J. Michael Harrison
|Born||1944 (age 76–77)|
|Alma mater||Lehigh University|
|Thesis||Queueing Models for Assembly-Like Systems (1971)|
|Doctoral advisor||Frederick Stanton Hillier|
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 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.
- National Academy of Engineering electee (2008).
- 2005 class of Fellows of the Institute for Operations Research and the Management Sciences.
- John von Neumann Theory Prize 2004
- Frederick W. Lanchester Prize (best research publication) 2001
- INFORMS Expository Writing Award 1998
- 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
- Harrison, J. Michael (1990). Brownian Motion and Stochastic Flow Systems (PDF). p. iv. ISBN 0894644556. Archived from the original (PDF) on 2013-06-09. Retrieved 2012-08-13.
- J. Michael Harrison at the Mathematics Genealogy Project
- 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
- Biography of J. Michael Harrison from the Institute for Operations Research and the Management Sciences