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Katehakis, Michael N.

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Author ID: katehakis.michael-n Recent zbMATH articles by "Katehakis, Michael N."
Published as: Katehakis, Michael N.; Katehakis, M. N.; Katehakis, Michael
External Links: MGP · Wikidata
Documents Indexed: 47 Publications since 1984

Publications by Year

Citations contained in zbMATH Open

38 Publications have been cited 255 times in 153 Documents Cited by Year
The multi-armed bandit problem: Decomposition and computation. Zbl 0618.90097
Katehakis, Michael N.; Veinott, Arthur F. jun.
39
1987
Optimal repair allocation in a series system. Zbl 0562.90026
Katehakis, Michael N.; Derman, Cyrus
19
1984
Optimal adaptive policies for Markov decision processes. Zbl 0871.90103
Burnetas, Apostolos N.; Katehakis, Michael N.
18
1997
Optimal adaptive policies for sequential allocation problems. Zbl 0854.60032
Burnetas, Apostolos N.; Katehakis, Michael N.
17
1996
A successive lumping procedure for a class of Markov chains. Zbl 1261.60071
Katehakis, Michael N.; Smit, Laurens C.
10
2012
Managing stochastic inventory systems with free shipping option. Zbl 1159.90010
Zhou, Bin; Katehakis, Michael N.; Zhao, Yao
10
2009
Computing optimal sequential allocation rules in clinical trials. Zbl 0691.62075
Katehakis, Michael N.; Derman, Cyrus
10
1986
On computing optimal \((Q,r)\) replenishment policies under quantity discounts. Zbl 1254.90020
Katehakis, Michael N.; Smit, Laurens C.
9
2012
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands. Zbl 1274.90029
Shi, Junmin; Katehakis, Michael N.; Melamed, Benjamin
9
2013
On the structure of optimal ordering policies for stochastic inventory systems with minimum order quantity. Zbl 1141.90332
Zhao, Yao; Katehakis, Michael N.
9
2006
On the maintenance of systems composed of highly reliable components. Zbl 0676.90026
Katehakis, Michael N.; Derman, Cyrus
9
1989
A note on the hypercube model. Zbl 0556.90022
Katehakis, M. N.
8
1985
Production-inventory systems with lost sales and compound Poisson demands. Zbl 1327.90014
Shi, Jim (Junmin); Katehakis, Michael N.; Melamed, Benjamin; Xia, Yusen
8
2014
Dynamic repair allocation for a \(K\)-out-of-\(N\) system maintained by distinguishable repairmen. Zbl 1134.90365
Katehakis, Michael N.; Melolidakis, Costis
6
1988
DES and RES processes and their explicit solutions. Zbl 1370.60172
Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Floske M.
6
2015
Linear programming for finite state multi-armed bandit problems. Zbl 0592.90095
Chen, Yih Ren; Katehakis, Michael N.
6
1986
Asymptotic Bayes analysis for the finite-horizon one-armed-bandit problem. Zbl 1013.62081
Burnetas, Apostolos N.; Katehakis, Michael N.
6
2003
On bidding for a fixed number of items in a sequence of auctions. Zbl 1253.91081
Katehakis, Michael N.; Puranam, Kartikeya S.
5
2012
On the optimal maintenance of systems and control of arrivals in queues. Zbl 0820.60070
Katehakis, Michael N.; Melolidakis, Costis
5
1995
Scheduling service in tandem queues attended by a single server. Zbl 0656.60101
Johri, Pravin K.; Katehakis, Michael N.
5
1988
Multi-armed bandits under general depreciation and commitment. Zbl 1414.91104
Cowan, Wesley; Katehakis, Michael N.
4
2015
Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality. Zbl 0862.90127
Katehakis, Michael N.; Rothblum, Uriel G.
4
1996
Allocation of distinguishable servers. Zbl 0614.90039
Katehakis, Michael N.; Levine, Alan
4
1986
Multiobjective Markov decisions in urban modelling. Zbl 0576.90098
Beltrami, Edward; Katehakis, Michael
3
1985
A dynamic routing problem - numerical procedures for light traffic conditions. Zbl 0583.90036
Katehakis, Michael N.; Levine, Alan
3
1985
Multiobjective Markov decision process with average reward criterion. Zbl 0618.90095
Durinovic, S.; Lee, H. M.; Katehakis, M. N.; Filar, J. A.
3
1986
On large deviations properties of sequential allocation problems. Zbl 0848.60035
Burnetas, Apostolos N.; Katehakis, Michael N.
2
1996
Dynamic allocation in survey sampling. Zbl 0774.62007
Govindarajulu, Z.; Katehakis, Michael N.
2
1991
On optimal bidding in sequential procurement auctions. Zbl 1247.91077
Katehakis, Michael N.; Puranam, Kartikeya S.
2
2012
Optimal repair allocation in a series system. Zbl 0628.60093
Katehakis, Michael N.; Derman, Cyrus
2
1987
Dynamic allocation policies for the finite horizon one armed bandit problem. Zbl 0980.62060
Burnetas, Apostolos N.; Katehakis, Michael N.
2
1998
On optimal bidding and inventory control in sequential procurement auctions: the multi period case. Zbl 1308.91071
Puranam, Kartikeya S.; Katehakis, Michael N.
2
2014
A comparative analysis of the successive lumping and the lattice path counting algorithms. Zbl 1343.60109
Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Floske M.
2
2016
Computing optimal policies for Markovian decision processes using simulation. Zbl 1336.90100
Burnetas, Apostolos N.; Katehakis, Michael N.
2
1995
Level product form QSF processes and an analysis of queues with Coxian interarrival distribution. Zbl 1407.90113
Ertiningsih, Dwi; Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Flora M.
1
2019
Further insight into the structure of bold and timid policies. Zbl 0564.90109
Johri, Pravin K.; Katehakis, Michael N.
1
1985
Optimal repair of a 2-component series-system with partially repairable components. Zbl 0597.60088
Katehakis, Michael N.; Johri, Pravin K.
1
1984
On the life and work of Cyrus Derman. Zbl 1274.90007
Katehakis, Michael N.; Olkin, Ingram; Ross, Sheldon M.; Yang, Jian
1
2013
Level product form QSF processes and an analysis of queues with Coxian interarrival distribution. Zbl 1407.90113
Ertiningsih, Dwi; Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Flora M.
1
2019
A comparative analysis of the successive lumping and the lattice path counting algorithms. Zbl 1343.60109
Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Floske M.
2
2016
DES and RES processes and their explicit solutions. Zbl 1370.60172
Katehakis, Michael N.; Smit, Laurens C.; Spieksma, Floske M.
6
2015
Multi-armed bandits under general depreciation and commitment. Zbl 1414.91104
Cowan, Wesley; Katehakis, Michael N.
4
2015
Production-inventory systems with lost sales and compound Poisson demands. Zbl 1327.90014
Shi, Jim (Junmin); Katehakis, Michael N.; Melamed, Benjamin; Xia, Yusen
8
2014
On optimal bidding and inventory control in sequential procurement auctions: the multi period case. Zbl 1308.91071
Puranam, Kartikeya S.; Katehakis, Michael N.
2
2014
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands. Zbl 1274.90029
Shi, Junmin; Katehakis, Michael N.; Melamed, Benjamin
9
2013
On the life and work of Cyrus Derman. Zbl 1274.90007
Katehakis, Michael N.; Olkin, Ingram; Ross, Sheldon M.; Yang, Jian
1
2013
A successive lumping procedure for a class of Markov chains. Zbl 1261.60071
Katehakis, Michael N.; Smit, Laurens C.
10
2012
On computing optimal \((Q,r)\) replenishment policies under quantity discounts. Zbl 1254.90020
Katehakis, Michael N.; Smit, Laurens C.
9
2012
On bidding for a fixed number of items in a sequence of auctions. Zbl 1253.91081
Katehakis, Michael N.; Puranam, Kartikeya S.
5
2012
On optimal bidding in sequential procurement auctions. Zbl 1247.91077
Katehakis, Michael N.; Puranam, Kartikeya S.
2
2012
Managing stochastic inventory systems with free shipping option. Zbl 1159.90010
Zhou, Bin; Katehakis, Michael N.; Zhao, Yao
10
2009
On the structure of optimal ordering policies for stochastic inventory systems with minimum order quantity. Zbl 1141.90332
Zhao, Yao; Katehakis, Michael N.
9
2006
Asymptotic Bayes analysis for the finite-horizon one-armed-bandit problem. Zbl 1013.62081
Burnetas, Apostolos N.; Katehakis, Michael N.
6
2003
Dynamic allocation policies for the finite horizon one armed bandit problem. Zbl 0980.62060
Burnetas, Apostolos N.; Katehakis, Michael N.
2
1998
Optimal adaptive policies for Markov decision processes. Zbl 0871.90103
Burnetas, Apostolos N.; Katehakis, Michael N.
18
1997
Optimal adaptive policies for sequential allocation problems. Zbl 0854.60032
Burnetas, Apostolos N.; Katehakis, Michael N.
17
1996
Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality. Zbl 0862.90127
Katehakis, Michael N.; Rothblum, Uriel G.
4
1996
On large deviations properties of sequential allocation problems. Zbl 0848.60035
Burnetas, Apostolos N.; Katehakis, Michael N.
2
1996
On the optimal maintenance of systems and control of arrivals in queues. Zbl 0820.60070
Katehakis, Michael N.; Melolidakis, Costis
5
1995
Computing optimal policies for Markovian decision processes using simulation. Zbl 1336.90100
Burnetas, Apostolos N.; Katehakis, Michael N.
2
1995
Dynamic allocation in survey sampling. Zbl 0774.62007
Govindarajulu, Z.; Katehakis, Michael N.
2
1991
On the maintenance of systems composed of highly reliable components. Zbl 0676.90026
Katehakis, Michael N.; Derman, Cyrus
9
1989
Dynamic repair allocation for a \(K\)-out-of-\(N\) system maintained by distinguishable repairmen. Zbl 1134.90365
Katehakis, Michael N.; Melolidakis, Costis
6
1988
Scheduling service in tandem queues attended by a single server. Zbl 0656.60101
Johri, Pravin K.; Katehakis, Michael N.
5
1988
The multi-armed bandit problem: Decomposition and computation. Zbl 0618.90097
Katehakis, Michael N.; Veinott, Arthur F. jun.
39
1987
Optimal repair allocation in a series system. Zbl 0628.60093
Katehakis, Michael N.; Derman, Cyrus
2
1987
Computing optimal sequential allocation rules in clinical trials. Zbl 0691.62075
Katehakis, Michael N.; Derman, Cyrus
10
1986
Linear programming for finite state multi-armed bandit problems. Zbl 0592.90095
Chen, Yih Ren; Katehakis, Michael N.
6
1986
Allocation of distinguishable servers. Zbl 0614.90039
Katehakis, Michael N.; Levine, Alan
4
1986
Multiobjective Markov decision process with average reward criterion. Zbl 0618.90095
Durinovic, S.; Lee, H. M.; Katehakis, M. N.; Filar, J. A.
3
1986
A note on the hypercube model. Zbl 0556.90022
Katehakis, M. N.
8
1985
Multiobjective Markov decisions in urban modelling. Zbl 0576.90098
Beltrami, Edward; Katehakis, Michael
3
1985
A dynamic routing problem - numerical procedures for light traffic conditions. Zbl 0583.90036
Katehakis, Michael N.; Levine, Alan
3
1985
Further insight into the structure of bold and timid policies. Zbl 0564.90109
Johri, Pravin K.; Katehakis, Michael N.
1
1985
Optimal repair allocation in a series system. Zbl 0562.90026
Katehakis, Michael N.; Derman, Cyrus
19
1984
Optimal repair of a 2-component series-system with partially repairable components. Zbl 0597.60088
Katehakis, Michael N.; Johri, Pravin K.
1
1984
all top 5

Cited by 245 Authors

24 Katehakis, Michael N.
7 Glazebrook, Kevin D.
4 Burnetas, Apostolos N.
4 Melolidakis, Costis
4 Powell, Warren Buckler
4 Smit, Laurens C.
3 Barron, Yonit
3 Frostig, Esther
3 Garivier, Aurélien
3 Kallenberg, Lodewijk C. M.
3 Kaufmann, Emilie
3 Koole, Ger
3 Niño-Mora, José
3 Puranam, Kartikeya S.
3 Sonin, Isaac M.
3 Weiss, Gideon
2 Ahuja, Vishal
2 Birge, John R.
2 Clempner, Julio B.
2 Cowan, Wesley
2 Dayanik, Savas
2 Honda, Junya
2 Johri, Pravin K.
2 Kanavetas, Odysseas
2 Kapodistria, Stella
2 Levine, Alan
2 Maillard, Odalric-Ambrym
2 Olsson, Fredrik
2 Ortner, Ronald
2 Ross, Sheldon Mark
2 Rothblum, Uriel George
2 Shanbhag, Uday V.
2 Sobel, Matthew J.
2 Spieksma, Floske M.
2 Stoltz, Gilles
2 Villar, Sofía S.
2 Yamazaki, Kazutoshi
2 Yang, Jian
1 Abtahi, Amir-Reza
1 Agbo, Maxime
1 Ahmadi, Hesam
1 Ai, Mingyao
1 Akşin, O. Zeynep
1 Alimov, D. A.
1 Ansell, P. S.
1 Arivudainambi, D.
1 Auddy, Arnab
1 Audibert, Jean-Yves
1 Azoury, Katy S.
1 Becerril-Arreola, Rafael
1 Ben-Israel, Adi
1 Bensoussan, Alain
1 Bilgiç, Taner
1 Bodnar, Taras
1 Boute, Robert N.
1 Bowden, Jack
1 Brown, Mark
1 Browne, Sid
1 Caceres, Hernan
1 Çakanyıldırım, Metin
1 Cappé, Olivier
1 Celani, Antonio
1 Chambaz, Antoine
1 Chan, Hock Peng
1 Chaudhuri, Kripa Sindhu
1 Chen, Weiwei
1 Cheng, Tai-Chiu Edwin
1 Cheong, Taesu
1 Chou, Mabel C.
1 Clarkson, Jake
1 Cohen, Morris A.
1 De Clerck, Dennis
1 DeHoratius, Nicole
1 Demeulemeester, Erik L.
1 den Boer, Arnoud V.
1 Denardo, Eric V.
1 Derman, Cyrus
1 Dester, Plinio S.
1 Ding, Zi
1 Disser, Yann
1 Drent, Collin
1 Dror, Moshe
1 Dunn, R. T.
1 Ertiningsih, Dwi
1 Federgruen, Awi
1 Feess, Eberhard
1 Feinberg, Eugene Aleksandrovich
1 Finkel, David
1 Flåm, Sjur Didrik
1 Fleischmann, Moritz
1 Fralix, Brian H.
1 Fricker, Christine
1 Friis, Svend-Holger
1 Gągolewski, Marek
1 Gao, Xiujuan
1 Geroliminis, Nikolas
1 Gittins, John C.
1 Godhandaraman, P.
1 Gouberman, Alexander
1 Grant, James A.
...and 145 more Authors
all top 5

Cited in 48 Serials

34 Annals of Operations Research
25 European Journal of Operational Research
10 Probability in the Engineering and Informational Sciences
6 Queueing Systems
5 Operations Research
5 Stochastic Analysis and Applications
4 Operations Research Letters
4 ZOR. Zeitschrift für Operations Research
3 The Annals of Statistics
3 Journal of Applied Probability
3 Computers & Operations Research
3 Mathematical Methods of Operations Research
2 Advances in Applied Probability
2 Discrete Applied Mathematics
2 Journal of Statistical Planning and Inference
2 Mathematics of Operations Research
2 Theoretical Computer Science
2 Mathematical and Computer Modelling
2 Machine Learning
2 Mathematical Problems in Engineering
2 Stochastic Models
2 Journal of Machine Learning Research (JMLR)
1 Computers & Mathematics with Applications
1 Journal of Statistical Physics
1 Theory of Probability and its Applications
1 Automatica
1 Information Sciences
1 Journal of Mathematical Psychology
1 Naval Research Logistics
1 Journal of Information & Optimization Sciences
1 Mathematical Social Sciences
1 Statistics & Probability Letters
1 Statistical Science
1 The Annals of Applied Probability
1 Stochastic Processes and their Applications
1 SIAM Journal on Optimization
1 Computational Optimization and Applications
1 Mathematical Methods of Statistics
1 INFORMS Journal on Computing
1 Journal of Scheduling
1 Discrete Dynamics in Nature and Society
1 Lobachevskii Journal of Mathematics
1 Statistical Modelling
1 OR Spectrum
1 Stochastics
1 Advances in Operations Research
1 Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys

Citations by Year

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