J. Michael Harrison

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J. (John) Michael Harrison (born September 4, 1944 ) is an American mathematician and economist. He is a professor at Stanford University's Graduate School of Business .

Education and career

Harrison received his bachelor's degree in industrial engineering from Lehigh University in 1966 and his master's degree from Stanford University in 1967, where he received his PhD in operations research with Frederick Stanton Hillier in 1970 (Queuing Models for Assembly-Like Systems). He was then Assistant Professor, 1973 Associate Professor and 1978 Professor at Stanford. He is Adam's Distinguished Professor of Management there .

In 1982/83 he was visiting professor at Northwestern University , 1977 and 1983 visiting scientist at Bell Laboratories and 1972/73 analyst at Stanford Research Institute (SRI).

research

Harrison deals with stochastic processes, stochastic networks (Brownian networks) for example in logistics, on the Internet or in the optimization of call centers, theory of options and microeconomics (revenue management, dynamic pricing).

Awards and honors

Harrison is also a member of the National Academy of Engineering and a Fellow of INFORMS.

Fonts

  • with A. Zeevi: A Method for Staffing Large Call Centers based on stochastic fluid models , Manufacturing and Service Operations Management, Volume 7, 2005, pp. 20-36
  • A Broader View of Brownian Networks : Annals of Applied Probability, Volume 13, 2003, pp. 1119-1150
  • Brownian Motion and Stochastic Flow Systems , Wiley 1985
  • with SR Pliska: Martingales and Stochastic Integrals in the Theory of Continuous Trading , Stochastic Processes and their Applications, Volume 11, 1981, pp. 215-260
  • with Daniel Kreps: Martingales and Arbitrage in Multiperiod Securities Markets , Journal of Economic Theory, Volume 30, 1979, 381-408
  • with JA Van Mieghem: Dynamic Control of Brownian Networks: State Space Collapse and Equivalent Workload Formulations , Annals of Applied Probability, Volume 7, 1997, pp. 747-771
  • with JG Dai: The QNET Method for Two-Moment Analysis of Closed Manufacturing , Annals of Applied Probability, Volume 3, 1993, pp. 968-1012
  • with H. Landau, LA Shepp: The Stationary Distribution of Reflected Brownian Motion in a Planar Region , Annals of Probability, Volume 13, 1985, pp. 744-757
  • with RJ Williams: Multidimensional Reflected Brownian Motions Having Exponential Stationary Distributions , Annals of Probability, Volume 15, 1987, pp. 115-137

Web links

Individual evidence

  1. ^ J. Michael Harrison in the Mathematics Genealogy Project (English) Template: MathGenealogyProject / Maintenance / id usedPublished in J. of Applied Probability, Volume 10, 1975, 354-367
  2. ^ Frederick W. Lanchester Prize. (No longer available online.) Informs.org ( Institute for Operations Research and the Management Sciences ), archived from the original on October 2, 2015 ; accessed on February 16, 2016 . Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. @1@ 2Template: Webachiv / IABot / www.informs.org
personal data
SURNAME Harrison, J. Michael
ALTERNATIVE NAMES Harrison, John Michael
BRIEF DESCRIPTION American mathematician
DATE OF BIRTH September 4, 1944