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

Google Scholar

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

    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