- Chen Wen (Wendy), Fleischhacker A. and M.N. Katehakis (2015). "Dynamic Pricing in a Dual Market Environment", Naval Research Logistics , to appear.
- Cowan W. and M.N. Katehakis (2015). "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.
-
Katehakis M.N., Melamed B. and J. Shi (2015).
"Optimal Time-Average Cost for Inventory Systems with Compound Poisson Demands and Lost-sales,
work in progress.
-
Cowan W. and M.N. Katehakis (2015). "Multi-armed Bandits under General Depreciation and Commitment",
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 Sciences,
29, pp 191-217.
Winner of the New Jersey Chapter of INFORMS 5th Annual Student Contest - Katehakis M.N., Ross S. M. and J. Yang (2015). "Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume II", Ann Oper Res, forthcoming.
-
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.
- Puranam K. and M.N. Katehakis (2014). "On Optimal Bidding and Inventory Control in Sequential Procurement Auctions: The Multi Period case", Ann Oper Res, DOI 10.1007/s10479-014-1542-5.
- Katehakis M.N., Ross S. M., Olkin I. and J. Yang (2013). "On the Life and Work of Cyrus Derman", Ann Oper Res, 208(1) pp 5-26.
- Katehakis M.N., Ross S. M. and J. Yang (2013). "Optimization under uncertainty: costs, risks and revenues Cyrus Derman memorial volume I", Ann Oper Res, doi: 10.1007/s10479-013-1430-4.
- Shi J., Katehakis M.N. and B. Melamed (2013). "Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands", Ann Oper Res, 208(1) pp 593-612.
- Tavana M., F. Zandib and M. N. Katehakis (2013). "A Hybrid Fuzzy Group ANP-TOPSIS Framework for E-government Readiness Assessment from a CiRM Perspective", Information & Management 50 (7) pp 383-397.
-
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 L. C. Smit (2012). "On computing optimal (Q,r) replenishment policies under quantity discounts", Ann Oper Res, 200 (1) pp 279-298.
- 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., B. Zhou and M.N. Katehakis (2007). "Effective control policies for stochastic inventory systems with minimum order quantity and linear costs", International Journal of Production Economics 106: 523-531.
- Katehakis M.N and W. Chen (2007). . "Optimal (s,S) Booking Policies with Fixed Penalty", Systems Theory And Applications- Proceedings of the 11th WSEAS International Conference on Systems, 342- 347.
- 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.
- Ungureanu V., Melamed, B., M.N. Katehakis and Bradford P.G. (2006). "Deferred Assignment Scheduling in Cluster-based Servers", Cluster Computing 9 (1) pp 57-65.
- Katehakis M.N and W. Chen (2006).. "The Applications of Ameso Optimization in Supply Chains", Proceedings of the 6th WSEAS International Conference on Information Security and Privacy, pp. 14-16.
- Ungureanu V., Melamed, B., M.N. Katehakis and P.G. Bradford(2004). "Class-Dependent Assignment in Cluster-based Servers", 2004 ACM Symposium on Applied Computing CM 1-58113-812-1/03/04 . pp. 1420-1425.
- Ungureanu V., Melamed, B. and M.N. Katehakis (2004). "The LC* assignment policy for cluster-based servers', Network Computing and Applications CM 1-58113-812-1/03/04 . pp. 177 - 184.
- 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.
- Ungureanu V., Melamed, B., and M.N. Katehakis (2003).. "Towards an efficient cluster-based e-commerce server" Cluster Computing, 2003. Proceedings. 2003 IEEE International Conference on , 17 (1) pp 474 - 477.
- 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) pp 61-74.
- Burnetas A.N. and M.N. Katehakis (1998). ."On Confidence Intervals from Simulation of Finite Markov Chains", Mathem. Meth. Operat. Res. (ZOR), 47 (3) pp 241-250.
- Burnetas A.N. and M.N. Katehakis (1998).. "Dynamic Allocation Policies for The Finite Horizon One Armed Bandit Problem, Stochastic Analysis and Applications, 16 (5) pp 811-824.
- 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) "On large deviations properties of sequential allocation problems", Stochastic Analysis and Applications, 14 (1) pp 23-31.
- 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 C. Melolidakis (1995). "On the optimal maintenance of systems and control of arrivals in queues", Stochastic Analysis and Applications , 13 (2) pp 137-164.
- Katehakis M.N. and H.E. Robbins (1995). "Sequential choice from several populations", Proceedings of the National Academy of Sciences U.S.A. , 92, 8584 --8565.
- Burnetas A.N. and M.N. Katehakis (1995) "Computing Optimal Policies for Markovian Decision Processes Using Simulation", Probability in the Engineering and Informational Sciences, 9 (4) pp 122-142.
- Burnetas A.N. and M.N. Katehakis (1995) "Efficient estimation and control for Markov processes", Proceedings of the 34th IEEE Conference on Decision and Control, 2: 1402-1407.
- 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), 85-0119.
- Govindarajulu Z. and M. N. Katehakis (1991).
"Dynamic allocation in survey sampling",
American Journal of Mathematical and Management Sciences , 11 (3), 199--214.
Winner of the 1992 Jacob Wolfowitz Prize - Katehakis M. N. and C. Melolidakis (1990). "On stochastic optimality of policies in first passage problems", Stochastic Analysis and Applications, 8 (2) pp 209-233.
- 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 C. Melolidakis (1988). "Dynamic Repair Allocation for a K - out -of - N System Maintained by Distinguishable Repairmen", Probability in the Engineering and Informational Sciences, 6 (5), 16--28.
- Johri P. and M. N. Katehakis (1988). "Scheduling service in tandem queues attended by a single server", Stochastic Analysis and Applications , 6 (3), 279--288 .
- 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.
- Chen Y.R. and M.N. Katehakis (1986). "Linear programming for finite state multi - armed bandit problems", Mathematics of Operations Research, 11 (1) pp 180--183.
- Durinovic S., Lee H.M., Katehakis M.N. and J.A. Filar (1986), "Multiobjective Markov decision process with average reward criterion", Large scale systems, 10 (3) pp 215--226.
- Katehakis, M. N., and A. Levine (1986), "Allocation of distinguishable servers", Computers & Operations Research, 13(1) pp 85-93.
- 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. (1985)."A note on the hypercube model", Operations Research Letters, 3 (6) pp 319-322.
- Katehakis, M.N., and A. Levine(1985), "A dynamic routing problem―Numerical procedures for light traffic conditions", Applied mathematics and computation, 17(3) pp 267-276.
- Beltrami E., Katehakis M.N. and S. Durinovic (1985), "Multiobjective Markov decision process in urban modeling", Mathematical Modelling, 6 (4) pp 333--338.
- Katehakis M.N. and C. Derman (1984). "Optimal repair allocation in a series system", Mathematics of Operations Research, 9 (4) pp 615--623.
- Johri P. and M. N. Katehakis (1984). "Optimal Repair of a 2-Component Series-System with Partially Repairable Components", Reliability, IEEE Transactions on, 33 (5) pp 427--430 .
- Katehakis M. N. (1980) . On the Optimal Maintenance of Reliability Systems, Columbia University, NY.
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