Sjur Didrik Flåm

According to our database, Sjur Didrik Flåm authored at least 40 papers between 1984 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

The Lagrangian, constraint qualifications and economics.

Sjur Didrik Flåm, Jan-J. Rückmann

Math. Methods Oper. Res., 2022

2021

On shared use of renewable stocks.

Nils-Arne Ekerhovd, Sjur Didrik Flåm, Stein Ivar Steinshamn

Eur. J. Oper. Res., 2021

Games and cost of change.

Sjur Didrik Flåm

Ann. Oper. Res., 2021

2019

Blocks of coordinates, stochastic programming, and markets.

Sjur Didrik Flåm

Comput. Manag. Sci., 2019

2015

Ragnar Frisch and interior-point methods.

Olav Bjerkholt, Sjur Didrik Flåm

Optim. Lett., 2015

2012

Direct Exchange in Linear economies.

Sjur Didrik Flåm, Kjetil Gramstad

IGTR, 2012

2009

Stochastic Programming: Nonanticipativity and Lagrange Multipliers.

Igor V. Evstigneev, Sjur Didrik Flåm

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Pooling, pricing and trading of risks.

Sjur Didrik Flåm

Ann. Oper. Res., 2009

2008

Slopes of shadow prices and Lagrange multipliers.

Sjur Didrik Flåm, Hubertus Th. Jongen, Oliver Stein

Optim. Lett., 2008

Finding Normalized Equilibrium in Convex-concave Games.

Sjur Didrik Flåm, Andrzej Ruszczynski

IGTR, 2008

2006

Upward Slopes and Inf-Convolutions.

Sjur Didrik Flåm

Math. Oper. Res., 2006

Balanced environmental games.

Sjur Didrik Flåm

Comput. Oper. Res., 2006

2005

The not-quite non-atomic game: Non-emptiness of the core in large production games.

Sjur Didrik Flåm, Guillermo Owen, Martha Saboyá

Math. Soc. Sci., 2005

Entropic Penalties in Finite Games.

Sjur Didrik Flåm, E. Cavazzuti

Ann. Oper. Res., 2005

18. Stochastic Approximation, Momentum, and Nash Play.

H. Berglann, Sjur Didrik Flåm

Proceedings of the Applications of Stochastic Programming, 2005

2004

Non-Convex feasibility problems and proximal point methods.

Jean-Noël Corvellec, Sjur Didrik Flåm

Optim. Methods Softw., 2004

Newtonian mechanics and Nash Play.

Sjur Didrik Flåm, Jacqueline Morgan

IGTR, 2004

Pricing Related Projects.

Sjur Didrik Flåm, Horand I. Gassmann

Proceedings of the Selected Presentations of the Workshop "Coping with Uncertainty", 2004

2003

Strategic behavior and partial cost sharing.

Sjur Didrik Flåm, Abderrahim Jourani

Games Econ. Behav., 2003

2002

Stochastic programming, cooperation, and risk exchange.

Sjur Didrik Flåm

Optim. Methods Softw., 2002

Equilibrium, Evolutionary stability and Gradient Dynamics.

Sjur Didrik Flåm

IGTR, 2002

Price Expectations and Cobwebs Under Uncertainty.

Sjur Didrik Flåm, Yuri M. Kaniovski

Ann. Oper. Res., 2002

Preface.

Igor V. Evstigneev, Sjur Didrik Flåm, Leonard J. Mirman

Ann. Oper. Res., 2002

2001

Sharing Nonconvex Costs.

Igor V. Evstigneev, Sjur Didrik Flåm

J. Glob. Optim., 2001

2000

Learning to Face Stochastic Demand.

Sjur Didrik Flåm, Maria Sandsmark

IGTR, 2000

Repeated Play and Newton's Method.

Sjur Didrik Flåm

IGTR, 2000

1999

Learning Equilibrium Play: A Myopic Approach.

Sjur Didrik Flåm

Comput. Optim. Appl., 1999

1998

Restricted attention, myopic play, and thelearning of equilibrium.

Sjur Didrik Flåm

Ann. Oper. Res., 1998

1997

Equilibrium programming using proximal-like algorithms.

Sjur Didrik Flåm, Anatoly S. Antipin

Math. Program., 1997

1996

Network games; adaptations to Nash-Cournot equilibrium.

Sjur Didrik Flåm, Charles Horvath

Ann. Oper. Res., 1996

1995

Selecting among scheduled projects.

Bengt Aspvall, Sjur Didrik Flåm, Kåre Villanger

Oper. Res. Lett., 1995

Successive Averages of Firmly Nonexpansive Mappings.

Sjur Didrik Flåm

Math. Oper. Res., 1995

1994

Solving cone-constrained convex programs by differential inclusions.

Sjur Didrik Flåm, Alberto Seeger

Math. Program., 1994

1992

On finite convergence and constraint identification of subgradient projection methods.

Sjur Didrik Flåm

Math. Program., 1992

Solving Convex Programs by Means of Ordinary Differential Equations.

Sjur Didrik Flåm

Math. Oper. Res., 1992

1991

Infinite horizon programs; convergence of approximate solutions.

Sjur Didrik Flåm, Alain Fougères

Ann. Oper. Res., 1991

1990

A bisection/successive approximation method for computing Gittins indices.

Adi Ben-Israel, Sjur Didrik Flåm

ZOR Methods Model. Oper. Res., 1990

A Continuous Approach to Oligopolistic Market Equilibrium.

Sjur Didrik Flåm, Adi Ben-Israel

Oper. Res., 1990

1986

On penalty methods for minimax problems.

Sjur Didrik Flåm

Z. Oper. Research, 1986

1984

Optimal capacity in fisheries; A case where randomness is of minor importance.

Sjur Didrik Flåm

Ann. Oper. Res., 1984