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Wikipedia

Michael Katehakis

March 04, 2023

Michael N. Katehakis (Greek: Μιχαήλ Ν. Κατεχάκης; born 1952) is a Professor of Management Science at Rutgers University. He is noted for his work in Markov decision process, Gittins index, the multi-armed bandit, Markov chains and other related fields.

Early life

Katehakis was born and grew up in Heraklion Greece. He received his BS degree from the School of Physics and Mathematics of the University of Athens – Greece, an M.A. degree in Statistics from the University of South Florida, an M.S.. degree in Mathematical Methods in Engineering and Operations Research and a Ph.D. degree in Operations Research from Columbia University. His dissertation advisor at Columbia was Cyrus Derman. While a graduate student at Columbia Katehakis worked developing mathematical simulation programs for the Two-rotor engine[1] and the Tri-rotor engine[2] projects under George Doundoulakis.

Career

After a member of technical staff position at Bell Laboratories, in 1981 he joined the Department of Applied Mathematics and Statistics at SUNY Stony Brook. There he taught and he worked with Herbert Robbins on AFOSR sponsored research and as a consultant at the Brookhaven National Laboratory doing work on nuclear reactor reliability. Subsequently, he held a visiting position at the Department of Operations Research at Stanford University where he worked with Arthur F. Veinott Jr. on computing the Gittins indices. Afterward, he joined the Decision Systems group at the Technical University of Crete.

In 1989, he joined Rutgers University where he is currently a Distinguished Professor of Operations Research, and Chair of the department of Management Science and Information Systems. At Rutgers, he worked with Herbert Robbins again on sequential allocation problems; work that was supported by the NSF. In addition, professor Katehakis has taught at Columbia University, at the University of Athens and at the University of Crete. Dr. Katehakis has been the Ph.D. thesis advisor for over 13 students.[3]

Prof. Katehakis has consulted with various companies in the areas of high technology and he was the vice president of the Neotronics inc. a research company, where he worked with George Doundoulakis on projects funded by the private sector and the US army. He has served on the editorial boards of the "Annals of Operations Research", "Mathematics of Operations Research", the "Naval Research Logistics", "Operations Research Letters", and the "Probability in the Engineering and Informational Sciences".

Selected writings

  • Optimal repair allocation in a series system, with C. Derman, in "Mathematics of Operations Research", Vol. 9(4), 1984.
  • A note on the hypercube model in Operations research letters, Vol. 3 (6), 1985.
  • Further insight into the structure of bold and timid policies, with P. Johri, in "Advances in Applied Probability",Vol. 17(2), 1985.
  • Linear programming for finite state multi-armed bandit problems with Y.R. Chen in "Mathematics of Operations Research", Vol. 11(1), 1986.
  • The multi-armed bandit problem: decomposition and computation, with A. F. Veinott Jr. in "Mathematics of Operations Research", Vol. 12(2), 1987.
  • On the maintenance of systems composed of highly reliable components, with C. Derman, in "Management Science", Vol. 9(4), 1989
  • Dynamic allocation in survey sampling, with Z. Govindarajulu in "American Journal of Mathematical and Management Sciences", Vol. 11 (3), 1991.
  • On Sequencing two types of tasks on a single processor under incomplete information, with A. Burnetas in "Probability in the Engineering and Informational Sciences", Vol. 7 (1), 1993.
  • Sequential choice from several populations, with H. Robbins, in the Proceedings of the National Academy of Sciences of the United States of America, Vol. 92, 1995.
  • Finite state multi-armed bandit sensitive--discount, average-reward, and average-overtaking optimality, with U. Rothblum in "Annals of Applied Probability", Vol. 6 (3), 1996.
  • Optimal adaptive policies for sequential allocation problems, with A. Burnetas in "Advances in Applied Mathematics", Vol. 17 (2), 1996.
  • Optimal adaptive policies for Markov decision processes, with A. Burnetas in "Mathematics of Operations Research", Vol. 22(1), 1997.
  • Asymptotic Bayes analysis for the finite horizon one armed bandit problem, with A. Burnetas in "Probability in the Engineering and Informational Sciences", Vol. 17(1), 2003.
  • Deferred assignment scheduling in cluster-based servers, with Ungureanu V., Melamed B. and P. Bradford in "Cluster Computing", Vol. 9(1), 2006.
  • On the structure of optimal ordering policies for stochastic inventory systems with minimum order quantity, in "Probability in the Engineering and Informational Sciences", with Y. Zhao, Vol. 20(2), 2006.
  • A Probabilistic Study on Combinatorial Expanders and Hashing, with P. G. Bradford in SIAM Journal on Computing, Vol. 37(1), 2007.
  • Effective load balancing for cluster-based servers employing job preemption, with Ungureanu, V. and B. Melamed in "Performance Evaluation", Vol. 65(8), 2008.
  • On Optimal Bidding in Sequential Procurement Auctions, with K. Puranam in "Operations Research Letters", Vol. 40, 2012.
  • A Successive Lumping Procedure for a Class of Markov Chains, with L. Smit, "Probability in the Engineering and Informational Sciences", Vol. 26(4), 2012.
  • On the Life and Work of Cyrus Derman, with I. Olkin, S.M. Ross and J. Yang.
  • Optimization Under Uncertainty: Costs, Risks, and Revenues - Cyrus Derman Memorial Volume 1, with S.M. Ross and J. Yang.
  • Production-Inventory Systems with Lost Sales and Compound Poisson Demands, with J. Shi, B. Melamed, Y. Xia.
  • Multi-armed Bandits under General Depreciation and Commitment, with W. Cowan.

Awards

  • In 2012, Katehakis was elected a of the Institute for Operations Research and the Management Sciences (INFORMS).
  • In 2012, Katehakis was elected a Elected Member of the International Statistical Institute (ISI).
  • In 1992, Katehakis was awarded the Wolfowitz Prize for “introducing dynamic allocation in survey sampling for the first time”.

References

  1. ^ "Two-rotor engine".
  2. ^ "High efficiency tri-rotor ballistic engine".
  3. ^ Michael Katehakis at the Mathematics Genealogy Project

External links

  • Papers on arXiv.org
  • Home page at Rutgers
  • Michael Katehakis at the Mathematics Genealogy Project
  • Management Science and Information Systems
  • Michael Katehakis' publications on Google Scholar.
  • INFORMS Fellows Class of 2012

March 04, 2023
michael, katehakis, michael, katehakis, greek, Μιχαήλ, Κατεχάκης, born, 1952, professor, management, science, rutgers, university, noted, work, markov, decision, process, gittins, index, multi, armed, bandit, markov, chains, other, related, fields, michael, ka. Michael N Katehakis Greek Mixahl N Katexakhs born 1952 is a Professor of Management Science at Rutgers University He is noted for his work in Markov decision process Gittins index the multi armed bandit Markov chains and other related fields Michael N KatehakisKatehakis in 2003Born1952 age 70 71 Heraklion GreeceAlma materColumbia UniversityUniversity of AthensKnown forMarkov decision process Restart in state Index Multi armed banditDouble hashing Lumpable Markov chains Operations Management AuctionsAwardsInforms FellowInternational Statistical Institute Elected MemberJacob Wolfowitz Prize 1992 Scientific careerFieldsOperations researchInstitutionsRutgers UniversityDoctoral advisorCyrus DermanOther academic advisorsHerbert Robbins George Doundoulakis Contents 1 Early life 2 Career 3 Selected writings 4 Awards 5 References 6 External linksEarly life EditKatehakis was born and grew up in Heraklion Greece He received his BS degree from the School of Physics and Mathematics of the University of Athens Greece an M A degree in Statistics from the University of South Florida an M S degree in Mathematical Methods in Engineering and Operations Research and a Ph D degree in Operations Research from Columbia University His dissertation advisor at Columbia was Cyrus Derman While a graduate student at Columbia Katehakis worked developing mathematical simulation programs for the Two rotor engine 1 and the Tri rotor engine 2 projects under George Doundoulakis Career EditAfter a member of technical staff position at Bell Laboratories in 1981 he joined the Department of Applied Mathematics and Statistics at SUNY Stony Brook There he taught and he worked with Herbert Robbins on AFOSR sponsored research and as a consultant at the Brookhaven National Laboratory doing work on nuclear reactor reliability Subsequently he held a visiting position at the Department of Operations Research at Stanford University where he worked with Arthur F Veinott Jr on computing the Gittins indices Afterward he joined the Decision Systems group at the Technical University of Crete In 1989 he joined Rutgers University where he is currently a Distinguished Professor of Operations Research and Chair of the department of Management Science and Information Systems At Rutgers he worked with Herbert Robbins again on sequential allocation problems work that was supported by the NSF In addition professor Katehakis has taught at Columbia University at the University of Athens and at the University of Crete Dr Katehakis has been the Ph D thesis advisor for over 13 students 3 Prof Katehakis has consulted with various companies in the areas of high technology and he was the vice president of the Neotronics inc a research company where he worked with George Doundoulakis on projects funded by the private sector and the US army He has served on the editorial boards of the Annals of Operations Research Mathematics of Operations Research the Naval Research Logistics Operations Research Letters and the Probability in the Engineering and Informational Sciences Selected writings EditOptimal repair allocation in a series system with C Derman in Mathematics of Operations Research Vol 9 4 1984 A note on the hypercube model in Operations research letters Vol 3 6 1985 Further insight into the structure of bold and timid policies with P Johri in Advances in Applied Probability Vol 17 2 1985 Linear programming for finite state multi armed bandit problems with Y R Chen in Mathematics of Operations Research Vol 11 1 1986 The multi armed bandit problem decomposition and computation with A F Veinott Jr in Mathematics of Operations Research Vol 12 2 1987 On the maintenance of systems composed of highly reliable components with C Derman in Management Science Vol 9 4 1989 Dynamic allocation in survey sampling with Z Govindarajulu in American Journal of Mathematical and Management Sciences Vol 11 3 1991 On Sequencing two types of tasks on a single processor under incomplete information with A Burnetas in Probability in the Engineering and Informational Sciences Vol 7 1 1993 Sequential choice from several populations with H Robbins in the Proceedings of the National Academy of Sciences of the United States of America Vol 92 1995 Finite state multi armed bandit sensitive discount average reward and average overtaking optimality with U Rothblum in Annals of Applied Probability Vol 6 3 1996 Optimal adaptive policies for sequential allocation problems with A Burnetas in Advances in Applied Mathematics Vol 17 2 1996 Optimal adaptive policies for Markov decision processes with A Burnetas in Mathematics of Operations Research Vol 22 1 1997 Asymptotic Bayes analysis for the finite horizon one armed bandit problem with A Burnetas in Probability in the Engineering and Informational Sciences Vol 17 1 2003 Deferred assignment scheduling in cluster based servers with Ungureanu V Melamed B and P Bradford in Cluster Computing Vol 9 1 2006 On the structure of optimal ordering policies for stochastic inventory systems with minimum order quantity in Probability in the Engineering and Informational Sciences with Y Zhao Vol 20 2 2006 A Probabilistic Study on Combinatorial Expanders and Hashing with P G Bradford in SIAM Journal on Computing Vol 37 1 2007 Effective load balancing for cluster based servers employing job preemption with Ungureanu V and B Melamed in Performance Evaluation Vol 65 8 2008 On Optimal Bidding in Sequential Procurement Auctions with K Puranam in Operations Research Letters Vol 40 2012 A Successive Lumping Procedure for a Class of Markov Chains with L Smit Probability in the Engineering and Informational Sciences Vol 26 4 2012 On the Life and Work of Cyrus Derman with I Olkin S M Ross and J Yang Optimization Under Uncertainty Costs Risks and Revenues Cyrus Derman Memorial Volume 1 with S M Ross and J Yang Production Inventory Systems with Lost Sales and Compound Poisson Demands with J Shi B Melamed Y Xia Multi armed Bandits under General Depreciation and Commitment with W Cowan Awards EditIn 2012 Katehakis was elected a Fellow of the Institute for Operations Research and the Management Sciences INFORMS In 2012 Katehakis was elected a Elected Member of the International Statistical Institute ISI In 1992 Katehakis was awarded the Wolfowitz Prize for introducing dynamic allocation in survey sampling for the first time References Edit Two rotor engine High efficiency tri rotor ballistic engine Michael Katehakis at the Mathematics Genealogy ProjectExternal links EditPapers on arXiv org Home page at Rutgers Michael Katehakis at the Mathematics Genealogy Project Management Science and Information Systems Michael Katehakis publications on Google Scholar INFORMS Fellows Class of 2012 Retrieved from https en wikipedia org w index php title Michael Katehakis amp oldid 1114443520, wikipedia, wiki, book, books, library,

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