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J. Michael Harrison
J. Michael Harrison
Professor of Management, Stanford University
Dirección de correo verificada de stanford.edu - Página principal
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Martingales and arbitrage in multiperiod securities markets
JM Harrison, DM Kreps
Journal of Economic theory 20 (3), 381-408, 1979
57181979
Martingales and stochastic integrals in the theory of continuous trading
JM Harrison, SR Pliska
Stochastic processes and their applications 11 (3), 215-260, 1981
43401981
Brownian Motion and Stochastic Flow Systems
J Harrison
Probability and Mathematical Statistics/John Wiley and Sons, 1985
22511985
Speculative investor behavior in a stock market with heterogeneous expectations
JM Harrison, DM Kreps
The Quarterly Journal of Economics 92 (2), 323-336, 1978
20491978
A stochastic calculus model of continuous trading: complete markets
JM Harrison, SR Pliska
Stochastic processes and their applications 15 (3), 313-316, 1983
7331983
Reflected Brownian motion on an orthant
JM Harrison, MI Reiman
The Annals of Probability 9 (2), 302-308, 1981
5701981
Brownian models of queueing networks with heterogeneous customer populations
JM Harrison
Stochastic differential systems, stochastic control theory and applications …, 1988
4611988
On skew Brownian motion
JM Harrison, LA Shepp
The Annals of probability, 309-313, 1981
4181981
Learning sampling distributions for robot motion planning
B Ichter, J Harrison, M Pavone
2018 IEEE International Conference on Robotics and Automation (ICRA), 7087-7094, 2018
4052018
Brownian models of open queueing networks with homogeneous customer populations
JM Harrison, RJ Williams
Stochastics: An International Journal of Probability and Stochastic …, 1987
3801987
Impulse control of Brownian motion
JM Harrison, TM Sellke, AJ Taylor
Mathematics of Operations Research 8 (3), 454-466, 1983
3391983
Instantaneous control of Brownian motion
JM Harrison, MI Taksar
Mathematics of Operations research 8 (3), 439-453, 1983
3341983
Changes in extreme rainfall events in South Africa
SJ Mason, PR Waylen, GM Mimmack, B Rajaratnam, JM Harrison
Climatic Change 41, 249-257, 1999
3221999
Dynamic control of a queue with adjustable service rate
JM George, JM Harrison
Operations research 49 (5), 720-731, 2001
3062001
Heavy traffic resource pooling in parallel‐server systems
JM Harrison, MJ López
Queueing systems 33, 339-368, 1999
2941999
Bayesian dynamic pricing policies: Learning and earning under a binary prior distribution
JM Harrison, NB Keskin, A Zeevi
Management Science 58 (3), 570-586, 2012
2782012
Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies
JM Harrison
The Annals of Applied Probability 8 (3), 822-848, 1998
2491998
A method for staffing large call centers based on stochastic fluid models
JM Harrison, A Zeevi
Manufacturing & Service Operations Management 7 (1), 20-36, 2005
2432005
Scheduling networks of queues: Heavy traffic analysis of a two-station closed network
JM Harrison, LM Wein
Operations research 38 (6), 1052-1064, 1990
2391990
Empirical evaluation of a queueing network model for semiconductor wafer fabrication
H Chen, JM Harrison, A Mandelbaum, A Van Ackere, LM Wein
Operations Research 36 (2), 202-215, 1988
2321988
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