Measurable Selection and Dynamic Programming. - Igor V. Evstigneev (Math. Oper. Res., 1976)

Stochastic extrema, splitting random elements and models of crack formation. - Igor V. Evstigneev; Priscilla E. Greenwood (System Modelling and Optimization, 1993)

Robust insurance mechanisms and the shadow prices of information constraints. - Igor V. Evstigneev; Willem K. Klein Haneveld; Leonard J. Mirman (Adv. Decis. Sci., 1999)

Sharing Nonconvex Costs. - Igor V. Evstigneev; Sjur Didrik Flåm (J. Glob. Optim., 2001)

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers. - Igor V. Evstigneev; Michael I. Taksar (Math. Methods Oper. Res., 2001)

Preface. - Igor V. Evstigneev; Sjur Didrik Flåm; Leonard J. Mirman (Ann. Oper. Res., 2002)

Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in (L1, L∞). - Igor V. Evstigneev; Michael I. Taksar (Ann. Oper. Res., 2002)

Exponential growth of fixed-mix strategies in stationary asset markets. - Michael A. H. Dempster; Igor V. Evstigneev; Klaus Reiner Schenk-Hoppé (Finance Stochastics, 2003)

Noncooperative versus cooperative R&D with endogenous spillover rates. - Rabah Amir; Igor V. Evstigneev; John Wooders (Games Econ. Behav., 2003)

Globally evolutionarily stable portfolio rules. - Igor V. Evstigneev; Thorsten Hens; Klaus Reiner Schenk-Hoppé (J. Econ. Theory, 2008)

Stochastic Programming: Nonanticipativity and Lagrange Multipliers. - Igor V. Evstigneev; Sjur Didrik Flåm (Encyclopedia of Optimization, 2009)

Almost sure Nash equilibrium strategies in evolutionary models of asset markets. - Wael Bahsoun; Igor V. Evstigneev; Le Xu (Math. Methods Oper. Res., 2011)

A new look at the classical Bertrand duopoly. - Rabah Amir; Igor V. Evstigneev (Games Econ. Behav., 2018)