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Sjur Didrik Flåm's picture

Sjur Didrik Flåm

Professor Emeritus
  • E-mailSjur.Flaam@uib.no
  • Phone+47 55 58 92 17
  • Visitor Address
    HIB - Thormøhlens gate 55
  • Postal Address
    Postboks 7803
    5020 Bergen

Google Scholar

Academic article
  • Show author(s) 2020. On shared use of renewable stocks. European Journal of Operational Research. 1125-1135.
  • Show author(s) 2020. Games and cost of change. Annals of Operations Research.
  • Show author(s) 2019. Generalized gradients, bid–ask spreads, and market equilibrium. Optimization. 579-592.
  • Show author(s) 2019. Emergence of price-taking Behavior. Economic Theory. 1-24.
  • Show author(s) 2018. On measures, pricing and sharing of risk. Investigacion Operacional. 326-340.
  • Show author(s) 2018. Blocks of coordinates, stochastic programming, and markets. Computational Management Science. 3-16.
  • Show author(s) 2017. Order books, markets and convex analysis. Optimization. 1413-1424.
  • Show author(s) 2016. Noncooperative games, coupling constraints, and partial efficiency. Economic Theory Bulletin. 213-229.
  • Show author(s) 2016. Monotonicity and market equilibrium. Set-Valued and Variational Analysis. 403-421.
  • Show author(s) 2016. Borch's theorem, equal margins, and efficient allocation. Insurance, Mathematics & Economics. 162-168.
  • Show author(s) 2016. Bilateral exchange and competitive equilibrium. Set-Valued and Variational Analysis. 1-11.
  • Show author(s) 2015. Risk measures, convexity, and max-min shortfalls. Journal of Convex Analysis. 603-626.
  • Show author(s) 2015. Ragnar Frisch and interior-point methods. Optimization Letters. 9 pages.
  • Show author(s) 2015. Liability insurance and choice of cars: A large game approach. Journal of Public Economic Theory. 943-963.
  • Show author(s) 2014. Gradient differences and bilateral barters. Optimization. 693-712.
  • Show author(s) 2012. Direct exchange in linear economies. International Game Theory Review. 18 pages.
  • Show author(s) 2012. Coupled projects, core imputations, and the CAPM. Journal of Mathematical Economics. 170-176.
  • Show author(s) 2011. Exchanges and measures of risk. Mathematics and Financial Economics. 249-267.
  • Show author(s) 2010. Private information, transferable utility, and the core. Economic Theory. 591-609.
  • Show author(s) 2010. Portfolio management without probabilities or statistics. Annals of Finance. 357-368.
  • Show author(s) 2010. Cooperation Under Ambiguity. Energy Systems. 471-491.
  • Show author(s) 2009. Risk premium and non-smooth utility. Journal of Risk. 87-99.
  • Show author(s) 2009. Pooling, pricing and trading of risks. Annals of Operations Research. 145-160.
  • Show author(s) 2009. On deregulating food prices. Computational Economics. 309-322.
  • Show author(s) 2009. Investment, uncertainty, and production games. Environment and Development Economics. 51-66.
  • Show author(s) 2009. Feasibility in finite time. Journal of Dynamical and Control Systems. 537-555.
  • Show author(s) 2008. Slopes of shadow prices and Lagrange multipliers. Optimization Letters. 143-155.
  • Show author(s) 2008. Option pricing by mathematical programming. Optimization. 165-182.
  • Show author(s) 2008. Market clearing and price formation. Journal of Economic Dynamics and Control. 956-977.
  • Show author(s) 2008. Finding normalized equilibrium in convex-concave games. International Game Theory Review. 37-51.
  • Show author(s) 2006. Upward slopes and inf-convolutions. Mathematics of Operations Research. 188-198.
  • Show author(s) 2006. Production games, core deficit, duality and shadow prices. Banach Center Publications. 103-114.
  • Show author(s) 2006. Prices and Pareto optima. Optimization. 611-625.
  • Show author(s) 2006. Core solutions and nash equilibria in noncooperative games with a measure space of players. Banach Center Publications. 115-123.
  • Show author(s) 2006. Balanced environmental games. Computers & Operations Research. 401-408.
  • Show author(s) 2005. The not-quite non-atomic game: non-emptiness of the core in large production games. Mathematical Social Sciences. 279-297.
  • Show author(s) 2005. Entropic penalties in finite games. Annals of Operations Research. 331-348.
  • Show author(s) 2005. Entropic Penalties in Finite Games. Annals of Operations Research. 331-348.
  • Show author(s) 2004. Non-convex feasibility problems and proximal point methods. Optimization Methods and Software. 3-14.
  • Show author(s) 2004. Newtonian mechanics and Nash play. International Journal of Game Theory. 181-194.
  • Show author(s) 2003. Strategic behavior and partial costs sharing. Games and Economic Behavior. 44-56.
  • Show author(s) 2003. Ability, self-confidence, and search. Journal of Institutional and Theoretical Economics. 439-456.
  • Show author(s) 2002. Stochastic programming, cooperation, and risk exchange. Optimization Methods and Software. 493-504.
  • Show author(s) 2002. Repeated play of potential games. Cybernetics and Systems Analysis. 355-367.
  • Show author(s) 2002. Price expectations and cobwebs under uncertainty. Annals of Operations Research. 167-181.
  • Show author(s) 2002. Convex stochastic duality and the Biting Lemma. Journal of Convex Analysis. 237-244.
  • Show author(s) 2002. A new look for Stackelberg-Cournot equilibria in oligopolistic markets. Economic Theory. 183-188.
  • Show author(s) 2001. Sharing nonconvex costs. Journal of Global Optimization. 257-271.
  • Show author(s) 2000. Looking for arbitrage. International Review of Economics and Finance. 1-9.
  • Show author(s) 2000. Looking for arbitrage. International Review of Economics and Finance. 1-9.
  • Show author(s) 2000. Competitive equilibrium: Walras meets Darwin. Optimization. 137-153.
  • Show author(s) 2000. Competitive equilibrium: Walras meets Darwin. Optimization. 137-153.
  • Show author(s) 1999. Learning Equilibrium Play: A Myopic Approach. Computational optimization and applications. 87-102.
  • Show author(s) 1998. Stochastic mean values, rational expectations, and price movemnets. Economics Letters. 293-299.
  • Show author(s) 1998. Restricted attention, myopic play, and the learning of equilibrium. Annals of Operations Research. 473-482.
  • Show author(s) 1998. Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators. Set-valued analysis.
  • Show author(s) 1998. Groping for optimal growth. Journal of Economic Dynamics and Control. 191-207.
  • Show author(s) 1998. Averaged predictions and the learning of equilibrium play. Journal of Economic Dynamics and Control. 833-848.
  • Show author(s) 1998. 2 x 2 games, fictitious play and Green's theorem. Proceedings of the IV Catalan Days of Applied Mathematics.
  • Show author(s) 1997. Gradient approaches to equilibrium. Recent Advances in Optimization. Lecture Notes in Economic and Mathematical Systems 452.. 49-60.
  • Show author(s) 1997. Fiskeformue og forvaltningsstrategi. Økonomi og Økologi. 196-206.
  • Show author(s) 1996. Network games; adaptions to Nash-Cournot Equilibrium. Annals of Operations Research. 179-195.
  • Show author(s) 1996. EQUILIBRIUM PROGRAMMING USING PROXIMAL-LIKE ALGORITHMS. Mathematical programming. 29-41.
  • Show author(s) 1996. Approaches to Economic Equilibrium. Journal of Economic Dynamics and Control. 1505-1522.
  • Show author(s) 1995. Successive averages of firmly nonexpansive mappings. Mathematics of Operations Research. 497-512.
  • Show author(s) 1995. Selecting among scheduled projects. Operations Research Letters. 37-40.
  • Show author(s) 1995. Selecting among scheduled projects. Operations Research Letters. 37-40.
  • Show author(s) 1995. Market insurance, social insurance, and education. Journal of Population Economics. 149-160.
  • Show author(s) 1994. Solving cone-constrained convex programs by differential inclusions. Mathematical programming. 107-121.
  • Show author(s) 1994. Selecting among scheduled projects. Operations Research Letters.
  • Show author(s) 1994. On variational stability in competitive economies. Set-valued analysis. 159-173.
  • Show author(s) 1994. Kor mykje er dei norske sildefiskeria verdt? Sosialøkonomen. 2-5.
  • Show author(s) 1993. Paths to constrained Nash equilibria. Applied Mathematics and Optimization. 275-289.
  • Show author(s) 1992. Solving Convex Programs by Means of Ordinary Differential Equations. Mathematics of Operations Research. 290-302.
  • Show author(s) 1992. Level-Constrained Programming. Applied Mathematics and Computation. 259-265.
  • Show author(s) 1992. Lagrange Multipliers in Stochastic Programming. SIAM Journal of Control and Optimization. 1-10.
  • Show author(s) 1991. Infinite Horizon Programs: Convergence of Approximate Solutions. Annals of Operations Research. 333-350.
  • Show author(s) 1991. Exact Penalty Functions in Single-Stage Stochastic Programming. Optimization. 723-734.
  • Show author(s) 1990. Relaxed Outer Projections, Weighted Averages and Convex Feasibility. BIT Numerical Mathematics. 289-300.
  • Show author(s) 1990. A Continous Approach to Oligopolistic Market Equilibrium. Operations Research. 1045-1051.
  • Show author(s) 1990. A Bisection/Successive Approximation Method for Computing Gittins Indices. Zeitschrift fur Operations Research. 411-422.
  • Show author(s) 1989. Support Prices of Activities in Linear Programming. Optimization. 561-579.
  • Show author(s) 1989. Input Optimization for Infinite-Horizon Discounted Programs. Journal of Optimization Theory and Applications. 347-357.
  • Show author(s) 1989. Approaching Saddle Points as Equilibria of Differential Inclusions. Journal of Mathematical Analysis and Applications. 264-277.
  • Show author(s) 1988. Stability of Convex Programs under a Distributed Constraint Qualification. Optimization. 45-51.
  • Show author(s) 1987. On Adjustment Costs, Profit Uncertainty and Investment Behavior. American Journal of Mathematical and Management Sciences. 233-252.
  • Show author(s) 1987. Finite-state Approximations for Countable-state Infinite Horizon Discounted Markov Decision Processes. Modeling, Identification and Control. 117-123.
  • Show author(s) 1987. Exploration for Petroleum and the Inventory of Proven Reserves. Energy Economics. 190-194.
  • Show author(s) 1987. Existence Results and Finite Horizon Approximations for Infinite Horizon Optimization Problems. Econometrica. 1187-1209.
  • Show author(s) 1987. Approximating Some Convex Programs in Terms of Borel Fields. Mathematical Programming Study. 73-78.
Report
  • Show author(s) 2007. Market clearing and price formation. .
  • Show author(s) 2006. On Stabilizing or Deregulating Food Prices. .
  • Show author(s) 2000. Stochastic programming: Non-anticipativity and lagrange multipliers. 1100. 1100. .
  • Show author(s) 2000. Sharing nonconvex costs. 1300. 1300. .
  • Show author(s) 2000. Repeated play of potential games. 0100. 0100. .
  • Show author(s) 2000. Reaching equilibrium in the capital asset pricing model. 0700. 0700. .
  • Show author(s) 2000. Prices and pareto optima. 0800. 0800. .
  • Show author(s) 2000. Noncooperative convex games: Computing equilibrium by partial regularization. 1200. 1200. .
  • Show author(s) 2000. Convex stochastic duality and the "biting lemma". 0300. 0300. .
  • Show author(s) 1999. On mutual Insurance. 2299. 2299. .
  • Show author(s) 1999. Newton´s Method Without Derivatives; Approaching Equilibrium Parallel. 1199. 1199. .
  • Show author(s) 1999. Competitive Equilibrium: Walras meets Darwin. 0699. 0699. .
  • Show author(s) 1999. Business Cycles and Wage Bargaining. 1099. 1099. .
  • Show author(s) 1992. Monotropic games. 13. 13. .
  • Show author(s) 1992. Great fish wars and Nash equilibria. 8. 8. .
  • Show author(s) 1991. Paths to constrained Nash equilibria. 13. 13. .
  • Show author(s) 1991. Oligopolistic competition; from stability to chaos. 14. 14. .
  • Show author(s) 1991. Nonconvex feasibility in finite time. 4. 4. .
  • Show author(s) 1991. Level constrained programming. 5. 5. .
  • Show author(s) 1990. Solving cone constrained convex programs by differential inclusions. 9. 9. .
  • Show author(s) 1990. Finite convergence in stochastic programming. 11. 11. .
  • Show author(s) 1990. Evolution to selected Nash equilibria. 18. 18. .
  • Show author(s) 1990. Approaching core solutions by means of continous bargaining. 6. 6. .
  • Show author(s) 1990. A new approach to stochastic linear programming. 12. 12. .
  • Show author(s) 1989. SOLVING NON-COOPERATIVE GAMES BY CONTINUOUS SUBGRADIENT PROJECTION METHODS. 14. 14. .
  • Show author(s) 1989. SOLVING CONVEX PROGRAMS BY MEANS OF ORDINARY DIFFERENTIAL EQUATIONS. 8. 8. .
Popular scientific lecture
  • Show author(s) 2000. Learning CAPM equilibrium.
  • Show author(s) 2000. Evolutionary games and convexity.
  • Show author(s) 2000. Differential equations and game theory.
  • Show author(s) 1998. Walras meets Darwin.
  • Show author(s) 1998. On fictitious play.
  • Show author(s) 1998. Looking for arbitrage.
  • Show author(s) 1998. Learning in low-dimensional models.
  • Show author(s) 1998. Learning in low-dimensional models.
  • Show author(s) 1998. Fixed points and low-dimensional dynamics.
  • Show author(s) 1998. Facing uncertain demand.
Academic lecture
  • Show author(s) 2019. Managing common species in the Northeast Atlantic.
  • Show author(s) 2006. Strategic exchange of property rights.
  • Show author(s) 2005. Strategic exchange of property rights.
  • Show author(s) 2005. Pricing related projects.
  • Show author(s) 2005. On mutual insurance.
  • Show author(s) 2005. On asymmetric information.
  • Show author(s) 2005. Maximal growth of wealth.
  • Show author(s) 2005. Affine Price Expectations and Equilibrium in Strategic Markets.
  • Show author(s) 2004. Stochastic Programming and insurance.
  • Show author(s) 2004. Risk sharing between variance averters.
  • Show author(s) 2004. Reinsurance, Borch's theorem and core solutions.
  • Show author(s) 2004. Reaching market equilibrium.
  • Show author(s) 2004. Reaching Nash solutions.
  • Show author(s) 2004. Production games.
  • Show author(s) 2004. Price dynamics.
  • Show author(s) 2004. On transferable utility games.
  • Show author(s) 2004. Newtonian dynamics and Nash play.
  • Show author(s) 2004. Mutual insurance.
  • Show author(s) 2004. Market games.
  • Show author(s) 2004. Lagrangian duality and core solutions.
  • Show author(s) 2004. Inf-convolution and core solutions.
  • Show author(s) 2004. Global optimization and Nash solutions.
  • Show author(s) 2004. Duality and production games.
  • Show author(s) 2004. Convex duality and cooperative games.
  • Show author(s) 2003. Production games.
  • Show author(s) 2003. Environmental games.
  • Show author(s) 2002. On insurance of short spell sickness.
  • Show author(s) 2002. Newtonian mechanics and Nash play.
  • Show author(s) 2002. New directions in mathematical system theory and optimization.
  • Show author(s) 2002. Incomplete financial markets.
  • Show author(s) 2002. Differential equations and games.
  • Show author(s) 2002. Balanced environmental games.
  • Show author(s) 2002. Avenues towards Nash equilibrium.
  • Show author(s) 2001. Newtonian mechanics and Nash play.
  • Show author(s) 2001. Learning Pareto-optimal insurance contracts.
  • Show author(s) 2001. Heavy ball dynamics and learning Nash play.
  • Show author(s) 2001. Cooperative games and convex duality.
  • Show author(s) 2000. Looking for arbitrage.
  • Show author(s) 2000. Looking for arbitrage.
  • Show author(s) 2000. Learning CAPM equilibrium.
  • Show author(s) 2000. Evolutionary games and convexity.
  • Show author(s) 2000. Differential equations and game theory.
  • Show author(s) 2000. Differensiallikningar og sosial interaksjon.
  • Show author(s) 2000. Differensiallikningar og sosial interaksjon.
  • Show author(s) 2000. Cooperation and insurance.
  • Show author(s) 2000. Cooperation and insurance.
  • Show author(s) 1999. Walras meets Darwin.
  • Show author(s) 1999. On competitive equilibrium.
  • Show author(s) 1999. How to get rich by quadratic programming.
  • Show author(s) 1999. Fixed points of nonekspansive mappings.
Editorial
  • Show author(s) 2011. Preface to the special issue Stochastic Financial Economics. Mathematics and Financial Economics. 157-157.
  • Show author(s) 2011. Introduction to the special issue Stochastic Financial Economics, Volume 1. Mathematics and Financial Economics. 159-160.
Non-fiction book
  • Show author(s) 2002. Stochastic equilibrium problems in economics and game theory. Kluwer Academic Press..
Doctoral dissertation
  • Show author(s) 2010. Essays on the inefficiency of Norwegian agricultural policy.
Academic chapter/article/Conference paper
  • Show author(s) 2012. On sharing of risk and resources. 16 pages.
  • Show author(s) 2010. Cooperation under ambiguity. 21 pages.
  • Show author(s) 2005. Stochastic approximation, momentum, and Nash play. 9 pages.
  • Show author(s) 2005. Stability of Social Interaction. 14 pages.
  • Show author(s) 2005. Production games and price dynamics. 14 pages.
  • Show author(s) 2004. Greenhouse Gases, Quota Exchange and Oligopolistic Competition. 12 pages.
  • Show author(s) 2001. Stochastic programming: Nonanticipativity and Lagrange multipliers.
  • Show author(s) 2001. Approaching equilibrium in parallel. 12 pages.
  • Show author(s) 1997. Noncooperative games in networks; stability and sensitivity of equilibria. 14 pages.
  • Show author(s) 1992. Variational Inequalities and Related Projections. 11 pages.
  • Show author(s) 1992. Non-Cooperative Games; Methods of Subgradient Projection and Proximal Point. 14 pages.
  • Show author(s) 1992. Finite Convergence in Stochastic Programming. 14 pages.
  • Show author(s) 1992. A Primal-Dual Differential Method for Convex Programming. 11 pages.
  • Show author(s) 1991. Shadow Prices in Stochastic Programming: Their Existence and Significance. 14 pages.
  • Show author(s) 1991. Minimax and Intersection Theorems. 16 pages.
  • Show author(s) 1991. Approaching Core Solutions by Means of Continous Bargaining. 10 pages.
  • Show author(s) 1991. A Continous Path to Convex Feasibility. 11 pages.
  • Show author(s) 1990. Solving Non-cooperative Games by Continous Subgradient Projection Methods. 33 pages.
  • Show author(s) 1990. On Random Catch and Fixed Capacity. 8 pages.
  • Show author(s) 1989. Nash-Cournot Equilibria in the European Gas Market: A Case where Open-Loop and Feedback Solutions Coincide. 13 pages.

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