J. Michael Harrison
J. Michael Harrison
Professor of Management, Stanford University
Verified email at stanford.edu - Homepage
Title
Cited by
Cited by
Year
Martingales and arbitrage in multiperiod securities markets
JM Harrison, DM Kreps
Journal of Economic theory 20 (3), 381-408, 1979
52501979
Martingales and stochastic integrals in the theory of continuous trading
JM Harrison, SR Pliska
Stochastic processes and their applications 11 (3), 215-260, 1981
39941981
Brownian motion and stochastic flow systems
JM Harrison
Wiley, 1985
20971985
Speculative investor behavior in a stock market with heterogeneous expectations
JM Harrison, DM Kreps
The Quarterly Journal of Economics 92 (2), 323-336, 1978
17801978
Product assembly and distribution optimization in an agribusiness cooperative
H Harrison, DR Wills
Interfaces 13 (2), 1-9, 1983
8321983
A stochastic calculus model of continuous trading: complete markets
JM Harrison, SR Pliska
Stochastic processes and their applications 15 (3), 313-316, 1983
6761983
Reflected Brownian motion on an orthant
JM Harrison, MI Reiman
The Annals of Probability, 302-308, 1981
5091981
Brownian models of queueing networks with heterogeneous customer populations
JM Harrison
Stochastic differential systems, stochastic control theory and applications …, 1988
4161988
Brownian models of open queueing networks with homogeneous customer populations
JM Harrison, RJ Williams
Stochastics: An International Journal of Probability and Stochastic …, 1987
3391987
On skew Brownian motion
JM Harrison, LA Shepp
The Annals of probability, 309-313, 1981
3391981
Impulse control of Brownian motion
JM Harrison, TM Sellke, AJ Taylor
Mathematics of Operations Research 8 (3), 454-466, 1983
3121983
Instantaneous control of Brownian motion
JM Harrison, MI Taksar
Mathematics of Operations research 8 (3), 439-453, 1983
2931983
Changes in extreme rainfall events in South Africa
SJ Mason, PR Waylen, GM Mimmack, B Rajaratnam, JM Harrison
Climatic Change 41 (2), 249-257, 1999
2841999
Dynamic control of a queue with adjustable service rate
JM George, JM Harrison
Operations research 49 (5), 720-731, 2001
2702001
Heavy traffic resource pooling in parallel‐server systems
JM Harrison, MJ López
Queueing systems 33 (4), 339-368, 1999
2511999
Scheduling networks of queues: Heavy traffic analysis of a two-station closed network
JM Harrison, LM Wein
Operations research 38 (6), 1052-1064, 1990
2241990
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
2191988
Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies
JM Harrison
Annals of applied probability, 822-848, 1998
2141998
Multi-resource investment strategies: Operational hedging under demand uncertainty
JM Harrison, JA Van Mieghem
European Journal of Operational Research 113 (1), 17-29, 1999
2121999
Brownian models of multiclass queueing networks: Current status and open problems
JM Harrison, V Nguyen
Queueing Systems 13 (1), 5-40, 1993
2121993
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