Hjem
Sjur Didrik Flåms bilde

Sjur Didrik Flåm

Professor emeritus
  • 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

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

Se fullstendig oversikt over publikasjoner i CRIStin.

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

    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.