,
Piscataway, NJ 08854
Email 
Office: Room 5147, 100 Rockafeller Road, Piscataway, NJ 08854