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Sjur Didrik Flåm

Personal Details

First Name:Sjur
Middle Name:Didrik
Last Name:Flåm
Suffix:
RePEc Short-ID:pfl18
University of Bergen Department of Economics Fosswincels gate 6 N 5007 Bergen Norway
+ 47 55 58 92 17

Affiliation

Institutt for Økonomi
Universitetet i Bergen

Bergen, Norway
http://www.uib.no/econ/

: (+47)55589200
(+47)55589210
Fosswinckelsgate 14, N-5007 Bergen
RePEc:edi:iouibno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Flåm, Sjur Didrik & Wolfstetter, Elmar G., 2010. "On Liability Insurance for Automobiles," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 321, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  2. Flåm, Sjur Didrik & Jongen, Hubertus Th. & Stein, Oliver, 2007. "Slopes of Shadow Prices and Lagrange Multipliers," Working Papers in Economics 05/07, University of Bergen, Department of Economics.
  3. Flåm, Sjur Didrik & Godal, Odd, 2007. "Market clearing and price formation," Working Papers in Economics 06/07, University of Bergen, Department of Economics.
  4. Flåm, Sjur, 2007. "Option Pricing by Mathematical Programming," Working Papers 2007:10, Lund University, Department of Economics.
  5. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics.
  6. Borglin, Anders & Flåm, Sjur, 2007. "Risk Exchange as a Market or Production Game," Working Papers 2007:16, Lund University, Department of Economics.
  7. Flåm, Sjur Didrik & Hirart-Urruty, J.-B. & Jourani, Abderrahim, 2007. "Feasibility in Finite Time," Working Papers in Economics 11/07, University of Bergen, Department of Economics.
  8. Flåm, Sjur Didrik & Gaasland, Ivar & Vårdal, Erling, 2006. "On Stabilizing or Deregulating Food Prices," Working Papers in Economics 08/06, University of Bergen, Department of Economics.
  9. Flam, Sjur & Ruszczynski, A., 2006. "Computing Normalized Equilibria in Convex-Concave Games," Working Papers 2006:9, Lund University, Department of Economics.
  10. S D Flåm, 2005. "Portfolio Management without Probabilities or Statistics," The School of Economics Discussion Paper Series 0508, Economics, The University of Manchester.
  11. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," The School of Economics Discussion Paper Series 0512, Economics, The University of Manchester.
  12. S D Flåm & O Godal, 2005. "Affine Price Expectations and Equilibrium in Strategic Markets," The School of Economics Discussion Paper Series 0505, Economics, The University of Manchester.
  13. Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo Group Munich.
  14. Flåm, Sjur Didrik, 2002. "Full Coverage for Minor, Recurrent Losses?," Working Papers in Economics 10/02, University of Bergen, Department of Economics.
  15. Flåm, Sjur Didrik, 2002. "Balanced Environmental Games," Working Papers in Economics 17/02, University of Bergen, Department of Economics.
  16. Berglann, Helge & Flåm, Sjur, 2002. "Stochastic approximation, Momentum, and Nash play," Working paper Series 0209, Department of Economics, University of Bergen.
  17. Sjur Didrik Flåm, 2002. "Convexity, Differential Equations, and Games," CESifo Working Paper Series 655, CESifo Group Munich.
  18. Sjur Didrik Flåm, 2002. "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series 672, CESifo Group Munich.
  19. Flam, S.D. & Risa, A.E., 2001. "Ability, Self-confidence and Search," Norway; Department of Economics, University of Bergen 1601, Department of Economics, University of Bergen.
  20. Flam, S.D. & Owen, G., 2001. "Large Production and Market Games," Norway; Department of Economics, University of Bergen 1301, Department of Economics, University of Bergen.
  21. Flam, S.D. & Jourani, A., 2001. "Noncooperative Games Involving Cooperation," Norway; Department of Economics, University of Bergen 0901, Department of Economics, University of Bergen.
  22. Ermoliev, Y.M. & Flam, S.D., 2001. "Finding Pareto Optimal Insurance Contracts," Norway; Department of Economics, University of Bergen 0501, Department of Economics, University of Bergen.
  23. Flam, S.D., 2001. "Greenhouse Gases, Cooperation and Exchange," Norway; Department of Economics, University of Bergen 0401, Department of Economics, University of Bergen.
  24. Flam, S.D., 2001. "Approaching Equilibrium in Parallel," Norway; Department of Economics, University of Bergen 0601, Department of Economics, University of Bergen.
  25. Flam, S.D. & Mallozzi, L. & Morgan, J., 2001. "Oligopolies With Set-Valued Inverse Demand," Norway; Department of Economics, University of Bergen 0301, Department of Economics, University of Bergen.
  26. Evstigneev, I.V. & Flam, S.D., 2000. "Sharing Nonconvex Costs," Norway; Department of Economics, University of Bergen 1300, Department of Economics, University of Bergen.
  27. Ermoliev, Y.M. & Flam, S.D., 2000. "Repeated Play of Potential Games," Norway; Department of Economics, University of Bergen 0100, Department of Economics, University of Bergen.
  28. Flam, S.D. & Jourani, A., 2000. "Prices and Pareto Optima," Norway; Department of Economics, University of Bergen 0800, Department of Economics, University of Bergen.
  29. Y.M. Ermoliev & S.D. Flam, 2000. "On Mutual Insurance," Working Papers ir00002, International Institute for Applied Systems Analysis.
  30. Evstigneev, I.V. & Flam, S.D., 2000. "Stochastic Programming: Non-Anticipativity and Lagrange Multipliers," Norway; Department of Economics, University of Bergen 1100, Department of Economics, University of Bergen.
  31. Flam, S.D. & Sandsmark, M., 2000. "Learning to Face Stochastic Demand," Norway; Department of Economics, University of Bergen 220, Department of Economics, University of Bergen.
  32. Flam, S.D. & Ruszczynski, A., 2000. "Noncooperative Convex Games: Computing Equilibrium by Partial Regularization," Norway; Department of Economics, University of Bergen 1200, Department of Economics, University of Bergen.
  33. Flam, S.D., 2000. "Reaching Equilibrium in the Capital Asset Pricing Model," Norway; Department of Economics, University of Bergen 0700, Department of Economics, University of Bergen.
  34. Flam. S.D., 2000. "Repeated Play and Newton's Method," Norway; Department of Economics, University of Bergen 218, Department of Economics, University of Bergen.
  35. Evstigneev, I.V. & Flam, S.D., 2000. "Convex Stochastic Duality and the "Biting Lemma"," Norway; Department of Economics, University of Bergen 0300, Department of Economics, University of Bergen.
  36. Flam, S.D., 1999. "Learning Equilibrium Play: a Myopic Approach," Norway; Department of Economics, University of Bergen 189, Department of Economics, University of Bergen.
  37. Flam, S.D. & Sandvik, B., 1999. "Competitive Equilibrium: Walras Meets Darwin," Norway; Department of Economics, University of Bergen 0699, Department of Economics, University of Bergen.
  38. Flam, S.D., 1999. "Newton's Method Without Derivatives; Approaching Equilibrium in Parallell," Norway; Department of Economics, University of Bergen 1199, Department of Economics, University of Bergen.
  39. Flam, S.D. & Debbia, V. & Ricci, G., 1999. "Business Cycles and Wage Bargaining," Norway; Department of Economics, University of Bergen 1099, Department of Economics, University of Bergen.
  40. Flam, S.D., 1998. "Looking for Arbitrage," Norway; Department of Economics, University of Bergen 0598, Department of Economics, University of Bergen.
  41. Flam, S.D. & Horvath, C., 1998. "Stochastic Mean-Values, Rational Expectations, and Price Movements," Norway; Department of Economics, University of Bergen 0998, Department of Economics, University of Bergen.
  42. Flam, S.D., 1998. "2 x 2 Games, Fictitious Play and Green's Theorem," Norway; Department of Economics, University of Bergen 176, Department of Economics, University of Bergen.
  43. Flam, S.D., 1998. "Averaged Predictions and the Learning of Equilibrium Play," Norway; Department of Economics, University of Bergen 178, Department of Economics, University of Bergen.
  44. Flam, S.D. & Evstigneev, I.V., 1997. "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen 171, Department of Economics, University of Bergen.
  45. Y.M. Ermoliev & S.D. Flam, 1997. "Learning in Potential Games," Working Papers ir97022, International Institute for Applied Systems Analysis.

Articles

  1. S. Flåm & L. Koutsougeras, 2010. "Private information, transferable utility, and the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(3), pages 591-609, March.
  2. Sjur Flåm, 2010. "Portfolio management without probabilities or statistics," Annals of Finance, Springer, vol. 6(3), pages 357-368, July.
  3. Flåm, S. D. & Ermoliev, Y. M., 2009. "Investment, uncertainty, and production games," Environment and Development Economics, Cambridge University Press, vol. 14(01), pages 51-66, February.
  4. Flåm, S.D. & Godal, O., 2008. "Market clearing and price formation," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 956-977, March.
  5. Flam, Sjur & Owen, Guillermo & Saboya, Martha, 2005. "The not-quite non-atomic game: Non-emptiness of the core in large production games," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 279-297, November.
  6. Sjur Didrik Flåm, 2004. "Social Insurance of Short Spell Sickness," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 30, pages 79-90.
  7. Sjur Didrik Flåm & Alf Erling Risa, 2003. "Ability, Self-Confidence, and Search," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(3), pages 439-439, September.
  8. Flam, S. D. & Jourani, A., 2003. "Strategic behavior and partial cost sharing," Games and Economic Behavior, Elsevier, vol. 43(1), pages 44-56, April.
  9. Jacqueline Morgan & Lina Mallozzi & Sjur D. Flåm, 2002. "A new look for Stackelberg-Cournot equilibria in oligopolistic markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(1), pages 183-188.
  10. Flam, Sjur Didrik, 2000. "Looking for arbitrage," International Review of Economics & Finance, Elsevier, vol. 9(1), pages 1-9, February.
  11. Flam, Sjur Didrik & Mirman, Leonard J., 1998. "Groping for optimal growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 191-207, September.
  12. Flam, Sjur Didrik & Horvath, Charles, 1998. "Stochastic mean values, rational expectations, and price movements," Economics Letters, Elsevier, vol. 61(3), pages 293-299, December.
  13. Flam, Sjur Didrik, 1998. "Averaged predictions and the learning of equilibrium play," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 833-848, June.
  14. Flam, Sjur Didrik, 1996. "Approaches to economic equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1505-1522.
  15. Flam, Sjur Didrik, 1995. "Learning Competitive Market Balance," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 6(3), pages 511-518, November.
  16. FLam, Sjur Didrik & Risa, Alf Erling, 1995. "Market Insurance, Social Insurance, and Education," Journal of Population Economics, Springer;European Society for Population Economics, vol. 8(2), pages 149-160, May.
  17. Flam, S. D. & Moxnes, E., 1987. "Exploration for petroleum and the inventory of proven reserves," Energy Economics, Elsevier, vol. 9(3), pages 190-194, July.
  18. Flam, Sjur D & Wets, Roger J-B, 1987. "Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems," Econometrica, Econometric Society, vol. 55(5), pages 1187-1209, September.
  19. Flam, Sjur D. & Stensland, Gunnar, 1985. "Exploration and taxation : Some normative issues," Energy Economics, Elsevier, vol. 7(4), pages 237-240, October.
  20. FlAm, Sjur D. & Thorlund-Petersen, Lars, 1985. "Underestimation in the Leontief model," Economics Letters, Elsevier, vol. 18(2-3), pages 171-174.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Flåm, Sjur Didrik & Jongen, Hubertus Th. & Stein, Oliver, 2007. "Slopes of Shadow Prices and Lagrange Multipliers," Working Papers in Economics 05/07, University of Bergen, Department of Economics.

    Cited by:

    1. Vadim Borokhov, 2014. "On the properties of nodal price response matrix in electricity markets," Papers 1404.3678, arXiv.org, revised Jan 2015.

  2. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," The School of Economics Discussion Paper Series 0512, Economics, The University of Manchester.

    Cited by:

    1. Didrik Flåm, Sjur, 2012. "Coupled projects, core imputations, and the CAPM," Journal of Mathematical Economics, Elsevier, vol. 48(3), pages 170-176.
    2. Gonzalez, Stéphane & Grabisch, Michel, 2016. "Multicoalitional solutions," Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 1-10.
    3. Sjur Didrik Flåm, 2013. "Reaching Market Equilibrium Merely by Bilateral Barters," CESifo Working Paper Series 4504, CESifo Group Munich.
    4. Flåm, Sjur Didrik, 2015. "Bilateral exchange and competitive equilibrium," Working Papers in Economics 05/15, University of Bergen, Department of Economics.

  3. S D Flåm & O Godal, 2005. "Affine Price Expectations and Equilibrium in Strategic Markets," The School of Economics Discussion Paper Series 0505, Economics, The University of Manchester.

    Cited by:

    1. Godal, Odd & Klaassen, Ger, 2006. "Carbon trading across sources and periods constrained by the Marrakesh Accords," Journal of Environmental Economics and Management, Elsevier, vol. 51(3), pages 308-322, May.

  4. Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo Group Munich.

    Cited by:

    1. Didrik Flåm, Sjur, 2012. "Coupled projects, core imputations, and the CAPM," Journal of Mathematical Economics, Elsevier, vol. 48(3), pages 170-176.

  5. Sjur Didrik Flåm, 2002. "Convexity, Differential Equations, and Games," CESifo Working Paper Series 655, CESifo Group Munich.

    Cited by:

    1. Limaei, Soleiman Mohammadi, 2010. "Mixed strategy game theory, application in forest industry," Forest Policy and Economics, Elsevier, vol. 12(7), pages 527-531, September.

  6. Evstigneev, I.V. & Flam, S.D., 2000. "Sharing Nonconvex Costs," Norway; Department of Economics, University of Bergen 1300, Department of Economics, University of Bergen.

    Cited by:

    1. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," The School of Economics Discussion Paper Series 0512, Economics, The University of Manchester.
    2. Sjur Didrik Flåm, 2002. "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series 672, CESifo Group Munich.
    3. S D Flåm & O Godal, 2005. "Affine Price Expectations and Equilibrium in Strategic Markets," The School of Economics Discussion Paper Series 0505, Economics, The University of Manchester.
    4. Flåm, Sjur Didrik & Godal, Odd, 2007. "Market clearing and price formation," Working Papers in Economics 06/07, University of Bergen, Department of Economics.
    5. Flam, Sjur & Jourani, A., 2006. "Prices and Pareto Optima," Working Papers 2006:6, Lund University, Department of Economics.
    6. Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo Group Munich.
    7. Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
    8. T. Ermolieva & Y. Ermoliev & M. Jonas & M. Obersteiner & F. Wagner & W. Winiwarter, 2014. "Uncertainty, cost-effectiveness and environmental safety of robust carbon trading: integrated approach," Climatic Change, Springer, vol. 124(3), pages 633-646, June.
    9. Flåm, Sjur Didrik & Jongen, Hubertus Th. & Stein, Oliver, 2007. "Slopes of Shadow Prices and Lagrange Multipliers," Working Papers in Economics 05/07, University of Bergen, Department of Economics.
    10. Flåm, Sjur Didrik, 2002. "Balanced Environmental Games," Working Papers in Economics 17/02, University of Bergen, Department of Economics.
    11. Myrna Wooders, 2008. "Games with Many Players and Abstract Economies Permitting Differentiated Commodities, Clubs, and Public Goods," Vanderbilt University Department of Economics Working Papers 0813, Vanderbilt University Department of Economics.

  7. Evstigneev, I.V. & Flam, S.D., 2000. "Stochastic Programming: Non-Anticipativity and Lagrange Multipliers," Norway; Department of Economics, University of Bergen 1100, Department of Economics, University of Bergen.

    Cited by:

    1. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," The School of Economics Discussion Paper Series 0512, Economics, The University of Manchester.
    2. Flåm, Sjur Didrik, 2007. "Option pricing by mathematical programming," Working Papers in Economics 08/07, University of Bergen, Department of Economics.
    3. Sjur Didrik Flåm & Yuri Ermoliev, 2004. "Investment Uncertainty, and Production Games," CESifo Working Paper Series 1191, CESifo Group Munich.
    4. Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
    5. Igor Evstigneev & Klaus Reiner Schenk-Hoppé, 2006. "Stochastic equilibria in von Neumann–Gale dynamical systems," The School of Economics Discussion Paper Series 0620, Economics, The University of Manchester.

  8. Flam, S.D., 1999. "Learning Equilibrium Play: a Myopic Approach," Norway; Department of Economics, University of Bergen 189, Department of Economics, University of Bergen.

    Cited by:

    1. Nils Langenberg, 2012. "Interior point methods for equilibrium problems," Computational Optimization and Applications, Springer, vol. 53(2), pages 453-483, October.
    2. Flam, S. D. & Jourani, A., 2003. "Strategic behavior and partial cost sharing," Games and Economic Behavior, Elsevier, vol. 43(1), pages 44-56, April.

  9. Flam, S.D. & Sandvik, B., 1999. "Competitive Equilibrium: Walras Meets Darwin," Norway; Department of Economics, University of Bergen 0699, Department of Economics, University of Bergen.

    Cited by:

    1. Sjur Didrik Flåm, 2002. "Pooling, Pricing and Trading of Risks," CESifo Working Paper Series 672, CESifo Group Munich.

  10. Flam, S.D., 1998. "Averaged Predictions and the Learning of Equilibrium Play," Norway; Department of Economics, University of Bergen 178, Department of Economics, University of Bergen.

    Cited by:

    1. Flam, S.D. & Horvath, C., 1998. "Stochastic Mean-Values, Rational Expectations, and Price Movements," Norway; Department of Economics, University of Bergen 0998, Department of Economics, University of Bergen.
    2. Sjur Didrik Flåm, 2002. "Convexity, Differential Equations, and Games," CESifo Working Paper Series 655, CESifo Group Munich.

  11. Y.M. Ermoliev & S.D. Flam, 1997. "Learning in Potential Games," Working Papers ir97022, International Institute for Applied Systems Analysis.

    Cited by:

    1. F. de Vries, 1999. "The Behavioral Firm and Its Internal Game: Evolutionary Dynamics of Decision Making," Working Papers ir99036, International Institute for Applied Systems Analysis.

Articles

  1. S. Flåm & L. Koutsougeras, 2010. "Private information, transferable utility, and the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(3), pages 591-609, March.
    See citations under working paper version above.
  2. Flåm, S. D. & Ermoliev, Y. M., 2009. "Investment, uncertainty, and production games," Environment and Development Economics, Cambridge University Press, vol. 14(01), pages 51-66, February.
    See citations under working paper version above.
  3. Flam, Sjur & Owen, Guillermo & Saboya, Martha, 2005. "The not-quite non-atomic game: Non-emptiness of the core in large production games," Mathematical Social Sciences, Elsevier, vol. 50(3), pages 279-297, November.

    Cited by:

    1. S D Flåm & L Koutsougeras, 2005. "Private Information, Transferable Utility, and the Core," The School of Economics Discussion Paper Series 0512, Economics, The University of Manchester.
    2. Didrik Flåm, Sjur, 2012. "Coupled projects, core imputations, and the CAPM," Journal of Mathematical Economics, Elsevier, vol. 48(3), pages 170-176.
    3. Flam, Sjur & Jourani, A., 2006. "Prices and Pareto Optima," Working Papers 2006:6, Lund University, Department of Economics.
    4. Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
    5. Flåm, Sjur Didrik, 2016. "Borch’s theorem, equal margins, and efficient allocation," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 162-168.

  4. Sjur Didrik Flåm & Alf Erling Risa, 2003. "Ability, Self-Confidence, and Search," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 159(3), pages 439-439, September.
    See citations under working paper version above.
  5. Jacqueline Morgan & Lina Mallozzi & Sjur D. Flåm, 2002. "A new look for Stackelberg-Cournot equilibria in oligopolistic markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 20(1), pages 183-188.

    Cited by:

    1. Attila Tasnádi, 2009. "Quantity-setting games with a dominant firm," EERI Research Paper Series EERI_RP_2009_25, Economics and Econometrics Research Institute (EERI), Brussels.
    2. L. Mallozzi & J. Morgan, 2005. "Oligopolistic Markets with Leadership and Demand Functions Possibly Discontinuous," Journal of Optimization Theory and Applications, Springer, vol. 125(2), pages 393-407, May.

  6. Flam, Sjur Didrik & Mirman, Leonard J., 1998. "Groping for optimal growth," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 191-207, September.

    Cited by:

    1. Slobodyan, Sergey, 2005. "Indeterminacy, sunspots, and development traps," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 159-185, January.

  7. Flam, Sjur Didrik & Horvath, Charles, 1998. "Stochastic mean values, rational expectations, and price movements," Economics Letters, Elsevier, vol. 61(3), pages 293-299, December.
    See citations under working paper version above.
  8. Flam, Sjur Didrik, 1998. "Averaged predictions and the learning of equilibrium play," Journal of Economic Dynamics and Control, Elsevier, vol. 22(6), pages 833-848, June.
    See citations under working paper version above.
  9. Flam, Sjur D & Wets, Roger J-B, 1987. "Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems," Econometrica, Econometric Society, vol. 55(5), pages 1187-1209, September.

    Cited by:

    1. Amir, R., 1996. "Sensitivity analysis of multisector optimal economic dynamics," CORE Discussion Papers RP 1192, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
    3. Fehle, Frank & Tsyplakov, Sergey, 2005. "Dynamic risk management: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 78(1), pages 3-47, October.
    4. Alemdar, Nedim M. & Sirakaya, Sibel & Husseinov, Farhad, 2006. "Optimal time aggregation of infinite horizon control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 569-593, April.
    5. Tsyplakov, Sergey, 2008. "Investment frictions and leverage dynamics," Journal of Financial Economics, Elsevier, vol. 89(3), pages 423-443, September.
    6. De Mello, L. Jr., 1995. "Vintage capital accumulation: Endogenous growth conditions," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 703-716.
    7. L.A. Korf, 1998. "Insurer's Portfolios of Risks: Approximating Infinite Horizon Stochastic Dynamic Optimization Problems," Working Papers ir98061, International Institute for Applied Systems Analysis.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IAS: Insurance Economics (5) 2000-03-06 2000-07-11 2007-10-27 2010-05-22 2011-04-09. Author is listed
  2. NEP-GTH: Game Theory (4) 2002-07-04 2006-04-29 2007-10-27 2011-04-09
  3. NEP-UPT: Utility Models & Prospect Theory (4) 2007-06-30 2007-10-27 2008-02-09 2011-04-09
  4. NEP-MIC: Microeconomics (2) 2002-06-17 2006-03-18
  5. NEP-CMP: Computational Economics (1) 2006-04-29
  6. NEP-CTA: Contract Theory & Applications (1) 2008-02-09
  7. NEP-IND: Industrial Organization (1) 2000-07-11

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