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 |
| Notable awards |
Informs Fellow International Statistical Institute Elected Member Jacob Wolfowitz Prize (1992) |
Markov decision process
Restart-in-state Index
Multi-armed bandit
Double hashing
Lumpable Markov chains Operations Management
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.
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.
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.
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