Michael Katehakis

Michael N. Katehakis

Katehakis at Rutgers in 2003
Born 1952
Heraklion, Greece
Fields Operations Research
Institutions Rutgers University
Alma mater Columbia University
University of Athens
Doctoral advisor Cyrus Derman
Other academic advisors Herbert Robbins
Known for

Markov decision process
Restart-in-state Index
Multi-armed bandit
Double hashing
Lumpable Markov chains Operations Management

Auctions
Notable awards Informs Fellow
International Statistical Institute Elected Member
Jacob Wolfowitz Prize (1992)

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.

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. Afterwards he jointed 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.[1]

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", the "Naval Research Logistics" and the "Probability in the Engineering and Informational Sciences".

Selected writings

Awards

In 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

  1. ↑ Michael Katehakis at the Mathematics Genealogy Project
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