The following pages link to Sjur Didrik Flåm (Q330319):
Displaying 50 items.
- Bilateral exchange and competitive equilibrium (Q255173) (← links)
- Monotonicity and market equilibrium (Q330320) (← links)
- Underestimation in the Leontief model (Q375113) (← links)
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- Approximating saddle points as equilibria of differential inclusions (Q581831) (← links)
- Portfolio management without probabilities or statistics (Q666453) (← links)
- Relaxed outer projections, weighted averages and convex feasibility (Q751771) (← links)
- (Q795730) (redirect page) (← links)
- Nonanticipativity in stochastic programming (Q795731) (← links)
- Market clearing and price formation (Q844623) (← links)
- Private information, transferable utility, and the core (Q847871) (← links)
- Slopes of shadow prices and Lagrange multipliers (Q928294) (← links)
- Pooling, pricing and trading of risks (Q1026543) (← links)
- On deregulating food prices (Q1037434) (← links)
- Input optimization for infinite-horizon discounted programs (Q1102875) (← links)
- Averaged predictions and the learning of equilibrium play (Q1129177) (← links)
- Steady states in population models with monotone, stochastic dynamics (Q1154405) (← links)
- Level-constrained programming (Q1184818) (← links)
- (Q1241680) (redirect page) (← links)
- Restricted attention, myoptic play, and the learning of equilibrium (Q1270625) (← links)
- Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators (Q1273443) (← links)
- Stochastic mean values, rational expectations, and price movements (Q1274420) (← links)
- Grouping for optimal growth (Q1274851) (← links)
- Learning equilibrium play: A myopic approach (Q1303782) (← links)
- On variational stability in competitive economies (Q1332542) (← links)
- Solving cone-constrained convex programs by differential inclusions (Q1334955) (← links)
- Equilibrium programming using proximal-like algorithms (Q1373724) (← links)
- (Q1406329) (redirect page) (← links)
- Repeated play of potential games (Q1406330) (← links)
- Blocks of coordinates, stochastic programming, and markets (Q1722745) (← links)
- On finite convergence and constraint identification of subgradient projection methods (Q1802955) (← links)
- Price expectations and cobwebs under uncertainty (Q1854744) (← links)
- A new look for Stackelberg-Cournot equilibria in oligopolistic markets (Q1865196) (← links)
- Selecting among scheduled projects (Q1892661) (← links)
- Learning competitive market balance (Q1904634) (← links)
- Network games; adaptations to Nash-Cournot equilibrium (Q1918427) (← links)
- Introduction to the special issue: Stochastic financial economics, Volume 1 (Q1938963) (← links)
- Introduction to the special issue: Stochastic financial economics, Volume 2 (Q1938968) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- On shared use of renewable stocks (Q2029935) (← links)
- The Lagrangian, constraint qualifications and economics (Q2084300) (← links)
- Market equilibria and money (Q2138453) (← links)
- Emergence of price-taking behavior (Q2206009) (← links)
- Games and cost of change (Q2241245) (← links)
- Paths to constrained Nash equilibria (Q2366977) (← links)
- Borch's theorem, equal margins, and efficient allocation (Q2520444) (← links)
- Balanced environmental games (Q2567170) (← links)
- The not-quite non-atomic game: non-emptiness of the core in large production games (Q2569385) (← links)
- Infinite horizon programs; convergence of approximate solutions (Q2638967) (← links)
- REPEATED PLAY AND NEWTON'S METHOD (Q2701830) (← links)