【Master Forum】Applied Probability in Sixty Years
Topic: Applied Probability in Sixty Years
Speaker: J. Michael Harrison, Stanford University
Date: Tuesday, Mar.12, 2024
Time: 10:30am-11:45am
Venue: Room 101, Teaching Complex C
Language: English
Abstract:
About 60 years ago, the term "applied probability" (AP) became official when the Journal of Applied Probability was founded at the University of Sheffield. In the years that followed, both the Operations Research Society of America and the Institute for Mathematical Statistics formally designated AP as a subfield of their respective disciplines. In this lecture I will look back on developments in the field, in some of which I have participated, with particular emphasis on (a) how to define and characterize AP, and (b) shining jewels of the AP literature.
Speaker Profile:
J. Michael Harrison is the Adams Distinguished Professor of Management, Emeritus, in the Graduate School of Business, Stanford University. He earned a B.S. degree in industrial engineering from Lehigh University, an M.S. in industrial engineering from Stanford, and a Ph.D. in operations research from Stanford before joining the faculty of the Graduate School of Business in 1970. He has developed and analyzed stochastic models in several different domains related to business, including mathematical finance and processing network theory. His current research is focused on dynamic pricing and revenue management.
Professor Harrison has been honored by INFORMS with its Expository Writing Award (1998), the Lanchester Prize for best research publication (2001), and the John von Neumann Theory Prize (2004); he was elected to the National Academy of Engineering in 2008. He is a fellow of INFORMS and of the Institute for Mathematical Statistics.
