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Sjur Didrik Flåm
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2020 – today
- 2024
- [j38]Sjur Didrik Flåm:
Via Order Markets Towards Price-Taking Equilibrium. J. Optim. Theory Appl. 201(3): 977-994 (2024) - 2022
- [j37]Sjur Didrik Flåm, Jan-J. Rückmann
:
The Lagrangian, constraint qualifications and economics. Math. Methods Oper. Res. 96(2): 215-232 (2022) - 2021
- [j36]Sjur Didrik Flåm:
Games and cost of change. Ann. Oper. Res. 301(1): 107-119 (2021) - [j35]Nils-Arne Ekerhovd
On shared use of renewable stocks. Eur. J. Oper. Res. 290(3): 1125-1135 (2021)
2010 – 2019
- 2019
- [j34]Sjur Didrik Flåm:
Blocks of coordinates, stochastic programming, and markets. Comput. Manag. Sci. 16(1-2): 3-16 (2019) - 2015
- [j33]Olav Bjerkholt, Sjur Didrik Flåm:
Ragnar Frisch and interior-point methods. Optim. Lett. 9(6): 1053-1061 (2015) - 2012
- [j32]Sjur Didrik Flåm, Kjetil Gramstad:
Direct Exchange in Linear economies. IGTR 14(4) (2012)
2000 – 2009
- 2009
- [j31]Sjur Didrik Flåm:
Pooling, pricing and trading of risks. Ann. Oper. Res. 165(1): 145-160 (2009) - [r1]Igor V. Evstigneev, Sjur Didrik Flåm:
Stochastic Programming: Nonanticipativity and Lagrange Multipliers. Encyclopedia of Optimization 2009: 3783-3789 - 2008
- [j30]Sjur Didrik Flåm, Andrzej Ruszczynski:
Finding Normalized Equilibrium in Convex-concave Games. IGTR 10(1): 37-51 (2008) - [j29]Sjur Didrik Flåm, Hubertus Th. Jongen, Oliver Stein:
Slopes of shadow prices and Lagrange multipliers. Optim. Lett. 2(2): 143-155 (2008) - 2006
- [j28]Sjur Didrik Flåm:
Balanced environmental games. Comput. Oper. Res. 33: 401-408 (2006) - [j27]Sjur Didrik Flåm:
Upward Slopes and Inf-Convolutions. Math. Oper. Res. 31(1): 188-198 (2006) - 2005
- [j26]Sjur Didrik Flåm, E. Cavazzuti:
Entropic Penalties in Finite Games. Ann. Oper. Res. 137(1): 331-348 (2005) - [j25]Sjur Didrik Flåm, Guillermo Owen, Martha Saboyá:
The not-quite non-atomic game: Non-emptiness of the core in large production games. Math. Soc. Sci. 50(3): 279-297 (2005) - [p1]H. Berglann, Sjur Didrik Flåm:
18. Stochastic Approximation, Momentum, and Nash Play. Applications of Stochastic Programming 2005: 337-345 - 2004
- [j24]Sjur Didrik Flåm, Jacqueline Morgan
Newtonian mechanics and Nash Play. IGTR 6(2): 181-194 (2004) - [j23]Jean-Noël Corvellec, Sjur Didrik Flåm:
Non-Convex feasibility problems and proximal point methods. Optim. Methods Softw. 19(1): 3-14 (2004) - [c1]Sjur Didrik Flåm, Horand I. Gassmann:
Pricing Related Projects. Coping with Uncertainty 2004: 301-313 - 2003
- [j22]Sjur Didrik Flåm, Abderrahim Jourani:
Strategic behavior and partial cost sharing. Games Econ. Behav. 43(1): 44-56 (2003) - 2002
- [j21]Igor V. Evstigneev, Sjur Didrik Flåm, Leonard J. Mirman:
Preface. Ann. Oper. Res. 114(1-4): 13-14 (2002) - [j20]Sjur Didrik Flåm, Yuri M. Kaniovski:
Price Expectations and Cobwebs Under Uncertainty. Ann. Oper. Res. 114(1-4): 167-181 (2002) - [j19]Sjur Didrik Flåm:
Equilibrium, Evolutionary stability and Gradient Dynamics. IGTR 4(4): 357-370 (2002) - [j18]Sjur Didrik Flåm:
Stochastic programming, cooperation, and risk exchange. Optim. Methods Softw. 17(3): 493-504 (2002) - 2001
- [j17]Igor V. Evstigneev, Sjur Didrik Flåm:
Sharing Nonconvex Costs. J. Glob. Optim. 20(3-4): 257-271 (2001) - 2000
- [j16]Sjur Didrik Flåm:
Repeated Play and Newton's Method. IGTR 2(2-3): 141-154 (2000) - [j15]Sjur Didrik Flåm, Maria Sandsmark:
Learning to Face Stochastic Demand. IGTR 2(4): 259-271 (2000)
1990 – 1999
- 1999
- [j14]Sjur Didrik Flåm:
Learning Equilibrium Play: A Myopic Approach. Comput. Optim. Appl. 14(1): 87-102 (1999) - 1998
- [j13]Sjur Didrik Flåm:
Restricted attention, myopic play, and thelearning of equilibrium. Ann. Oper. Res. 82: 59-82 (1998) - 1997
- [j12]Sjur Didrik Flåm, Anatoly S. Antipin
Equilibrium programming using proximal-like algorithms. Math. Program. 77: 29-41 (1997) - 1996
- [j11]Sjur Didrik Flåm, Charles Horvath:
Network games; adaptations to Nash-Cournot equilibrium. Ann. Oper. Res. 64(1): 179-195 (1996) - 1995
- [j10]Sjur Didrik Flåm:
Successive Averages of Firmly Nonexpansive Mappings. Math. Oper. Res. 20(2): 497-512 (1995) - [j9]Bengt Aspvall, Sjur Didrik Flåm, Kåre Villanger:
Selecting among scheduled projects. Oper. Res. Lett. 17(1): 37-40 (1995) - 1994
- [j8]Sjur Didrik Flåm, Alberto Seeger:
Solving cone-constrained convex programs by differential inclusions. Math. Program. 65: 107-121 (1994) - 1992
- [j7]Sjur Didrik Flåm:
Solving Convex Programs by Means of Ordinary Differential Equations. Math. Oper. Res. 17(2): 290-302 (1992) - [j6]Sjur Didrik Flåm:
On finite convergence and constraint identification of subgradient projection methods. Math. Program. 57: 427-437 (1992) - 1991
- [j5]Sjur Didrik Flåm, Alain Fougères:
Infinite horizon programs; convergence of approximate solutions. Ann. Oper. Res. 29(1): 333-350 (1991) - 1990
- [j4]Sjur Didrik Flåm, Adi Ben-Israel:
A Continuous Approach to Oligopolistic Market Equilibrium. Oper. Res. 38(6): 1045-1051 (1990) - [j3]Adi Ben-Israel, Sjur Didrik Flåm:
A bisection/successive approximation method for computing Gittins indices. ZOR Methods Model. Oper. Res. 34(6): 411-422 (1990)
1980 – 1989
- 1986
- [j2]Sjur Didrik Flåm:
On penalty methods for minimax problems. Z. Oper. Research 30(5) (1986) - 1984
- [j1]Sjur Didrik Flåm:
Optimal capacity in fisheries; A case where randomness is of minor importance. Ann. Oper. Res. 1(1): 79-83 (1984)
Coauthor Index
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