Sjur Didrik Flåm
professor
Institutt for økonomi
Stilling: professor
Telefon: 55 58 92 17
E-post: Sjur.Flaam@econ.uib.no
Besøksadresse: Fosswinckelsgate 14
Optimization, Mathematical Economics, Game Theory, Insurance, Finance
Curriculum Vitae for Sjur Didrik Flåm
Born: 24.03.46, Aurland, Norway, Citizenship: Norwegian, married, 3 children.
affilation: professor, Department of Economics, University of Bergen, 5007 Norway,
Office address: Fossw. 6, N-5007 Bergen; private: Storetveitåsen 13, N-5067 Bergen,
Phone: office +47-55 58 92 17, home +47-55-28 47 98, fax: 47-55-589210; e-mail: sjur.flaam@econ.uib.no
Education: Doctoral degree, Applied Mathematics 1984, Phd. University of Delaware USA, preceding degrees: Cand.real. in pure math. Univ. of Bergen (1970); cand.real. in statistics, Univ. of Oslo (1979).
Chairs offered at Norwegian School of Economics and Business Administration (1986) and the University of Copenhagen (1988).
Invited plenary lectures at Workshop in Mathematical Economics, Copenhagen; Journes MODE, Le Havre 2004; European Summer Institute, Ankara 2004.
Responsible leader of projects on fisheries economics, oil/gas exploration programs, reliability studies of security valves, scheduling of gas projects, diets in fish-farming, computational economics, financial economics.
Visiting positions at Univ. of Washington Dep. of Mathematics USA (Fall 1988 & fall 1998), Univ. St Johns Canada (Nov 2004).
Invited positions at Univ. di Trento Dip. di Matematica Italiy (Spring 1991, October 2000, May 2003), Universite de Perpignan Dep. de Mathem France (Spring 1992, spring 1997), International Institute of Applied System Analysis (IIASA) Austria ( Jan, 1993, Dec.1999, May 2000), Universita di Modena Dip. di Matematica Italiy (July 1993) and Dep. of Economics (May 1998 & May 1999), Univ. de Bourgogne Dep. of Applied Mathematics France (June 1999, June 2001, June 2006 ), Univ. di Napoli, Dep. Mathematics, Italy (Nov. 2000), Univ. of Zimbabwe, Dep. of Mathematics Harare (Jan. 2001, 2000, 1999 and Oct. 1998), Univ. de Guadeloupe France (April 2001), Makerere Univ Uganda (Feb. 2004, Nov 2005), CES Univ. of Munich (Jan 2002), Univ. Paul Sabatier Toulouse (Febr. 2004), full professor at Univ. of Manchester UK (Jan-June 2005), Univ. of Lund (Feb-May 2006).
Associate editor of J. Convex Analysis and formerly of Mathematical Methods of Operations Research
Consulting for several ministries and oil companies.
Referee work for numerous journals in mathematics and economics.
For publications with Springer Verlag see http://springerlink.com/content/?k=Sjur+D.+Flam
Most recent publications:
* Portfolio management without probabilities or statistics, Annals of Finance (2008)
* Investment, uncertainty, and production games, Environment and Development Economics 1-16 (2008) (with Y. Ermoliev)
* Private information , transferable utility, and the core, Economic Theory (2008) (with L. Koutsougeras)
* Slope of shadow prices and Lagrange multipliers, Optimization Letters 2,143-155 (2008) (with H. Th. Jongen and O. Stein).
* Option pricing by mathematical programming, Optimization 57, 1, 165-182 (2008).
* Market clearing and price formation, Journal of Economic Dynamics & Control 32, 956-977 (2008) (with Odd Godal).
* Prices and Pareto optima, Optimization 55, 5&6, 611-625 (2006) (with A. Jourani).
* Core solutions and Nash equilibria in noncooperative games with a measure space of players, in Game Theory and Mathematical Economics, Banach Center Publications vol 71, Inst. Math. Polish Acad. (2006).
* Upward slope and inf-convolutions, Mathematics of Operations Research (2006)
* Production games, core deficit, duality and shadow prices, in Game Theory and Mathematical Economics, Banach Center Publications vol 71, Inst. Math. Polish Acad. Sc. (2006).
* Balanced environmental games, Computers & Operations Research 32, 401-408 (2006).
* Stability of social interaction, in H. Liljenstrøm and U. Svedin (eds.) Micro, Meso, Macro; Adressing Complex System Dynamics, World Scientific, London, 185-195 (2005).
* The not-quite non-atomic game: non-emptiness of the core in large production games, Mathematical Social Sciences 50, 279-297 (2005) (with G. Owen and M. Saboya).
* Entropic Penalties in Finite Games, Annals of Operations Research 137, 1, 331-348 (2005), (with Ennio Cavazzuti). http://dx.doi.org/10.1007/s10479-005-2264-5
* Stochastic approximation, momentum, and Nash Play, Chap 18, 337-345 in S. W. Wallace & W. T. Ziemba (eds.) Applications of Stochastic programming, SIAM, Philadelphia (2005) (with H. Berglann).
* Production games and price dynamics, Chap. 4, 79-92 in A. Haurie & G. Zaccour (eds.) Dynamic Games, Theory and Applications, Springer, Berlin (2005).
* Social insurance of short spell sickness, Nordic Journal of Political Economy, 30,2,79-90 (2004).
* Non-convex feasibility problems and proximal point methods, Optimization Methods and Software 19, 3-14 (2004) (with Jean-Noel Corvellec).
* Newtonian mechanics and Nash play, International GameTheory Review 6, 2, 181-194 (2004) (with Jacqueline Morgan).
* Optimization under uncertainty using momentum, in K. Marti, Y. Ermoliev and G. Pflug (eds.) Dynamic Stochastic Optimization, Lecture Notes in Economics and Mathematical Systems 532 Springer (2004).
Less recent publications but within the last ten years, by subject:
Microeconomics:
89) Ability, self-confidence, and search (with Alf Erling Risa), J. Institutional and Theoretical Economics 159, 3, 439-456 (2003).
80) Price expectations and cobwebs under uncertainty (with Y. Kaniovski) Annals of OR 114, 167-181 (2002).
74) Competitive equilibrium: Walras meets Darwin (with B. Sandvik) Optimization 47, 137-153 (2000).
70) Stochastic mean-values, rational expextations, and price movements (with C. Horvath) Economic Letters 61, 293-299 (1998).
60) Approaches to economic equilibrium, Journal of Economic Dynamics and Control 20, 1996, 1505-1522..
Game theory:
90) Newtonian mechanics and Nash Play (with J. Morgan), Int. Game Theory Review 6, 2, 181-194 (2004).
88) Strategic behavior and partial cost sharing (with A. Jourani) Games and Economic Behavior 43, 44-56 (2003).
87) Stochastic equilibrium problems in economics and game theory, (special volume edited with I.V. Evstigneev and L.J. Mirman) Annals of Operations Research 114 (2002) .
86) Repeated play of potential games, (with Y. Ermoliev) Cybernetics and System Analysis 38, 355-367 (2002).
85) Evolutionary stability and gradient dynamics, Int. Game Theory Rev. 4, 4, 357-370 (2002).
84) A new look for Stackelberg-Cournot equilibria in oligopolistic markets (with L. Malozzi and J. Morgan), Economic Theory 20, 283-188 (2002).
82) Stochastic Programming, Cooperation and Risk Exchange, Optimization Methods and Software 17, 493-504 (2002).
81) Differential equations, convex analysis and games, J. Convex Analysis 9,2, 429-438 (2002).
77) Approaching equilibrium in parallel, in D. Butnariu, Y. Censor, S.Reich (eds.), Inherently Parallel Algorithms and Optimization & Applications , Kluwer 267-278 (2001).
76) Sharing nonconvex cost (with I. Evstigneev) J. Global Optimization 20, 257-271 (2001).
75) Learning to face stochastic demand, (with Maria Sandsmark) Int. Game Theory Review 2, 259-271, (2000).
73) Repeated play and Newton's method, Int. Game Theory Review 2, 141-154 (2000).
71) Learning equilibrium play: a myopic approach, Computational Optimization and Applications 14, 87-102 (1999).
67) Restricted attention, myopic play, and the learning of equilibrium play, Annals of Operations Res. 92, 473-482 (1998).
66) Averaged predictions and the learning of equilibrium play, J. Econ. Dyn.& Control 22, 833-848 (1998).
65) 2x2 games, fictitious play, and Green's theorem, Proc.of the IV Catalan Days of Applied Math., Universitat Rovira i Virgili (1998).
61) Noncooperative games in networks; Stability and sensitivity of equilibria (with Igor V. Evstigneev) in Michael Ferris and Jong-Shi Pang (eds.): Complementarity and Variational Problems. Philadelphia: Siam, 1997.
59) Network games; adaptions to Nash-Cournot equilibrium (with Charles Horvath) Annals of Operations Research 64, 1996, 179-195.
Optimization theory:
91) Optimization under uncertainty using momentum, in K. Marti, Y. Ermoliev and G. Pflug (eds): Dynamic Stochastic Optimization, Lecture Notes in Economics and Mathematical Systems 532, Springer Berlin (2004).
83) Convex stochastic duality and the biting Lemma (with I. Evstigneev) J. Convex Analysis 9, 237-244 (2002).
81) Differential equations, convex analysis and games, J. Convex Analysis 9,2, 429-438 (2002).
78) Stochastic programming: nonanticipativity and Lagrange multipliers (with I. Evstigneev) in Encyclopedia in Operations Research, Kluwer (2001).
62) Equilibrium programming using proximal-like algorithms (with Anatoly S. Antipin) Mathematical Programming 78, 29-41, 1997.Insurance economics:
Finance and insurance:
82) Stochastic Programming, Cooperation and Risk Exchange, Optimization Methods and Software 17, 493-504 (2002).
79) Learning Pareto optimal insurance contracts, (with Y. Ermoliev) Geneva Papers on Risk and Insurance 26, 155-167 (2001).
72) Looking for arbitrage, Int. Rev. of Economics and Finance 9, 1-9 (2000).
Dynamical systems:
69) Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators (with I. Evstigneev) Set-Valued Analysis 6, 61-81 (1998).
68) Groping for optimal growth (with L. Mirman) J. Econ. Dyn. &Control 23, 191-207 (1998).
64) The Turnpike property and the central limit theorem in stochastic models of economic dynamics (with I.V. Evstigneev) in Y.M. Kabanov, B.L. Rozovskij and A.N. Shiryaev (eds.): Statistics and Control of Stochastic Processes. The Liptser Festschrift. World Scientific, 1997, 63-101.
63): Gradient approaches to equilibrium, in P. Gritzman, R. Horst, E. Sachs and R. Titchatschke (eds.): Recent Advances in Optimization. Lecture Notes in Economic and Mathematical Systems 452. Berlin: Springer, 1997.
For publications with Springer Verlag see http://springerlink.com/content/?k=Sjur+D.+Flam