J. Michael Harrison
| J. Michael Harrison | |
|---|---|
| Born | 1944 (age 79–80)[1] |
| Nationality | American |
| Fields | operations research stochastic modelling |
| Institutions | Stanford University |
| Alma mater | Lehigh University Stanford University |
| Thesis | Queueing Models for Assembly-Like Systems (1971) |
| Doctoral advisor | Frederick Stanton Hillier[2] |
| Website faculty-gsb |
|
John Michael Harrison (born 1944) is an American researcher, known for his contributions to the theory of operations research, in particular stochastic networks and financial engineering. He has authored two books and nearly 90 journal articles.
He obtained a B.S. in industrial engineering from Lehigh University (1966), a M.S. from Stanford University (1967), and 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.
Awards
- National Academy of Engineering electee (2008).[3]
- John von Neumann Theory Prize 2004
- Frederick W. Lanchester Prize (best research publication) 2001
- INFORMS Expository 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
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- ↑ J. Michael Harrison at the Mathematics Genealogy Project
- ↑ Harrison Elected to National Academy of Engineering from Stanford Graduate School of Business
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