Michael N. Katehakis

Rutgers, The State University of New Jersey - Management Science & Information Systems

180 University Ave.

Newark, NJ 07102-1895

United States

SCHOLARLY PAPERS

8

DOWNLOADS

471

CITATIONS

0

Scholarly Papers (8)

1.

Valuation of Tax Loss Carryforwards and Carrybacks, and Its Implications for Dynamic Portfolio Selection

Number of pages: 32 Posted: 10 Mar 2015
Suresh Govindaraj, Michael N. Katehakis and Nilofar Varzgani
Rutgers University - Rutgers Business School - Newark and New Brunswick, Rutgers, The State University of New Jersey - Management Science & Information Systems and Rutgers Business School
Downloads 178 (166,015)

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tax-loss carryforwards; tax-loss carrybacks; valuation; valuation allowance; consumption- investment allocation, portfolio selection with taxes

2.

Blockchain Design for Supply Chain Management

Number of pages: 35 Posted: 27 Dec 2018
Jasmine Chang, Michael N. Katehakis, Benjamin Melamed and Jim (Junmin) Shi
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and New Jersey Institute of Technology
Downloads 119 (230,643)

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Blockchain Design, Blockchain-Savvy Consumers, Supply Chain, Random Yields, Dynamic Pricing, Stochastic Monotonicity

3.

Cash-Flow Based Dynamic Inventory Management

Number of pages: 30 Posted: 21 Sep 2015 Last Revised: 07 Oct 2015
Michael N. Katehakis, Benjamin Melamed and Jim (Junmin) Shi
Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and New Jersey Institute of Technology
Downloads 72 (318,866)

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Inventory-finance decision, threshold variables, myopic policy

4.

Production-Inventory Systems with Lost-Sales and Compound Poisson Demands

J. Shi, M.N. Katehakis, B. Melamed, Y. Xia, “Optimal Continuous Replenishment for a Production-Inventory System with Compound Poisson Demands and Lost-sales”, Operations Research, 6 (5): 1048-1063, 2014
Number of pages: 43 Posted: 21 Sep 2015 Last Revised: 23 Sep 2015
Jim (Junmin) Shi, Michael N. Katehakis, Benjamin Melamed and Yusen Xia
New Jersey Institute of Technology, Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and Georgia State University - Robinson College of Business
Downloads 40 (417,232)
Citation 1

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5.

Dynamic Inventory and Price Controls Involving Unknown Demand on Discrete Nonperishable Items

Number of pages: 80 Posted: 17 May 2018 Last Revised: 28 Apr 2019
Michael N. Katehakis, Jian Yang and Tingting Zhou
Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers University, Business School, Department of Management Science and Information Systems and Rutgers, The State University of New Jersey - Management Science & Information Systems
Downloads 38 (425,134)

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Inventory Control, Empirical Distribution, Adaptive Policy, Dynamic Pricing, Large Deviations

6.

Optimal Replenishment Rate for Inventory Systems with Compound Poisson Demands and Lost-Sales: A Direct Treatment of Time-Average Cost

Annals of Operation Research, 2015
Number of pages: 39 Posted: 08 Oct 2015
Michael N. Katehakis, Benjamin Melamed and Jim (Junmin) Shi
Rutgers, The State University of New Jersey - Management Science & Information Systems, Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department and New Jersey Institute of Technology
Downloads 24 (490,074)
Citation 1

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Compound Poisson, continuous replenishment, integro-differential equation, production-inventory systems, lost-sales, replenishment rate, time-average cost

7.

Martingale Methods for Pricing Inventory Penalties Under Continuous Replenishment and Compound Renewal Demands

Annals of Operation Research, Vol. 208, No. 1, 2013
Posted: 14 Oct 2015
Jim (Junmin) Shi, Michael N. Katehakis and Benjamin Melamed
New Jersey Institute of Technology, Rutgers, The State University of New Jersey - Management Science & Information Systems and Rutgers, The State University of New Jersey, Rutgers Business School - Newark & New Brunswick, Supply Chain Management Department

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Inventory penalty functions, Martingale, Overage, Risk-neutral pricing, Underage

8.

On Confidence Intervals from Simulation of Finite Markov Chains

Mathematical Methods Of Operations Research, Vol. 46, No. 2 (1997)
Posted: 12 Feb 1998
Apostolos N. Burnetas and Michael N. Katehakis
Case Western Reserve University - Department of Operations and Rutgers, The State University of New Jersey - Management Science & Information Systems

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