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Gruppe for trygdeøkonomi

Helseøkonomi i Bergen - HEB



 

Sjur D. Flåm

Stilling:

Professor

Kontor:

404

Telefon:

 

Kontor:

(+47) 55 58 92 17

Privat:

(+47) 55 28 47 98

E-post:

sjur.flaam@econ.uib.no

Main research interests

  • Mathematical economics
  • Optimization
  • Game theory
  • Finance and insurance

Recent teaching

  • Microeconomics, Mathematical Economics
  • Operations Research, Computational Economics
  • Game theory
  • International Macroeconomics
  • Exchange rates and international finance 
  • Theory of Incomplete Markets 
  • Optimization theory 
  • Insurance economics

Recent publications

  • Feasibility in finite time, J. of Dynamical and Control Systems 15,4,537-555 (2009)
  • Private information, transferable utility, and the core (with L. Koutsougeras) Econ Theory (2010) 42:591–609
  • Market clearing and price formation, Journal of Economic Dynamics & Control 32 (2008) 956–977
  • Slopes of shadow prices and Lagrange multipliers, Optimization Letters (2008) 2:143–155
  • Finding normalized equilibria in convex-concave games (with A. Ruszczynski) International Game Theory Review Vol.10, No.1(2008)3751
  • Prices and Pareto Optima, Optimization 55, no. 5-6, 611-625 (2006). 
  • Core solutions and Nash equilibria in noncooperative games with a measure space of players, Game Theory and Mathematical Economics, Banach Center Publications vol 71, Inst. Math. Polish Acad. (2006).
  • Upward slope and inf-convolutions, Mathematics of Operations Research (2006)
  • Production games, core deficit, duality and shadow prices, Game Theory and Mathematical Economics, Banach Center Publications vol 71, Inst. Math. Polish Acad. Sc. (2006).
  • Balanced environmental games, Computers & Operations Research 32, 401-408 (2006).
  • Stability of social interaction, in H. Liljenstrøm and U. Svedin (eds.) Micro, Meso, Macro; Adressing Complex System Dynamics, World Scientific, London, 185-195 (2005).
  • The not-quite non-atomic game: non-emptiness of the core in large production games, Mathematical Social Sciences 50, 279-297 (2005) (with G. Owen and M. Saboya). 
  • Entropic Penalties in Finite Games, Annals of Operations Research 137, 1, 331-348 (2005), (with Ennio Cavazzuti). http://dx.doi.org/10.1007/s10479-005-2264-5
  • Stochastic approximation, momentum, and Nash Play, Chap 18, 337-345 in S. W. Wallace & W. T. Ziemba (eds.) Applications of Stochastic programming, SIAM, Philadelphia (2005) (with H. Berglann).
  • Production games and price dynamics, Chap. 4, 79-92 in A. Haurie & G. Zaccour (eds.) Dynamic Games, Theory and Applications, Springer, Berlin (2005).
  • Social insurance of short spell sickness, Nordic Journal of Political Economy, 30,2,79-90 (2004).
  • Non-convex feasibility problems and proximal point methods, Optimization Methods and Software 19, 3-14 (2004) (with Jean-Noel Corvellec).
  • Newtonian mechanics and Nash play, International GameTheory Review   6, 2, 181-194 (2004) (with Jacqueline Morgan).
  • Optimization under uncertainty using momentum, in K. Marti, Y. Ermoliev and G. Pflug (eds.) Dynamic Stochastic Optimization, Lecture Notes in Economics and Mathematical Systems 532 Springer (2004).
  • Ability, self-confidence, and search, J. Institutional and Theoretical Economics 159, 3, 439-456 (2003) (with Alf Erling Risa).
  • Strategic behavior and partial cost sharing, Games and Economic Behavior 43, 44-56 (2003) (with A. Jourani). 
  • Stochastic equilibrium problems in economics and game theory, Annals of Operations Research 114 (2002) (special volume edited with I.V. Evstigneev and L.J. Mirman).  
  • Convexity, differential equations and games, Journal of Convex Analysis 9, 2, 429-438 (2002).
  • Equilibrium, evolutionary stability and gradient dynamics, International Game Theory Review 4,4,357-370 (2002).
  • Price expectations and cobwebs under uncertainty, Annals of Operations Research 114, 167-181 (2002) (with Y. Kaniovski).
  • Repeated play of potential games, Cybernetics and Systems Analysis 38, 355-367 (2002) (with Y. M. Ermoliev).
  • Stochastic programming, cooperation, and risk exchange, Optimization Methods and Software 17, 493-504(2002).
  • Convex stochastic duality and the 'Biting Lemma', Journal of Convex Analysis 9, 237-244 (2002) (with I.V. Evstigneev).
  • A new look for Stackelberg-Cournot equilibria in oligopolistic markets, Economic Theory 20, 183-188 (2002) (with Lina Mallozzi and Jacqueline Morgan).
  • Stochastic programming: Nonanticipativity and Lagrange multipliers, in C.A. Floudras and P.M. Pardalos: Encyclopedia of Optimization, Volume V, R-Z. Dordrecht: Kluwer (2001) (with I.V. Evstigneev).
  • Finding pareto optimal insurance contracts, Geneva Papers on Risk and Insurance Theory 26, 155-167 (2001) (with Y. M. Ermoliev).
  • Sharing nonconvex cost, Journal of Global Optimization 20, 257-271(2001) (with I.V. Evstigneev).
  • Approaching equilibrium in parallel, in D. Butnariu, Y Censor and S. Reich (eds.): Inherently Parallely Algorithms in Feasibility and Optimization and their Applications, North-Holland (2001).
  • Learning to face stochastic demand, International Game Theory Review 2, 259-271(2000) (with Maria Sandsmark).
  • Repeated play and Newton's method, International Game Theory Review 2, 141-154 (2000). 
  • Competitive equilibrium: Walras meets Darwin, Optimization 47, 137-153 (2000) (with B.Sandvik). 
  • Looking for arbitrage, International Review of Economics and Finance 9, 1-9 (2000).

Publikasjoner og aktiviteter i Frida