What is he best known for?
The fields of study he is best known for:
- Mathematical analysis
- Algebra
- Microeconomics
His primary areas of study are Mathematical analysis, Mathematical optimization, Holding cost, Risk-neutral measure and Arbitrage.
He has researched Mathematical analysis in several fields, including Fractional Brownian motion and Heavy traffic approximation.
In the subject of general Mathematical optimization, his work in Linear programming is often linked to Supply chain management, thereby combining diverse domains of study.
His Risk-neutral measure study integrates concerns from other disciplines, such as Semimartingale and Forward measure.
His Semimartingale research is multidisciplinary, incorporating perspectives in Martingale, Mathematical economics, Stochastic modelling and Continuous-time stochastic process.
His Arbitrage study is associated with Financial economics.
His most cited work include:
- Martingales and arbitrage in multiperiod securities markets (2783 citations)
- Martingales and stochastic integrals in the theory of continuous trading (2296 citations)
- Brownian motion and stochastic flow systems (1127 citations)
What are the main themes of his work throughout his whole career to date?
J. Michael Harrison mainly focuses on Mathematical optimization, Queueing theory, Queue, Reflected Brownian motion and Mathematical analysis.
His Queueing theory research includes themes of Process and Server.
His work in the fields of Queue management system overlaps with other areas such as Renewal theory.
His Reflected Brownian motion research entails a greater understanding of Diffusion process.
J. Michael Harrison works mostly in the field of Mathematical analysis, limiting it down to concerns involving Stationary distribution and, occasionally, Discrete mathematics.
His Martingale study deals with Stochastic modelling intersecting with Continuous-time stochastic process.
He most often published in these fields:
- Mathematical optimization (31.46%)
- Queueing theory (20.22%)
- Queue (15.73%)
What were the highlights of his more recent work (between 2014-2020)?
- Statistical physics (6.74%)
- Fluid equation (2.25%)
- Stability (2.25%)
In recent papers he was focusing on the following fields of study:
His scientific interests lie mostly in Statistical physics, Fluid equation, Stability, Control theory and Lyapunov function.
His Statistical physics research includes elements of Type and Markovian arrival process.
His Fluid equation research spans across into areas like Mechanics, Positive recurrence and Mathematical analysis.
J. Michael Harrison performs multidisciplinary study in Stability and Applied mathematics in his work.
J. Michael Harrison incorporates a variety of subjects into his writings, including Control theory, Control and Back pressure.
Among his Lyapunov function studies, there is a synthesis of other scientific areas such as Queueing theory, Proportionally fair, Stability, Fluid limit and Network packet.
Between 2014 and 2020, his most popular works were:
- Investment Timing with Incomplete Information and Multiple Means of Learning (23 citations)
- Processing Networks : Fluid Models and Stability (6 citations)
- Markovian Arrival Processes (0 citations)
In his most recent research, the most cited papers focused on:
- Mathematical analysis
- Microeconomics
- Finance
J. Michael Harrison mainly focuses on Markovian arrival process, Statistical physics, Operations research, Value and Mathematical optimization.
His Operations research research integrates issues from Optimal stopping, Investment timing, Optimal control and Complete information.
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