Michael N. Katehakis

Available identifiers

zbMath Open katehakis.michael-nWikidataQ11102047 ScholiaQ11102047MaRDI QIDQ378719

List of research outcomes

Publication	Date of Publication	Type
Optimal activation of halting multi‐armed bandit models	2023-10-25	Paper
A revisit to the markup practice of irreversible dynamic pricing	2022-11-09	Paper
Optimal replenishment rate for inventory systems with compound Poisson demands and lost sales: a direct treatment of time-average cost	2022-11-09	Paper
Dynamic Inventory Control with Fixed Setup Costs and Unknown Discrete Demand Distribution	2022-08-05	Paper
EXPLORATION–EXPLOITATION POLICIES WITH ALMOST SURE, ARBITRARILY SLOW GROWING ASYMPTOTIC REGRET	2022-04-14	Paper
On the evaluation of bidding strategies in sequential auctions	2022-03-11	Paper
Dynamic Inventory and Price Controls Involving Unknown Demand on Discrete Nonperishable Items	2021-01-19	Paper
Reinforcement learning: a comparison of UCB versus alternative adaptive policies	2020-07-27	Paper
Level product form QSF processes and an analysis of queues with <scp>C</scp> oxian interarrival distribution	2019-03-05	Paper
Ameso Optimization: a Relaxation of Discrete Midpoint Convexity	2018-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q4558474	2018-11-22	Paper
MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT	2017-09-19	Paper
DES AND RES PROCESSES AND THEIR EXPLICIT SOLUTIONS	2017-09-19	Paper
ASYMPTOTICALLY OPTIMAL MULTI-ARMED BANDIT POLICIES UNDER A COST CONSTRAINT	2017-09-19	Paper
Computing Optimal Policies for Markovian Decision Processes Using Simulation	2016-05-23	Paper
A comparative analysis of the successive lumping and the lattice path counting algorithms	2016-04-29	Paper
On the Solution to a Countable System of Equations Arising in Stochastic Processes	2015-10-20	Paper
Cash-Flow Based Dynamic Inventory Management	2015-09-22	Paper
Production-Inventory Systems with Lost Sales and Compound Poisson Demands	2015-09-11	Paper
On optimal bidding and inventory control in sequential procurement auctions: the multi period case	2015-01-22	Paper
On the life and work of Cyrus Derman	2013-11-12	Paper
Martingale methods for pricing inventory penalties under continuous replenishment and compound renewal demands	2013-11-12	Paper
On computing optimal \((Q,r)\) replenishment policies under quantity discounts	2013-01-15	Paper
A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS	2013-01-15	Paper
On bidding for a fixed number of items in a sequence of auctions	2012-12-29	Paper
On optimal bidding in sequential procurement auctions	2012-09-18	Paper
Managing stochastic inventory systems with free shipping option	2009-01-08	Paper
A Probabilistic Study on Combinatorial Expanders and Hashing	2008-03-28	Paper
ON THE STRUCTURE OF OPTIMAL ORDERING POLICIES FOR STOCHASTIC INVENTORY SYSTEMS WITH MINIMUM ORDER QUANTITY	2007-04-05	Paper
Dynamic Repair Allocation for a k−Out−of−n System Maintained by Distinguishable Repairmen	2007-01-19	Paper
ASYMPTOTIC BAYES ANALYSIS FOR THE FINITE-HORIZON ONE-ARMED-BANDIT PROBLEM	2003-07-03	Paper
Dynamic allocation policies for the finite horizon one armed bandit problem	1999-01-21	Paper
On confidence intervals from simulation of finite Markov chains	1997-12-10	Paper
Optimal Adaptive Policies for Markov Decision Processes	1997-06-09	Paper
Optimal adaptive policies for sequential allocation problems	1997-01-22	Paper
Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality	1997-01-15	Paper
On large deviations properties of sequential allocation problems	1996-10-21	Paper
On the optimal maintenance of systems and control of arrivals in queues	1995-06-21	Paper
Dynamic Allocation in Survey Sampling	1993-10-18	Paper
On stochastic optimality of policies in first passage problems	1990-01-01	Paper
On the Maintenance of Systems Composed of Highly Reliable Components	1989-01-01	Paper
Scheduling service in tandem queues attended by a single server	1988-01-01	Paper
The Multi-Armed Bandit Problem: Decomposition and Computation	1987-01-01	Paper
Optimal repair allocation in a series system expected discounted operation time criterion	1987-01-01	Paper
Allocation of distinguishable servers	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3033156	1986-01-01	Paper
Linear Programming for Finite State Multi-Armed Bandit Problems	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3755254	1986-01-01	Paper
A note on the hypercube model	1985-01-01	Paper
A dynamic routing problem - numerical procedures for light traffic conditions	1985-01-01	Paper
Further insight into the structure of bold and timid policies	1985-01-01	Paper
Multiobjective Markov decisions in urban modelling	1985-01-01	Paper
Optimal Repair Allocation in a Series System	1984-01-01	Paper
Optimal Repair of a 2-Component Series-System with Partially Repairable Components	1984-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
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This page was built for person: Michael N. Katehakis