Martingales and arbitrage in multiperiod securities markets JM Harrison, DM Kreps Journal of Economic theory 20 (3), 381-408, 1979 | 5740 | 1979 |
Martingales and stochastic integrals in the theory of continuous trading JM Harrison, SR Pliska Stochastic processes and their applications 11 (3), 215-260, 1981 | 4355 | 1981 |
Brownian Motion and Stochastic Flow Systems J Harrison Probability and Mathematical Statistics/John Wiley and Sons, 1985 | 2254 | 1985 |
Speculative investor behavior in a stock market with heterogeneous expectations JM Harrison, DM Kreps The Quarterly Journal of Economics 92 (2), 323-336, 1978 | 2061 | 1978 |
A stochastic calculus model of continuous trading: complete markets JM Harrison, SR Pliska Stochastic processes and their applications 15 (3), 313-316, 1983 | 737 | 1983 |
Reflected Brownian motion on an orthant JM Harrison, MI Reiman The Annals of Probability 9 (2), 302-308, 1981 | 572 | 1981 |
Brownian models of queueing networks with heterogeneous customer populations JM Harrison Stochastic differential systems, stochastic control theory and applications …, 1988 | 466 | 1988 |
On skew Brownian motion JM Harrison, LA Shepp The Annals of probability, 309-313, 1981 | 422 | 1981 |
Learning sampling distributions for robot motion planning B Ichter, J Harrison, M Pavone 2018 IEEE International Conference on Robotics and Automation (ICRA), 7087-7094, 2018 | 418 | 2018 |
Brownian models of open queueing networks with homogeneous customer populations JM Harrison, RJ Williams Stochastics: An International Journal of Probability and Stochastic …, 1987 | 382 | 1987 |
Impulse control of Brownian motion JM Harrison, TM Sellke, AJ Taylor Mathematics of Operations Research 8 (3), 454-466, 1983 | 340 | 1983 |
Instantaneous control of Brownian motion JM Harrison, MI Taksar Mathematics of Operations research 8 (3), 439-453, 1983 | 335 | 1983 |
Changes in extreme rainfall events in South Africa SJ Mason, PR Waylen, GM Mimmack, B Rajaratnam, JM Harrison Climatic Change 41, 249-257, 1999 | 322 | 1999 |
Dynamic control of a queue with adjustable service rate JM George, JM Harrison Operations research 49 (5), 720-731, 2001 | 311 | 2001 |
Heavy traffic resource pooling in parallel‐server systems JM Harrison, MJ López Queueing systems 33, 339-368, 1999 | 298 | 1999 |
Bayesian dynamic pricing policies: Learning and earning under a binary prior distribution JM Harrison, NB Keskin, A Zeevi Management Science 58 (3), 570-586, 2012 | 281 | 2012 |
Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies JM Harrison The Annals of Applied Probability 8 (3), 822-848, 1998 | 254 | 1998 |
A method for staffing large call centers based on stochastic fluid models JM Harrison, A Zeevi Manufacturing & Service Operations Management 7 (1), 20-36, 2005 | 243 | 2005 |
Scheduling networks of queues: Heavy traffic analysis of a two-station closed network JM Harrison, LM Wein Operations research 38 (6), 1052-1064, 1990 | 240 | 1990 |
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 | 233 | 1988 |