J. Michael Harrison
J. Michael Harrison | |
|---|---|
| Born | 1944 (age 79–80) stochastic modelling |
| Institutions | Stanford University |
| Thesis | Queueing Models for Assembly-Like Systems (1971) |
| Doctoral advisor | Frederick Stanton Hillier[1] |
| Website | faculty-gsb |
John Michael Harrison (born 1944) is an American researcher, known for his contributions to the theory of
stochastic networks and financial engineering
. He has authored two books and nearly 90 journal articles.
He obtained a
Ph.D. in operations research (1970) also from Stanford University
.
He then worked at the same place, in the Stanford Graduate School of Business, as assistant professor, promoted to associate professor (1973) and full professor (1978). He is currently the Adams Distinguished Professor of Management at Stanford University.
His research focused on
stochastic modelling for business and led to influential results in option theory (with David M. Kreps
, 1980).
Later he studied Brownian network models for logistics and models for optimizing telephone call centers. More recently he has studied dynamic pricing and revenue management.
In 2008, Harrison was elected a member of the National Academy of Engineering for fundamental contributions to stochastic networks and financial engineering.
Awards
- National Academy of Engineering electee (2008).[3]
- 2005 class of Fellows of the Institute for Operations Research and the Management Sciences.[4]
- John von Neumann Theory Prize 2004
- Frederick W. Lanchester Prize (best research publication) 2001
- INFORMSExpository Writing Award 1998
Selected publications
- A Method for Staffing Large Call Centers, Mfg. & Service Operations Mgt., 2005
- A Broader View of Brownian Networks: Annals of Applied Probability, 2003
- Brownian Motion and Stochastic Flow Systems, Wiley and Sons, 1985
- Martingales and Stochastic Integrals in the Theory of Trading Stochastic Processes, 1981
- Martingales and Arbitrage in Multiperiod Securities Markets Journal of Economic Theory, 1979
References
- ^ J. Michael Harrison at the Mathematics Genealogy Project
- ISBN 0894644556. Archived from the original(PDF) on 2013-06-09. Retrieved 2012-08-13.
- ^ Harrison Elected to National Academy of Engineering Archived 2012-04-12 at the Wayback Machine from Stanford Graduate School of Business
- ^ Fellows: Alphabetical List, Institute for Operations Research and the Management Sciences, archived from the original on 2019-05-10, retrieved 2019-10-09
External links
- Biography of J. Michael Harrison from the Institute for Operations Research and the Management Sciences
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