The following pages link to J. Michael Harrison (Q213291):
Displaying 42 items.
- (Q558665) (redirect page) (← links)
- Drift rate control of a Brownian processing system (Q558667) (← links)
- A tandem storage system and its diffusion limit (Q594483) (← links)
- Dynamic routing and admission control in high-volume service systems: Asymptotic analysis via multi-scale fluid limits (Q812131) (← links)
- Reflected Brownian motion in the quadrant: Tail behavior of the stationary distribution (Q833094) (← links)
- Correction: Brownian models of open processing networks: canonical representation of workload (Q862225) (← links)
- The QNET method for two-moment analysis of open queueing networks (Q915280) (← links)
- On the quasireversibility of a multiclass Brownian service station (Q921723) (← links)
- Positive recurrence of reflecting Brownian motion in three dimensions (Q968783) (← links)
- The stationary distribution of reflected Brownian motion in a planar region (Q1062678) (← links)
- Martingales and arbitrage in multiperiod securities markets (Q1138469) (← links)
- Reflected Brownian motion on an orthant (Q1152910) (← links)
- On skew Brownian motion (Q1152911) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis (Q1186296) (← links)
- Brownian models of feedforward queueing networks: Quasireversibility and product form solutions (Q1198575) (← links)
- Ruin problems with compounding assets (Q1239533) (← links)
- Optimal control of a Brownian storage system (Q1243994) (← links)
- Heavy traffic analysis of a system with parallel servers: Asymptotic optimality of discrete-review policies (Q1296607) (← links)
- Arbitrage pricing of Russian options and perpetual lookback options (Q1308694) (← links)
- The QNET method for two-moment analysis of closed manufacturing systems (Q1313067) (← links)
- Dynamic control of Brownian networks: State space collapse and equivalent workload formulations (Q1371003) (← links)
- A broader view of Brownian networks (Q1425488) (← links)
- Brownian models of open processing networks: Canonical representation of workload. (Q1578618) (← links)
- Brownian models of multiclass queueing networks: Current status and open problems (Q1801804) (← links)
- Multi-resource investment strategies: Operational hedging under demand uncertainty (Q1806634) (← links)
- Multidimensional reflected Brownian motions having exponential stationary distributions (Q1820515) (← links)
- Scheduling networks of queues: Heavy traffic analysis of a simple open network (Q1825745) (← links)
- A stochastic calculus model of continuous trading: Complete markets (Q1838779) (← links)
- A multiclass closed queueing network with unconventional heavy traffic behavior (Q1921430) (← links)
- Reflecting Brownian motion in three dimensions: a new proof of sufficient conditions for positive recurrence (Q1935925) (← links)
- Heavy traffic resource pooling in parallel-server systems (Q1975039) (← links)
- Reflected Brownian motion in the quarter plane: an equivalence based on time reversal (Q2145824) (← links)
- Workload reduction of a generalized Brownian network (Q2496491) (← links)
- Steady-state analysis of RBM in a rectangle: Numerical methods and a queueing application (Q2640252) (← links)
- Instantaneous Control of Brownian Motion (Q3037295) (← links)
- Impulse Control of Brownian Motion (Q3043029) (← links)
- Design and Control of a Large Call Center: Asymptotic Analysis of an LP-Based Method (Q3391989) (← links)
- Two-Moment Analysis of Open Queueing Networks with General Workstation Capabilities (Q4346345) (← links)
- Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network (Q5202010) (← links)
- Workload Interpretation for Brownian Models of Stochastic Processing Networks (Q5388062) (← links)
- Discrete Dynamic Programming with Unbounded Rewards (Q5678679) (← links)
