J. Michael Harrison
- Martingales and stochastic integrals in the theory of continuous trading
1981/08/01 by J. Michael Harrison, J.Michael Harrison, Stanley R. Pliska · 26 citations
Decision Sciences · Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Dynamic Control of a Queue with Adjustable Service Rate
2001/10/01 by Jennifer M. George, J. Michael Harrison · 8 citations
Business, Management and Accounting · Computer Science · #Advanced Queuing Theory Analysis #Supply Chain and Inventory Management #Optimization and Search Problems
- Deep Reinforcement Learning amidst Lifelong Non-Stationarity
2020/06/18 by Annie Xie, J. Michael Harrison, Xie, Annie +3 · 2 citations
Computer Science · Psychology · #Artificial Intelligence (cs.AI) #Data Stream Mining Techniques #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mental Health Research Topics #Reinforcement Learning in Robotics #Robotics (cs.RO)
- A broader view of Brownian networks
2003/08/01 by J. Michael Harrison · 1 citation
- Singular Control of (Reflected) Brownian Motion: A Computational Method Suitable for Queueing Applications
2023/12/19 by Barış Ata, J. Michael Harrison, Ata, Baris +3 · 2 citations
Business, Management and Accounting · Engineering · Social Sciences · #Advanced Queuing Theory Analysis #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #Transportation Planning and Optimization #Transportation and Mobility Innovations #electronic engineering #information engineering