Optimal capacity in fisheries; A case where randomness is of minor importance. - Sjur Didrik Flåm (Ann. Oper. Res., 1984)

On penalty methods for minimax problems. - Sjur Didrik Flåm (Z. Oper. Research, 1986)

A Continuous Approach to Oligopolistic Market Equilibrium. - Sjur Didrik Flåm; Adi Ben-Israel (Oper. Res., 1990)

A bisection/successive approximation method for computing Gittins indices. - Adi Ben-Israel; Sjur Didrik Flåm (ZOR Methods Model. Oper. Res., 1990)

Infinite horizon programs; convergence of approximate solutions. - Sjur Didrik Flåm; Alain Fougères (Ann. Oper. Res., 1991)

Solving Convex Programs by Means of Ordinary Differential Equations. - Sjur Didrik Flåm (Math. Oper. Res., 1992)

On finite convergence and constraint identification of subgradient projection methods. - Sjur Didrik Flåm (Math. Program., 1992)

Solving cone-constrained convex programs by differential inclusions. - Sjur Didrik Flåm; Alberto Seeger (Math. Program., 1994)

Successive Averages of Firmly Nonexpansive Mappings. - Sjur Didrik Flåm (Math. Oper. Res., 1995)

Selecting among scheduled projects. - Bengt Aspvall; Sjur Didrik Flåm; Kåre Villanger (Oper. Res. Lett., 1995)

Network games; adaptations to Nash-Cournot equilibrium. - Sjur Didrik Flåm; Charles Horvath (Ann. Oper. Res., 1996)

Equilibrium programming using proximal-like algorithms. - Sjur Didrik Flåm; Anatoly S. Antipin (Math. Program., 1997)

Restricted attention, myopic play, and thelearning of equilibrium. - Sjur Didrik Flåm (Ann. Oper. Res., 1998)

Learning Equilibrium Play: A Myopic Approach. - Sjur Didrik Flåm (Comput. Optim. Appl., 1999)

Repeated Play and Newton's Method. - Sjur Didrik Flåm (IGTR, 2000)

Learning to Face Stochastic Demand. - Sjur Didrik Flåm; Maria Sandsmark (IGTR, 2000)

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

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

Price Expectations and Cobwebs Under Uncertainty. - Sjur Didrik Flåm; Yuri M. Kaniovski (Ann. Oper. Res., 2002)

Equilibrium, Evolutionary stability and Gradient Dynamics. - Sjur Didrik Flåm (IGTR, 2002)

Stochastic programming, cooperation, and risk exchange. - Sjur Didrik Flåm (Optim. Methods Softw., 2002)

Strategic behavior and partial cost sharing. - Sjur Didrik Flåm; Abderrahim Jourani (Games Econ. Behav., 2003)

Pricing Related Projects. - Sjur Didrik Flåm; Horand I. Gassmann (Coping with Uncertainty, 2004)

Newtonian mechanics and Nash Play. - Sjur Didrik Flåm; Jacqueline Morgan (IGTR, 2004)

Non-Convex feasibility problems and proximal point methods. - Jean-Noël Corvellec; Sjur Didrik Flåm (Optim. Methods Softw., 2004)

18. Stochastic Approximation, Momentum, and Nash Play. - H. Berglann; Sjur Didrik Flåm (Applications of Stochastic Programming, 2005)

Entropic Penalties in Finite Games. - Sjur Didrik Flåm; E. Cavazzuti (Ann. Oper. Res., 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)

Balanced environmental games. - Sjur Didrik Flåm (Comput. Oper. Res., 2006)

Upward Slopes and Inf-Convolutions. - Sjur Didrik Flåm (Math. Oper. Res., 2006)

Finding Normalized Equilibrium in Convex-concave Games. - Sjur Didrik Flåm; Andrzej Ruszczynski (IGTR, 2008)

Slopes of shadow prices and Lagrange multipliers. - Sjur Didrik Flåm; Hubertus Th. Jongen; Oliver Stein (Optim. Lett., 2008)

Pooling, pricing and trading of risks. - Sjur Didrik Flåm (Ann. Oper. Res., 2009)

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

Direct Exchange in Linear economies. - Sjur Didrik Flåm; Kjetil Gramstad (IGTR, 2012)

Ragnar Frisch and interior-point methods. - Olav Bjerkholt; Sjur Didrik Flåm (Optim. Lett., 2015)

Blocks of coordinates, stochastic programming, and markets. - Sjur Didrik Flåm (Comput. Manag. Sci., 2019)

Games and cost of change. - Sjur Didrik Flåm (Ann. Oper. Res., 2021)

On shared use of renewable stocks. - Nils-Arne Ekerhovd; Sjur Didrik Flåm; Stein Ivar Steinshamn (Eur. J. Oper. Res., 2021)

The Lagrangian, constraint qualifications and economics. - Sjur Didrik Flåm; Jan-J. Rückmann (Math. Methods Oper. Res., 2022)

Via Order Markets Towards Price-Taking Equilibrium. - Sjur Didrik Flåm (J. Optim. Theory Appl., 2024)