Igor V. Evstigneev

According to our database1, Igor V. Evstigneev authored at least 13 papers between 1976 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2018
A new look at the classical Bertrand duopoly.
Games Econ. Behav., 2018

2011
Almost sure Nash equilibrium strategies in evolutionary models of asset markets.
Math. Methods Oper. Res., 2011

2009
Stochastic Programming: Nonanticipativity and Lagrange Multipliers.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008
Globally evolutionarily stable portfolio rules.
J. Econ. Theory, 2008

2003
Noncooperative versus cooperative R&D with endogenous spillover rates.
Games Econ. Behav., 2003

Exponential growth of fixed-mix strategies in stationary asset markets.
Finance Stochastics, 2003

2002
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in (L<sub>1</sub>, L<sub>∞</sub>).
Ann. Oper. Res., 2002

Preface.
Ann. Oper. Res., 2002

2001
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers.
Math. Methods Oper. Res., 2001

Sharing Nonconvex Costs.
J. Glob. Optim., 2001

1999
Robust insurance mechanisms and the shadow prices of information constraints.
Adv. Decis. Sci., 1999

1993
Stochastic extrema, splitting random elements and models of crack formation.
Proceedings of the System Modelling and Optimization: Proceedings of the 16th IFIP-TC7 Conference, 1993

1976
Measurable Selection and Dynamic Programming.
Math. Oper. Res., 1976


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