Sjur Didrik Flåm

According to our database1, Sjur Didrik Flåm authored at least 38 papers between 1984 and 2021.

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

Timeline

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In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2021
On shared use of renewable stocks.
Eur. J. Oper. Res., 2021

2019
Blocks of coordinates, stochastic programming, and markets.
Comput. Manag. Sci., 2019

2015
Ragnar Frisch and interior-point methods.
Optim. Lett., 2015

2012
Direct Exchange in Linear economies.
IGTR, 2012

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

Pooling, pricing and trading of risks.
Ann. Oper. Res., 2009

2008
Slopes of shadow prices and Lagrange multipliers.
Optim. Lett., 2008

Finding Normalized Equilibrium in Convex-concave Games.
IGTR, 2008

2006
Upward Slopes and Inf-Convolutions.
Math. Oper. Res., 2006

Balanced environmental games.
Comput. Oper. Res., 2006

2005
The not-quite non-atomic game: Non-emptiness of the core in large production games.
Math. Soc. Sci., 2005

Entropic Penalties in Finite Games.
Ann. Oper. Res., 2005

18. Stochastic Approximation, Momentum, and Nash Play.
Proceedings of the Applications of Stochastic Programming, 2005

2004
Non-Convex feasibility problems and proximal point methods.
Optim. Methods Softw., 2004

Newtonian mechanics and Nash Play.
IGTR, 2004

Pricing Related Projects.
Proceedings of the Selected Presentations of the Workshop "Coping with Uncertainty", 2004

2003
Strategic behavior and partial cost sharing.
Games Econ. Behav., 2003

2002
Stochastic programming, cooperation, and risk exchange.
Optim. Methods Softw., 2002

Equilibrium, Evolutionary stability and Gradient Dynamics.
IGTR, 2002

Price Expectations and Cobwebs Under Uncertainty.
Ann. Oper. Res., 2002

Preface.
Ann. Oper. Res., 2002

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

2000
Learning to Face Stochastic Demand.
IGTR, 2000

Repeated Play and Newton's Method.
IGTR, 2000

1999
Learning Equilibrium Play: A Myopic Approach.
Comput. Optim. Appl., 1999

1998
Restricted attention, myopic play, and thelearning of equilibrium.
Ann. Oper. Res., 1998

1997
Equilibrium programming using proximal-like algorithms.
Math. Program., 1997

1996
Network games; adaptations to Nash-Cournot equilibrium.
Ann. Oper. Res., 1996

1995
Selecting among scheduled projects.
Oper. Res. Lett., 1995

Successive Averages of Firmly Nonexpansive Mappings.
Math. Oper. Res., 1995

1994
Solving cone-constrained convex programs by differential inclusions.
Math. Program., 1994

1992
On finite convergence and constraint identification of subgradient projection methods.
Math. Program., 1992

Solving Convex Programs by Means of Ordinary Differential Equations.
Math. Oper. Res., 1992

1991
Infinite horizon programs; convergence of approximate solutions.
Ann. Oper. Res., 1991

1990
A bisection/successive approximation method for computing Gittins indices.
ZOR Methods Model. Oper. Res., 1990

A Continuous Approach to Oligopolistic Market Equilibrium.
Oper. Res., 1990

1986
On penalty methods for minimax problems.
Z. Oper. Research, 1986

1984
Optimal capacity in fisheries; A case where randomness is of minor importance.
Ann. Oper. Res., 1984


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