Michael N. Katehakis | |
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Born | 1952 (age 71–72) Heraklion, Greece |
Alma mater | Columbia University University of Athens |
Known for | Markov decision process Restart-in-state Index Multi-armed bandit Double hashing Lumpable Markov chains Auctions |
Awards | Informs Fellow International Statistical Institute Elected Member Jacob Wolfowitz Prize (1992) |
Scientific career | |
Fields | Operations research |
Institutions | Rutgers University |
Doctoral advisor | Cyrus Derman |
Other academic advisors | Herbert Robbins George Doundoulakis |
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.