Hjem
Sjur Didrik Flåms bilde

Sjur Didrik Flåm

Professor
  • E-postSjur.Flaam@uib.no
  • Telefon+47 55 58 92 17
  • Besøksadresse
    HIB - Thormøhlensgt. 55
  • Postadresse
    Postboks 7803
    5020 Bergen

Optimization, Mathematical Economics, Game Theory, Insurance, Finance

Bøker
  • Evstigneev, I. V.; Flåm, Sjur Didrik; Mirman, L.J. 2002. Stochastic equilibrium problems in economics and game theory. 280 sider.
Tidsskriftartikler
  • Flåm, Sjur Didrik. 2016. Monotonicity and market equilibrium. Set-Valued and Variational Analysis. 24: 403-421. doi: 10.1007/s11228-016-0372-9
  • Flåm, Sjur Didrik. 2016. Borch's theorem, equal margins, and efficient allocation. Insurance, Mathematics & Economics. 70: 162-168. doi: 10.1016/j.insmatheco.2016.06.010
  • Flåm, Sjur Dirik. 2016. Noncooperative games, coupling constraints, and partial efficiency. Economic Theory Bulletin. 4: 213-229. doi: 10.1007/s40505-015-0079-3
  • Flåm, Sjur Dirik. 2016. Bilateral exchange and competitive equilibrium. Set-Valued and Variational Analysis. 24: 1-11. doi: 10.1007/s11228-015-0322-y
  • Bjerkholt, Olav; Flåm, Sjur Didrik. 2015. Ragnar Frisch and interior-point methods. Optimization Letters. 9 sider. doi: 10.1007/s11590-014-0807-x
  • Flåm, Sjur Didrik. 2015. Risk measures, convexity, and max-min shortfalls. Journal of Convex Analysis. 22: 603-626.
  • Flåm, Sjur Didrik; Wolfstetter, Elmar. 2015. Liability insurance and choice of cars: A large game approach. Journal of Public Economic Theory. 17: 943-963. doi: 10.1111/jpet.12116
  • Flåm, Sjur Didrik; Godal, Odd; Soubeyran, Antoine. 2014. Gradient differences and bilateral barters. Optimization. 63: 693-712. doi: 10.1080/02331934.2012.679940
  • Flåm, Sjur Didrik. 2012. Coupled projects, core imputations, and the CAPM. Journal of Mathematical Economics. 48: 170-176. doi: 10.1016/j.jmateco.2012.03.002
  • Flåm, Sjur Didrik; Gramstad, Kjetil. 2012. Direct exchange in linear economies. International Game Theory Review. 14. 18 sider. doi: 10.1142/S0219198912400063
  • Flåm, Sjur Didrik. 2011. Exchanges and measures of risk. Mathematics and Financial Economics. 5: 249-267.
  • Flåm, Sjur; Schenk-Hoppe, Klaus Reiner. 2011. Introduction to the special issue Stochastic Financial Economics, Volume 1. Mathematics and Financial Economics. 5: 159-160.
  • Flåm, Sjur; Schenk-Hoppe, Klaus Reiner. 2011. Preface to the special issue Stochastic Financial Economics. Mathematics and Financial Economics. 5: 157-157.
  • Flåm, Sjur. 2010. Portfolio management without probabilities or statistics. Annals of Finance. 6: 357-368.
  • Flåm, Sjur. 2010. Cooperation Under Ambiguity. Energy Systems. Part 4. 471-491. doi: 10.1007/978-3-642-12067-1_27
  • Flåm, Sjur Didrik; Koutsougeras, Leonidas C. 2010. Private information, transferable utility, and the core. Economic Theory. 42: 591-609. doi: 10.1007/s00199-008-0416-y
  • Flåm, Sjur Didrik. 2009. Pooling, pricing and trading of risks. Annals of Operations Research. 165: 145-160. doi: 10.1007/s10479-007-0305-y
  • Flåm, Sjur Didrik. 2009. Risk premium and non-smooth utility. Journal of Risk. 11: 87-99.
  • Flåm, Sjur Didrik; Ermoliev, Yuri M. 2009. Investment, uncertainty, and production games. Environment and Development Economics. 14: 51-66. doi: 10.1017/S1355770X08004579
  • Flåm, Sjur Didrik; Gaasland, Ivar; Vårdal, Erling. 2009. On deregulating food prices. Computational Economics. 34: 309-322. doi: 10.1007/s10614-009-9175-5
  • Flåm, Sjur Didrik; Hiriart-Urruty, JB; Jourani, A. 2009. Feasibility in finite time. Journal of dynamical and control systems. 15: 537-555. doi: 10.1007/s10883-009-9074-z
  • Flåm, Sjur Didrik. 2008. Option pricing by mathematical programming. Optimization. 57: 165-182. doi: 10.1080/02331930701779054
  • Flåm, Sjur Didrik; Godal, Odd. 2008. Market clearing and price formation. Journal of Economic Dynamics and Control. 32: 956-977. doi: 10.1016/j.jedc.2007.04.006
  • Flåm, Sjur Didrik; Jongen, HT; Stein, O. 2008. Slopes of shadow prices and Lagrange multipliers. Optimization Letters. 2: 143-155. doi: 10.1007/s11590-007-0048-3
  • Flåm, Sjur Didrik; Ruszczynski, Andrzej. 2008. Finding normalized equilibrium in convex-concave games. International Game Theory Review. 10: 37-51.
  • Flåm, Sjur Didrik. 2006. Balanced environmental games. Computers & Operations Research. 33: 401-408.
  • Flåm, Sjur Didrik. 2006. Production games, core deficit, duality and shadow prices. Banach Center Publications. 71: 103-114.
  • Flåm, Sjur Didrik. 2006. Upward slopes and inf-convolutions. Mathematics of Operations Research. 31: 188-198. doi: 10.1287/moor.1050.0176
  • Flåm, Sjur Didrik; Jourani, A. 2006. Prices and Pareto optima. Optimization. 55: 611-625.
  • Flåm, Sjur Didrik; Wieczorek, Andrzej. 2006. Core solutions and nash equilibria in noncooperative games with a measure space of players. Banach Center Publications. 71: 115-123.
  • Flåm, Sjur Didrik; Cavazzuti, Ennio. 2005. Entropic Penalties in Finite Games. Annals of Operations Research. 137: 331-348.
  • Flåm, Sjur Didrik; Cavazzuti, Ennio. 2005. Entropic penalties in finite games. Annals of Operations Research. 137: 331-348.
  • Flåm, Sjur Didrik; Owen, G; Sabyoa, M. 2005. The not-quite non-atomic game: non-emptiness of the core in large production games. Mathematical Social Sciences. 50: 279-297.
  • Flåm, Sjur Didrik; Corvellec, Jean-Nöel. 2004. Non-convex feasibility problems and proximal point methods. Optimization Methods and Software. 3-14.
  • Flåm, Sjur Didrik; Morgan, J. 2004. Newtonian mechanics and Nash play. International Journal of Game Theory. 181-194.
  • Flåm, Sjur Didrik; Jourani, A. 2003. Strategic behavior and partial costs sharing. Games and Economic Behavior. 43: 44-56.
  • Flåm, Sjur Didrik; Risa, Alf Erling. 2003. Ability, self-confidence, and search. Journal of Institutional and Theoretical Economics. 159: 439-456.
  • Ermoliev, Yu. M.; Flåm, Sjur Didrik. 2002. Repeated play of potential games. Cybernetics and Systems Analysis. 355-367.
  • Evstigneev, Igor V.; Flåm, Sjur Didrik. 2002. Convex stochastic duality and the Biting Lemma. Journal of Convex Analysis. 237-244.
  • Flåm, Sjur Didrik. 2002. Stochastic programming, cooperation, and risk exchange. Optimization Methods and Software. 493-504.
  • Flåm, Sjur Didrik; Kaniovski, Y.M. 2002. Price expectations and cobwebs under uncertainty. Annals of Operations Research. 167-181.
  • Flåm, Sjur Didrik; Mallozi, Kina; Morgan, Jacqueline. 2002. A new look for Stackelberg-Cournot equilibria in oligopolistic markets. Economic Theory. 183-188.
  • Evstigeenev, I.V.; Flåm, Sjur Didrik. 2001. Sharing nonconvex costs. Journal of Global Optimization. 20: 257-271.
  • Flåm, Sjur Didrik. 2000. Looking for arbitrage. International Review of Economics and Finance. 9: 1-9.
  • Flåm, Sjur Didrik. 2000. Looking for arbitrage. International Review of Economics and Finance. 9: 1-9.
  • Flåm, Sjur Didrik; Sandvik, Bjørn. 2000. Competitive equilibrium: Walras meets Darwin. Optimization. 47: 137-153.
  • Flåm, Sjur Didrik; Sandvik, Bjørn. 2000. Competitive equilibrium: Walras meets Darwin. Optimization. 47: 137-153.
  • Flåm, Sjur Didrik. 1999. Learning Equilibrium Play: A Myopic Approach. Computational optimization and applications. 14: 87-102.
  • Evstigeneev, I.V.; Flåm, Sjur Didrik. 1998. Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators. Set-valued analysis. 6.
  • Flåm, Sjur Didrik. 1998. Restricted attention, myopic play, and the learning of equilibrium. Annals of Operations Research. 82: 473-482.
  • Flåm, Sjur Didrik. 1998. Averaged predictions and the learning of equilibrium play. Journal of Economic Dynamics and Control. 22: 833-848.
  • Flåm, Sjur Didrik. 1998. 2 x 2 games, fictitious play and Green's theorem. Proceedings of the IV Catalan Days of Applied Mathematics. reprint.
  • Flåm, Sjur Didrik; Horvath, Charles. 1998. Stochastic mean values, rational expectations, and price movemnets. Economics Letters. 61: 293-299.
  • Flåm, Sjur Didrik; Mirman, Leonard J. 1998. Groping for optimal growth. Journal of Economic Dynamics and Control. 23: 191-207.
  • Flåm, Sjur Didrik. 1997. Gradient approaches to equilibrium. Recent Advances in Optimization. Lecture Notes in Economic and Mathematical Systems 452.. 162. 49-60.
  • Flåm, Sjur Didrik; Kjelby, Torhild; Rødseth, Tor. 1997. Fiskeformue og forvaltningsstrategi. Økonomi og Økologi. 23. 196-206.
  • Flåm, Sjur Didrik. 1996. Approaches to Economic Equilibrium. Journal of Economic Dynamics and Control. 152. 1505-1522.
  • Flåm, Sjur Didrik; Antipin, Anatoly S. 1996. EQUILIBRIUM PROGRAMMING USING PROXIMAL-LIKE ALGORITHMS. Mathematical programming. 78(1997): 29-41. Publisert 1996-01-20.
  • Flåm, Sjur Didrik; Horvath, Charles. 1996. Network games; adaptions to Nash-Cournot Equilibrium. Annals of Operations Research. 64: 179-195.
  • Aspvall, B.; Flåm, Sjur Didrik; Villanger, K. P. 1995. Selecting among scheduled projects. Operations Research Letters. 17: 37-40.
  • Aspvall, Bengt; Flåm, Sjur Didrik; Villanger, Kåre P. 1995. Selecting among scheduled projects. Operations Research Letters. 17: 37-40.
  • Flåm, Sjur Didrik. 1995. Successive averages of firmly nonexpansive mappings. Mathematics of Operations Research. 20: 497-512.
  • Flåm, Sjur Didrik; Risa, Alf Erling. 1995. Market insurance, social insurance, and education. Journal of Population Economics. 8: 149-160.
  • Aspvall, B.; Flåm, Sjur Didrik; Villanger, K. P. 1994. Selecting among scheduled projects. Operations Research Letters.
  • Flåm, Sjur Didrik. 1994. Kor mykje er dei norske sildefiskeria verdt? Sosialøkonomen. 48: 2-5.
  • Flåm, Sjur Didrik. 1994. On variational stability in competitive economies. Set-valued analysis. 2: 159-173.
  • Flåm, Sjur Didrik; Seeger, Alberto. 1994. Solving cone-constrained convex programs by differential inclusions. Mathematical programming. 65: 107-121.
  • Flåm, Sjur Didrik. 1993. Paths to constrained Nash equilibria. Applied mathematics and optimization. 27: 275-289.
  • Flåm, Sjur Didrik. 1992. Lagrange Multipliers in Stochastic Programming. SIAM Journal of Control and Optimization. 30: 1-10.
  • Flåm, Sjur Didrik. 1992. Level-Constrained Programming. Applied Mathematics and Computation. 47: 259-265.
  • Flåm, Sjur Didrik. 1992. Solving Convex Programs by Means of Ordinary Differential Equations. Mathematics of Operations Research. 17: 290-302.
  • Flåm, Sjur Didrik; Fougeres, Alain. 1991. Infinite Horizon Programs: Convergence of Approximate Solutions. Annals of Operations Research. 29: 333-350.
  • Flåm, Sjur Didrik; Zowe, Jochem. 1991. Exact Penalty Functions in Single-Stage Stochastic Programming. Optimization. 21: 723-734.
  • Ben-Israel, A.; Flåm, Sjur Didrik. 1990. A Bisection/Successive Approximation Method for Computing Gittins Indices. Zeitschrift fur Operations Research. 34: 411-422.
  • Flåm, Sjur Didrik; Ben-Israel, Adi. 1990. A Continous Approach to Oligopolistic Market Equilibrium. Operations Research. 38: 1045-1051.
  • Flåm, Sjur Didrik; Zowe, Jochem. 1990. Relaxed Outer Projections, Weighted Averages and Convex Feasibility. BIT Numerical Mathematics. 30: 289-300.
  • Ben-Israel, A.; Flåm, Sjur Didrik. 1989. Input Optimization for Infinite-Horizon Discounted Programs. Journal of Optimization Theory and Applications. 61: 347-357.
  • Ben-Israel, A.; Flåm, Sjur Didrik. 1989. Support Prices of Activities in Linear Programming. Optimization. 20: 561-579.
  • Flåm, Sjur Didrik. 1989. Approaching Saddle Points as Equilibria of Differential Inclusions. Journal of Mathematical Analysis and Applications. 141: 264-277.
  • Flåm, Sjur Didrik. 1988. Stability of Convex Programs under a Distributed Constraint Qualification. Optimization. 19: 45-51.
  • Flåm, Sjur Didrik. 1987. Finite-state Approximations for Countable-state Infinite Horizon Discounted Markov Decision Processes. Modeling, Identification and Control. 8: 117-123.
  • Flåm, Sjur Didrik. 1987. Approximating Some Convex Programs in Terms of Borel Fields. Mathematical Programming Study. 31: 73-78.
  • Flåm, Sjur Didrik; Hastings, Kevin. 1987. On Adjustment Costs, Profit Uncertainty and Investment Behavior. American Journal of Mathematical and Management Sciences. 7: 233-252.
  • Flåm, Sjur Didrik; Moxness, Erling. 1987. Exploration for Petroleum and the Inventory of Proven Reserves. Energy Economics. 9: 190-194.
  • Flåm, Sjur Didrik; Wets, Roger J.-B. 1987. Existence Results and Finite Horizon Approximations for Infinite Horizon Optimization Problems. Econometrica. 55: 1187-1209.
Rapporter/avhandlinger
  • Flåm, Sjur Didrik; Godal, Odd. 2007. Market clearing and price formation. 25 sider.
  • Vårdal, Erling; Flåm, Sjur Didrik; Gaasland, Ivar. 2006. On Stabilizing or Deregulating Food Prices. University of Bergen, Bergen. 27 sider.
  • Godal, Odd; Flåm, Sjur Didrik. 2005. Affine Price Expectations and Equilibrium in Strategic Markets. Discussion Papers. 0505. School of Social Sciences, Economic Studies, University of Manchester, Manchester, UK. 17 sider.
  • Berglann, Helge; Flåm, Sjur Didrik. 2002. Stochastic approximation, momentum, and Nash play. Working Paper in Economics. 9/02. Institutt for økonomi, Universitetet i Bergen. 9 sider.
  • Flåm, Sjur Didrik. 2002. Balanced environmental games. Working Paper in Economics. 17/02. Institutt for økonomi, Universitetet i Bergen. 6 sider.
  • Flåm, Sjur Didrik. 2002. Full coverage for minor, recurrent losses? Working Paper in Economics. 10/02. Institutt for økonomi, Universitetet i Bergen. 11 sider.
  • Flåm, Sjur Didrik; Greco, G.H. 2002. Minkowski and modern convex analysis. Working Paper in Economics. 13/02. Institutt for økonomi, Universitetet i Bergen. 16 sider.
  • Ermoliev, Y.M; Flåm, Sjur Didrik. 2001. Finding Pareto optimal insurance contracts. Working Papers in Economics. 0501. Institutt for økonomi, UiB, Bergen. 11 sider.
  • Flåm, Sjur Didrik. 2001. Greenhouse gases, cooperation, and exchange. Working Papers in Economics. 0401. Institutt for økonomi, UiB, Bergen. 12 sider.
  • Flåm, Sjur Didrik. 2001. Approaching equilibrium in parallel. Working Papers in Economics. 06/01. Institutt for økonomi, Universitetet i Bergen, Bergen. 12 sider.
  • Flåm, Sjur Didrik; Gaasland, Ivar; Vårdal, Erling. 2001. Equilibrium and price stabilization. SEFOS Notat. 63. Senter for samfunnsforskning (SEFOS), Bergen. 8 sider.
  • Flåm, Sjur Didrik; Jourani, A. 2001. Noncooperative games involving cooperation. Working Papers in Economics. 09/01. Institutt for økonomi, Universitetet i Bergen, Bergen. 15 sider.
  • Flåm, Sjur Didrik; Mallozzi, L.; Morgan, J. 2001. Oligopolies with set-valued inverse demand. Working Papers in Economics. 0301. Institutt for økonomi, UiB, Bergen. 7 sider.
  • Flåm, Sjur Didrik; Owen, Guillermo. 2001. Large production games and markets. Working Papers in Economics. 13/01. Institutt for økonomi, Universitetet i Bergen, Bergen. 17 sider.
  • Flåm, Sjur Didrik; Risa, Alf Erling. 2001. Ability, self-confidence and search. Working Papers in Economics. 16/01. Institutt for økonomi, Universitetet i Bergen, Bergen. 19 sider.
  • Flåm, Sjur Didrik; Torsvik, Gaute. 2001. Avenues to equilibirum in one dimension. Working Papers in Economics. 22. 12 sider.
  • Flåm, Sjur Didrik; Torsvik, Gaute. 2001. Avenues to equilibrium in one dimension. Working Papers in Economics. 22/01. Institutt for økonomi, Universitetet i Bergen, Bergen. 12 sider.
  • Ermoliev, Yuri M; Flåm, Sjur Didrik. 2000. Repeated play of potential games. Working Paper. 0100. Institutt for økonomi, Institutt for økonomi, UiB. 21 sider.
  • Ermoliev, Yuri M; Flåm, Sjur Didrik. 2000. Repeated play of potential games. Working Paper. 0100. Institutt for økonomi, Institutt for økonomi, UiB. 21 sider.
  • Evstigneev, Igor V; Flåm, Sjur Didrik. 2000. Convex stochastic duality and the "biting lemma". Working Paper. 0300. Institutt for økonomi, Institutt for økonomi, UiB. 12 sider.
  • Evstigneev, Igor V; Flåm, Sjur Didrik. 2000. Convex stochastic duality and the "biting lemma". Working Paper. 0300. Institutt for økonomi, Institutt for økonomi, UiB. 12 sider.
  • Evstigneev, Igor V; Flåm, Sjur Didrik. 2000. Stochastic programming: Non-anticipativity and lagrange multipliers. Working Paper. 1100. Institutt for økonomi, Institutt for økonomi, UiB. 12 sider.
  • Evstigneev, Igor V; Flåm, Sjur Didrik. 2000. Sharing nonconvex costs. Working Paper. 1300. Institutt for økonomi, Institutt for økonomi, UiB. 14 sider.
  • Evstigneev, Igor V; Flåm, Sjur Didrik. 2000. Stochastic programming: Non-anticipativity and lagrange multipliers. Working Paper. 1100. Institutt for økonomi, Institutt for økonomi, UiB. 12 sider.
  • Evstigneev, Igor V; Flåm, Sjur Didrik. 2000. Sharing nonconvex costs. Working Paper. 1300. Institutt for økonomi, Institutt for økonomi, UiB. 14 sider.
  • Flåm, Sjur Didrik. 2000. Reaching equilibrium in the capital asset pricing model. Working Paper. 0700. Institutt for økonomi, Institutt for økonomi, UiB. 15 sider.
  • Flåm, Sjur Didrik. 2000. Reaching equilibrium in the capital asset pricing model. Working Paper. 0700. Institutt for økonomi, Institutt for økonomi, UiB. 15 sider.
  • Flåm, Sjur Didrik; Jourani, A. 2000. Prices and pareto optima. Working Paper. 0800. Institutt for økonomi, Institutt for økonomi, UiB. 16 sider.
  • Flåm, Sjur Didrik; Jourani, A. 2000. Prices and pareto optima. Working Paper. 0800. Institutt for økonomi, Institutt for økonomi, UiB. 16 sider.
  • Flåm, Sjur Didrik; Ruszczynski, Andrzej. 2000. Noncooperative convex games: Computing equilibrium by partial regularization. Working Paper. 1200. Institutt for økonomi, Institutt for økonomi, UiB. 12 sider.
  • Flåm, Sjur Didrik; Ruszczynski, Andrzej. 2000. Noncooperative convex games: Computing equilibrium by partial regularization. Working Paper. 1200. Institutt for økonomi, Institutt for økonomi, UiB. 12 sider.
  • Flåm, Sjur Didrik; Sandsmark, Maria. 2000. Learning to face stochastic demand. Discussion Paper. 18. Institutt for foretaksøkonomi. Norges handelshøyskole, Bergen. 13 sider.
  • Ermoliev, Y.M; Flåm, Sjur Didrik. 1999. On mutual Insurance. DUPI working papers. 2299. Institutt for økonomi, Institutt for økonomi. 14 sider.
  • Flåm, Sjur Didrik. 1999. Newton´s Method Without Derivatives; Approaching Equilibrium Parallel. DUPI working papers. 1199. Institutt for økonomi, Institutt for økonomi. 14 sider.
  • Flåm, Sjur Didrik; Debbia, Vanessa; Ricci, Gianni. 1999. Business Cycles and Wage Bargaining. DUPI working papers. 1099. Institutt for økonomi, Institutt for økonomi. 13 sider.
  • Flåm, Sjur Didrik; Sandvik, Bjørn. 1999. Competitive Equilibrium: Walras meets Darwin. Working Paper. 0699. Institutt for økonomi, Institutt for økonomi. 14 sider.
  • Flåm, Sjur Didrik. 1998. Looking for an arbitrage. Working Paper. 0598. Institutt for økonomi. 10 sider.
  • Flåm, Sjur Didrik; Horvath, Charles. 1998. Stochastic mean-values, rational expectations, and price movements. Working Paper. Institutt for økonomi. 8 sider.
  • Corvellec, Jean-Noël; Flåm, Sjur Didrik. 1997. Nonconvex feasibility problems and proximal point methods. Working Paper. 0296. Institutt for økonomi. 11 sider.
  • Flåm, Sjur Didrik. 1997. Restricted attention, myopic play, and the learning of equilibrium. Working Paper. 0997. Institutt for økonomi. 11 sider.
  • Flåm, Sjur Didrik; Kaniovski, Yuri. 1997. Price expectations, cobwebs, and stability. Working Paper. 0497. Institutt for økonomi. 13 sider.
  • Flåm, Sjur Didrik; Mirman, Leonard J. 1997. Groping for Optimal Growth. Working Paper. 0897. Institutt for økonomi. 17 sider.
  • Flåm, Sjur Didrik; Svarstad, Roger Elling. 1997. Appropriating a streddling fish stock. Working Paper. 0597. [Mangler utgivernavn]. 12 sider.
  • Flåm, Sjur Didrik. 1996. GRADIENT APPROACHES TO EQUILIBRIUM. Working Paper. 1696. [Mangler utgivernavn]. 13 sider.
  • Flåm, Sjur Didrik; Mirman, Leonard J. 1996. GROPING FOR OPTIMAL GROWTH. Working Paper. 0897. Institutt for økonomi.
  • Flåm, Sjur Didrik; Risa, Alf Erling. 1996. Search and selfconfidence. Working Paper. 1096. [Mangler utgivernavn]. 19 sider.
  • Butnariu, Dan; Flåm, Sjur Didrik. 1995. Strong Convergence of Expected-Projection Methods in Hilbert Spaces. Working Paper. 9. [Mangler utgivernavn].
  • Flåm, Sjur Didrik. 1995. Equilibrium Programming using Proximal-like Algorithms. Working Paper. 11. [Mangler utgivernavn].
  • Flåm, Sjur Didrik; Hannesson, Røgnvaldur. 1995. Dynamics of Transferable Quotas in Fisheries. Working Paper. 10. [Mangler utgivernavn].
  • Flåm, Sjur Didrik; Horvath, Charles. 1995. Network Games; Adaptions to Nash-Cournot Equilibrium. Working Paper. 1. [Mangler utgivernavn].
  • Flåm, Sjur Didrik; Wierczorek, Andrzej. 1995. Core Solutions and Nash Equilibria in Noncooperative Games with a Measure Space of Players. Working Paper. 2495. [Mangler utgivernavn].
  • Aspvall, B.; Flåm, Sjur Didrik; Villanger, K. P. 1994. Selecting among scheduled projects. Working Paper. UiB-MatNat: Institutt for økonomi.
  • Flåm, Sjur Didrik. 1994. Learning competitive market balance. Working Paper. [Mangler utgivernavn].
  • Flåm, Sjur Didrik. 1992. On variational stability in competitive economies. Working Paper. 3. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1992. Monotropic games. Working Paper. 13. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik; El-Hachem, Saeb. 1992. Spatial oligopolistic equilibria. Working Paper. 12. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik; Kummer, Bernd. 1992. Great fish wars and Nash equilibria. Working Paper. 8. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Glover, B. M.; Craven, B. D.; Flåm, Sjur Didrik. 1992. A generalized Karush-Kuhn-Tucker optimality condition without constraint qualification using the approximate subdifferential. Working Paper. 16. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1991. Nonconvex feasibility in finite time. Working Paper. 4. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1991. Paths to constrained Nash equilibria. Working Paper. 13. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1991. Oligopolistic competition; from stability to chaos. Working Paper. 14. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1991. Level constrained programming. Working Paper. 5. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Cavazutti, Ennio; Flåm, Sjur Didrik. 1990. Evolution to selected Nash equilibria. Working Paper. 18. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1990. Finite convergence in stochastic programming. Working Paper. 11. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1990. Approaching core solutions by means of continous bargaining. Working Paper. 6. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik; Schulz, Rüdiger. 1990. A new approach to stochastic linear programming. Working Paper. 12. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik; Seeger, Alberto. 1990. Solving cone constrained convex programs by differential inclusions. Working Paper. 9. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik; Zowe, Jochem. 1990. A primal-dual differential method for convex programming. Working Paper. 8. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1989. SHADOW PRICES IN STOCHASTIC PROGRAMMING: THEIR EXISTENCE AND SIGNIFICANCE. Working Paper. 9. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1989. SOLVING NON-COOPERATIVE GAMES BY CONTINUOUS SUBGRADIENT PROJECTION METHODS. Working Paper. 14. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1989. INFINITE HORIZON PROGRAMS; CONVERGENCE OF APPROXIMATE SOLUTIONS. Working Paper. 12. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1989. ON FINITE CONVERGENCE AND CONSTRAINT IDENTIFICATION OF SUBGRADIENT PROJECTION METHODS. Working Paper. 2. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1989. A SUBGRADIENT PATH TO CONVEX FEASIBILITY. Working Paper. 3. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1989. SOLVING CONVEX PROGRAMS BY MEANS OF ORDINARY DIFFERENTIAL EQUATIONS. Working Paper. 8. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik; Moxnes, Erling. 1989. TIL MINNE OM COURNOT. Working Paper. [Mangler utgivernavn], Bergen Institutt for økonomi, Universitetet i Bergen.
  • Flåm, Sjur Didrik. 1986. Stability of convex programs under a distributed constraint qualification. [Mangler utgivernavn].
  • Flåm, Sjur Didrik. 1977. Convergence in law of a series of -mixing random variables implies convergence in probability. Reports Published by the Department of Applied Mathematics. 64. UiB-MatNat: Matematisk institutt.
Bokkapitler
  • Flåm, Sjur Didrik. 2012. On sharing of risk and resources. Article, sider 53-68. I:
    • Reich, Simon; Zaslavski, Alexander J. 2012. Optimization theory and related topics : Israel mathematical conference proceedings, a workshop in memory of Dan Butnariu, January 11-14, 2010, Haifa, Israel. American Mathematical Society (AMS). 271 sider. ISBN: 978-0-8218-6908-6.
  • Flåm, Sjur. 2010. Cooperation under ambiguity. Kapittel, sider 471-491. I:
    • Bjørndal, Endre; Bjørndal, Mette; Pardalos, Panos M.; Rönnqvist, Mikael. 2010. Energy, natural resources and environmental economics. Springer. 521 sider. ISBN: 978-3-642-12066-4.
  • Berglann, Helge; Flåm, Sjur Didrik. 2005. Stochastic approximation, momentum, and Nash play. Chapter 18, sider 337-345. I:
    • Wallace, Stein W.; Ziemba, William T. 2005. Applications of Stochastic Programming. 704 sider. ISBN: 0-89871-555-5.
  • Flåm, Sjur Didrik. 2005. Stability of Social Interaction. Chapter 10, sider 185-198. I:
    • Liljenström, Hans; Svedin, Uno. 2005. Micro Meso Macro: Addressing Complex Systems Couplings. World Scientific. 376 sider. ISBN: 981-238-918-0.
  • Flåm, Sjur Didrik. 2005. Production games and price dynamics. Chapter 4, sider 79-92. I:
    • Haurie, Alain; Zaccour, Georges. 2005. Dynamic Games: Theory and Applications. Springer. 272 sider. ISBN: 0-387-24601-0.
  • Godal, Odd; Flåm, Sjur Didrik. 2004. Greenhouse Gases, Quota Exchange and Oligopolistic Competition. 10, sider 212-223. I:
    • Carraro, C; Fragnelli, V. 2004. Game Practice and the Environment. Edward Elgar Publishing. 254 sider. ISBN: 1-84376-685-X.
  • Evstigneev, Igor V.; Flåm, Sjur Didrik. 2001. Stochastic programming: Nonanticipativity and Lagrange multipliers. I:
    • Floudras, C.A.; Pardalos, P.M. 2001. Encyclopedia of Optimization.
  • Flåm, Sjur Didrik. 2001. Approaching equilibrium in parallel. 267-278. I:
    • Butnariu, D.; Censor, Y.; Reich, S. 2001. Inherently Parallely Algorithms in Feasibility and Optimization and their Applications.
  • Evstigneev, Igor; Flåm, Sjur Didrik. 1997. Noncooperative games in networks; stability and sensitivity of equilibria. 62-75. I:
    • Ferris, Michael; Pang, Jong-Shi. 1997. Complementarity and variational problems (SIAM proceedings series). ISBN: 0-89871-391-9.
  • Flåm, Sjur Didrik. 1992. Variational Inequalities and Related Projections. 149-159. I:
    • Philips, F. Y.; Rousseau, J. J. 1992. Systems and Management Science by Extremental Methods. Research Honoring Abraham Charnes at Age 70.
  • Flåm, Sjur Didrik. 1992. Finite Convergence in Stochastic Programming. 1-14. I:
    • Marti, K. 1992. Stochastic Optimization. Lecture Notes in Economics and Mathematical Systems.
  • Flåm, Sjur Didrik; Greco, Gabriele H. 1992. Non-Cooperative Games; Methods of Subgradient Projection and Proximal Point. 406-419. I:
    • Oettli, W.; Pallaschke, D. 1992. Advances in Optimization. Lecture Notes in Economic and Mathematical Systems.
  • Flåm, Sjur Didrik; Zowe, Jochem. 1992. A Primal-Dual Differential Method for Convex Programming. 119-129. I:
    • Ioffe, A.; Marcus, M.; Reich, S. 1992. Optimization and Nonlinear Analysis. Pitman Research Notes in Mathematics Series.
  • Flåm, Sjur Didrik. 1991. Shadow Prices in Stochastic Programming: Their Existence and Significance. 227-240. I:
    • Lund, D.; Øksendal, B. 1991. Stochastic Models and Option Values.
  • Flåm, Sjur Didrik. 1991. Approaching Core Solutions by Means of Continous Bargaining. 239-248. I:
    • Hämäläinen, R. P. H.; Ehtamo, H. K. 1991. Dynamic Games In Economic Analysis. Lecture Notes in Control and Information Sciences. Springer.
  • Flåm, Sjur Didrik. 1991. A Continous Path to Convex Feasibility. 50-60. I:
    • Guddat, J.; Jongen, H. Th.; Kummer, B.; Nozicka, F. 1991. Parametric Optimization and Related Topics 2. Akademie Verlag.
  • Flåm, Sjur Didrik; Greco, Gabriele H. 1991. Minimax and Intersection Theorems. 123-138. I:
    • Théra, M. A.; Baillon, J.-B. 1991. Fixed Point Theorems and Applications.
  • Flåm, Sjur Didrik. 1990. Solving Non-cooperative Games by Continous Subgradient Projection Methods. 123-155. I:
    • Sebastian, H.-J.; Tammer, K. 1990. System Modelling and Optimization. Lecture Notes in Control and Information Science. Springer.
  • Flåm, Sjur Didrik. 1990. On Random Catch and Fixed Capacity. 167-174. I:
    • Rodrigues, A. G. 1990. Operations Research and Management in Fisheries.
  • Flåm, Sjur Didrik; Zaccour, Georges. 1989. Nash-Cournot Equilibria in the European Gas Market: A Case where Open-Loop and Feedback Solutions Coincide. 145-157. I:
    • Thoma, M.; Wyner, A. 1989. Differential Games and Applications. Springer.

Se fullstendig oversikt over publikasjoner i CRIStin.

For publications with Springer Verlag see http://springerlink.com/content/?k=Sjur+D.+Flam

Recent:  

1) Flåm, Exchanges and measures of risk, Mathematics and Financial Economics 5, 249-267 (2011)

    2) Flåm: On sharing of risk and resources, Contemporary Mathematics 568, 53-68, Am. Mathematical Society (2012)

    3) Flåm & K. Gramstad, Direct exchange in linear economies, Int. Game Theory Review 14, 4 (2012)

    4) O. Bjerkholt and Flåm, Ragnar Frisch and interior-point methods, Optimization Letters (to appear ) 2015

    5) Flåm and E. Wolfstetter, Liability insurance of cars, Journal of Public Economic Theory (to appear) 2015

    6) Flåm, Risk measures, convexity, and max-min shortfalls, Journal of Convex Analysis (to appear) 2015

    * Portfolio management without probabilities or statistics, Annals of Finance (2010)

Not so recent:

* 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.

    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