Konferanseforedrag

• Sjur Didrik Flåm (1999). Walras meets Darwin. (ekstern lenke)
• Nils-Arne Ekerhovd; Sjur Didrik Flåm; Stein Ivar Steinshamn (2019). Managing common species in the Northeast Atlantic. (ekstern lenke)
• Sjur Didrik Flåm (2021). Market mechanisms, money, trade and computer science. (ekstern lenke)
• Sjur Didrik Flåm (2004). Stochastic Programming and insurance. (ekstern lenke)
• Sjur Didrik Flåm (2005). Maximal growth of wealth. (ekstern lenke)
• Sjur Didrik Flåm (2000). Learning CAPM equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2003). Environmental games. (ekstern lenke)
• Sjur Didrik Flåm (2002). On insurance of short spell sickness. (ekstern lenke)
• Sjur Didrik Flåm (1999). Fixed points of nonekspansive mappings. (ekstern lenke)
• Sjur Didrik Flåm (1999). On competitive equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (1999). How to get rich by quadratic programming. (ekstern lenke)
• Sjur Didrik Flåm (2004). Risk sharing between variance averters. (ekstern lenke)
• Sjur Didrik Flåm (2004). Reinsurance, Borch's theorem and core solutions. (ekstern lenke)
• Sjur Didrik Flåm (2004). Inf-convolution and core solutions. (ekstern lenke)
• Sjur Didrik Flåm (2004). Production games. (ekstern lenke)
• Sjur Didrik Flåm (2004). Lagrangian duality and core solutions. (ekstern lenke)
• Sjur Didrik Flåm (2004). Reaching Nash solutions. (ekstern lenke)
• Sjur Didrik Flåm (2004). Global optimization and Nash solutions. (ekstern lenke)
• Sjur Didrik Flåm (2003). Production games. (ekstern lenke)
• Sjur Didrik Flåm (2002). Newtonian mechanics and Nash play. (ekstern lenke)
• Sjur Didrik Flåm (2004). Convex duality and cooperative games. (ekstern lenke)
• Sjur Didrik Flåm (2004). On transferable utility games. (ekstern lenke)
• Sjur Didrik Flåm (2004). Duality and production games. (ekstern lenke)
• Sjur Didrik Flåm (2004). Market games. (ekstern lenke)
• Sjur Didrik Flåm (2004). Price dynamics. (ekstern lenke)
• Sjur Didrik Flåm (2004). Newtonian dynamics and Nash play. (ekstern lenke)
• Sjur Didrik Flåm (2000). Cooperation and insurance. (ekstern lenke)
• Sjur Didrik Flåm (2000). Looking for arbitrage. (ekstern lenke)
• Sjur Didrik Flåm (2000). Differensiallikningar og sosial interaksjon. (ekstern lenke)
• Sjur Didrik Flåm (2000). Evolutionary games and convexity. (ekstern lenke)
• Sjur Didrik Flåm (2002). Balanced environmental games. (ekstern lenke)
• Sjur Didrik Flåm (2002). Differential equations and games. (ekstern lenke)
• Odd Godal; Sjur Didrik Flåm (2006). Strategic exchange of property rights. (ekstern lenke)
• Odd Godal; Sjur Didrik Flåm (2005). Affine Price Expectations and Equilibrium in Strategic Markets. (ekstern lenke)
• Sjur Didrik Flåm (2021). Effiziente Verteilung von Produktion und Kosten. (ekstern lenke)
• Sjur Didrik Flåm (2005). On mutual insurance. (ekstern lenke)
• Sjur Didrik Flåm (2001). Cooperative games and convex duality. (ekstern lenke)
• Sjur Didrik Flåm (2000). Looking for arbitrage. (ekstern lenke)
• Sjur Didrik Flåm (2002). New directions in mathematical system theory and optimization. (ekstern lenke)
• Sjur Didrik Flåm (2002). Incomplete financial markets. (ekstern lenke)
• Sjur Didrik Flåm (2021). Bid-ask spreads, markets and money.. (ekstern lenke)
• Sjur Didrik Flåm (2004). Reaching market equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2005). Strategic exchange of property rights. (ekstern lenke)
• Sjur Didrik Flåm (2005). Pricing related projects. (ekstern lenke)
• Sjur Didrik Flåm (2005). On asymmetric information. (ekstern lenke)
• Sjur Didrik Flåm (2004). Mutual insurance. (ekstern lenke)
• Sjur Didrik Flåm (2001). Newtonian mechanics and Nash play. (ekstern lenke)
• Sjur Didrik Flåm (2001). Heavy ball dynamics and learning Nash play. (ekstern lenke)
• Sjur Didrik Flåm (2001). Learning Pareto-optimal insurance contracts. (ekstern lenke)
• Sjur Didrik Flåm (2000). Differensiallikningar og sosial interaksjon. (ekstern lenke)
• Sjur Didrik Flåm (2000). Cooperation and insurance. (ekstern lenke)
• Sjur Didrik Flåm (2000). Differential equations and game theory. (ekstern lenke)
• Sjur Didrik Flåm (2002). Avenues towards Nash equilibrium. (ekstern lenke)

Vitenskapelig artikkel

• Sjur Didrik Flåm; Alberto Seeger (1994). Solving cone-constrained convex programs by differential inclusions. (ekstern lenke)
• Sjur Didrik Flåm (2015). Risk measures, convexity, and max-min shortfalls. (ekstern lenke)
• Yu. M. Ermoliev; Sjur Didrik Flåm (2002). Repeated play of potential games. (ekstern lenke)
• Olav Bjerkholt; Sjur Didrik Flåm (2015). Ragnar Frisch and interior-point methods. (ekstern lenke)
• Sjur Didrik Flåm; Leonidas C. Koutsougeras (2010). Private information, transferable utility, and the core. (ekstern lenke)
• Sjur Didrik Flåm (2019). Emergence of price-taking Behavior. (ekstern lenke)
• Sjur Didrik Flåm; Bjørn Sandvik (2000). Competitive equilibrium: Walras meets Darwin. (ekstern lenke)
• Sjur Didrik Flåm; Y.M. Kaniovski (2002). Price expectations and cobwebs under uncertainty. (ekstern lenke)
• Sjur Didrik Flåm (2012). Coupled projects, core imputations, and the CAPM. (ekstern lenke)
• Sjur Didrik Flåm (2018). Blocks of coordinates, stochastic programming, and markets. (ekstern lenke)
• Sjur Didrik Flåm (1988). Stability of Convex Programs under a Distributed Constraint Qualification. (ekstern lenke)
• Sjur Didrik Flåm (1992). Solving Convex Programs by Means of Ordinary Differential Equations. (ekstern lenke)
• A. Ben-Israel; Sjur Didrik Flåm (1989). Input Optimization for Infinite-Horizon Discounted Programs. (ekstern lenke)
• Sjur Didrik Flåm (2008). Option pricing by mathematical programming. (ekstern lenke)
• Bengt Aspvall; Sjur Didrik Flåm; Kåre P. Villanger (1995). Selecting among scheduled projects. (ekstern lenke)
• Sjur Didrik Flåm (2000). Looking for arbitrage. (ekstern lenke)
• Sjur Didrik Flåm; Odd Godal; Antoine Soubeyran (2014). Gradient differences and bilateral barters. (ekstern lenke)
• Sjur Didrik Flåm (2024). Via Order Markets Towards Price-Taking Equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2016). Borch's theorem, equal margins, and efficient allocation. (ekstern lenke)
• Sjur Didrik Flåm (1994). Kor mykje er dei norske sildefiskeria verdt?. (ekstern lenke)
• Sjur Didrik Flåm (2019). Generalized gradients, bid–ask spreads, and market equilibrium. (ekstern lenke)
• Sjur Didrik Flåm; Kina Mallozi; Jacqueline Morgan (2002). A new look for Stackelberg-Cournot equilibria in oligopolistic markets. (ekstern lenke)
• Sjur Didrik Flåm; Jan-Joachim Rückmann (2022). The Lagrangian, constraint qualifications and economics. (ekstern lenke)
• Sjur Flåm (2010). Portfolio management without probabilities or statistics. (ekstern lenke)
• Sjur Didrik Flåm (1998). 2 x 2 games, fictitious play and Green's theorem. (ekstern lenke)
• Sjur Didrik Flåm (2006). Production games, core deficit, duality and shadow prices. (ekstern lenke)
• Sjur Didrik Flåm; Andrzej Wieczorek (2006). Core solutions and nash equilibria in noncooperative games with a measure space of players. (ekstern lenke)
• Sjur Didrik Flåm (2006). Balanced environmental games. (ekstern lenke)
• B. Aspvall; Sjur Didrik Flåm; K. P. Villanger (1995). Selecting among scheduled projects. (ekstern lenke)
• Sjur Didrik Flåm (2017). Order books, markets and convex analysis. (ekstern lenke)
• Sjur Didrik Flåm (2009). Risk premium and non-smooth utility. (ekstern lenke)
• Sjur Didrik Flåm; Kevin Hastings (1987). On Adjustment Costs, Profit Uncertainty and Investment Behavior. (ekstern lenke)
• Sjur Didrik Flåm; Odd Godal (2008). Market clearing and price formation. (ekstern lenke)
• Sjur Didrik Flåm; Ennio Cavazzuti (2005). Entropic Penalties in Finite Games. (ekstern lenke)
• Sjur Didrik Flåm; Torhild Kjelby; Tor Rødseth (1997). Fiskeformue og forvaltningsstrategi. (ekstern lenke)
• Sjur Didrik Flåm (1998). Restricted attention, myopic play, and the learning of equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2021). Market equilibria and money. (ekstern lenke)
• Sjur Didrik Flåm (2020). Games and cost of change. (ekstern lenke)
• Sjur Didrik Flåm (2023). By Bid-Ask Spreads towards Competitive Equilibrium. (ekstern lenke)
• Sjur Didrik Flåm; A Jourani (2006). Prices and Pareto optima. (ekstern lenke)
• Sjur Didrik Flåm (1998). Averaged predictions and the learning of equilibrium play. (ekstern lenke)
• Sjur Didrik Flåm (1996). Approaches to Economic Equilibrium. (ekstern lenke)
• Sjur Didrik Flåm; Alf Erling Risa (1995). Market insurance, social insurance, and education. (ekstern lenke)
• Sjur Didrik Flåm; Jochem Zowe (1990). Relaxed Outer Projections, Weighted Averages and Convex Feasibility. (ekstern lenke)
• Sjur Didrik Flåm; Adi Ben-Israel (1990). A Continous Approach to Oligopolistic Market Equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2018). On measures, pricing and sharing of risk. (ekstern lenke)
• Sjur Didrik Flåm; Bjørn Sandvik (2000). Competitive equilibrium: Walras meets Darwin. (ekstern lenke)
• Sjur Flåm (2010). Cooperation Under Ambiguity. (ekstern lenke)
• Sjur Didrik Flåm; Ivar Gaasland; Erling Vårdal (2009). On deregulating food prices. (ekstern lenke)
• Sjur Didrik Flåm; Alf Erling Risa (2003). Ability, self-confidence, and search. (ekstern lenke)
• Sjur Didrik Flåm; Elmar Wolfstetter (2015). Liability insurance and choice of cars: A large game approach. (ekstern lenke)
• Sjur Didrik Flåm (1994). On variational stability in competitive economies. (ekstern lenke)
• Sjur Didrik Flåm (2002). Stochastic programming, cooperation, and risk exchange. (ekstern lenke)
• B. Aspvall; Sjur Didrik Flåm; K. P. Villanger (1994). Selecting among scheduled projects. (ekstern lenke)
• Sjur Didrik Flåm (2023). Convexity, convolution and competitive equilibrium. (ekstern lenke)
• Sjur Didrik Flåm; Charles Horvath (1998). Stochastic mean values, rational expectations, and price movemnets. (ekstern lenke)
• Sjur Didrik Flåm; JB Hiriart-Urruty; A Jourani (2009). Feasibility in finite time. (ekstern lenke)
• Sjur Didrik Flåm; HT Jongen; O Stein (2008). Slopes of shadow prices and Lagrange multipliers. (ekstern lenke)
• Sjur Didrik Flåm; Yuri M Ermoliev (2009). Investment, uncertainty, and production games. (ekstern lenke)
• Sjur Didrik Flåm (1997). Gradient approaches to equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2009). Pooling, pricing and trading of risks. (ekstern lenke)
• Sjur Didrik Flåm; G Owen; M Sabyoa (2005). The not-quite non-atomic game: non-emptiness of the core in large production games. (ekstern lenke)
• I.V. Evstigeenev; Sjur Didrik Flåm (2001). Sharing nonconvex costs. (ekstern lenke)
• Sjur Didrik Flåm; J. Morgan (2004). Newtonian mechanics and Nash play. (ekstern lenke)
• Sjur Didrik Flåm (1992). Level-Constrained Programming. (ekstern lenke)
• Sjur Didrik Flåm; Roger J.-B. Wets (1987). Existence Results and Finite Horizon Approximations for Infinite Horizon Optimization Problems. (ekstern lenke)
• Sjur Didrik Flåm (1992). Lagrange Multipliers in Stochastic Programming. (ekstern lenke)
• Sjur Didrik Flåm (1987). Finite-state Approximations for Countable-state Infinite Horizon Discounted Markov Decision Processes. (ekstern lenke)
• Sjur Didrik Flåm (1995). Successive averages of firmly nonexpansive mappings. (ekstern lenke)
• Sjur Didrik Flåm; Jochem Zowe (1991). Exact Penalty Functions in Single-Stage Stochastic Programming. (ekstern lenke)
• Sjur Didrik Flåm; Alain Fougeres (1991). Infinite Horizon Programs: Convergence of Approximate Solutions. (ekstern lenke)
• Sjur Didrik Flåm (2021). Towards competitive equilibrium by double auctions. (ekstern lenke)
• Sjur Didrik Flåm (2016). Monotonicity and market equilibrium. (ekstern lenke)
• Sjur Didrik Flåm; A. Jourani (2003). Strategic behavior and partial costs sharing. (ekstern lenke)
• Sjur Didrik Flåm (1993). Paths to constrained Nash equilibria. (ekstern lenke)
• Sjur Dirik Flåm (2016). Bilateral exchange and competitive equilibrium. (ekstern lenke)
• Igor V. Evstigneev; Sjur Didrik Flåm (2002). Convex stochastic duality and the Biting Lemma. (ekstern lenke)
• Sjur Didrik Flåm; Charles Horvath (1996). Network games; adaptions to Nash-Cournot Equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (2000). Looking for arbitrage. (ekstern lenke)
• Sjur Didrik Flåm (2006). Upward slopes and inf-convolutions. (ekstern lenke)
• I.V. Evstigeneev; Sjur Didrik Flåm (1998). Rapid growth paths in multivalued dynamical systems generated by homogeneous convex stochastic operators. (ekstern lenke)
• Sjur Didrik Flåm; Leonard J. Mirman (1998). Groping for optimal growth. (ekstern lenke)
• Sjur Didrik Flåm; Andrzej Ruszczynski (2008). Finding normalized equilibrium in convex-concave games. (ekstern lenke)
• Nils-Arne Ekerhovd; Sjur Didrik Flåm; Stein Ivar Steinshamn (2020). On shared use of renewable stocks. (ekstern lenke)
• Sjur Dirik Flåm (2016). Noncooperative games, coupling constraints, and partial efficiency. (ekstern lenke)
• Sjur Didrik Flåm; Anatoly S Antipin (1996). EQUILIBRIUM PROGRAMMING USING PROXIMAL-LIKE ALGORITHMS. (ekstern lenke)
• Sjur Didrik Flåm (1999). Learning Equilibrium Play: A Myopic Approach. (ekstern lenke)
• Sjur Didrik Flåm; Ennio Cavazzuti (2005). Entropic penalties in finite games. (ekstern lenke)
• Sjur Didrik Flåm; Jean-Nöel Corvellec (2004). Non-convex feasibility problems and proximal point methods. (ekstern lenke)
• Sjur Didrik Flåm; Erling Moxness (1987). Exploration for Petroleum and the Inventory of Proven Reserves. (ekstern lenke)
• A. Ben-Israel; Sjur Didrik Flåm (1990). A Bisection/Successive Approximation Method for Computing Gittins Indices. (ekstern lenke)
• Sjur Didrik Flåm (1987). Approximating Some Convex Programs in Terms of Borel Fields. (ekstern lenke)
• Sjur Didrik Flåm (1989). Approaching Saddle Points as Equilibria of Differential Inclusions. (ekstern lenke)
• A. Ben-Israel; Sjur Didrik Flåm (1989). Support Prices of Activities in Linear Programming. (ekstern lenke)
• Sjur Didrik Flåm (2011). Exchanges and measures of risk. (ekstern lenke)
• Sjur Didrik Flåm; Kjetil Gramstad (2012). Direct exchange in linear economies. (ekstern lenke)

Forskningsrapport

• Sjur Didrik Flåm; Yuri Kaniovski (1997). Price expectations, cobwebs, and stability. (ekstern lenke)
• B. Aspvall; Sjur Didrik Flåm; K. P. Villanger (1994). Selecting among scheduled projects. (ekstern lenke)
• Sjur Didrik Flåm (1999). Newton´s Method Without Derivatives; Approaching Equilibrium Parallel. (ekstern lenke)
• Y.M Ermoliev; Sjur Didrik Flåm (1999). On mutual Insurance. (ekstern lenke)
• Sjur Didrik Flåm; Saeb El-Hachem (1992). Spatial oligopolistic equilibria. (ekstern lenke)
• Sjur Didrik Flåm; Bernd Kummer (1992). Great fish wars and Nash equilibria. (ekstern lenke)
• Sjur Didrik Flåm (2001). Approaching equilibrium in parallel. (ekstern lenke)
• Sjur Didrik Flåm (1991). Level constrained programming. (ekstern lenke)
• Sjur Didrik Flåm; Alberto Seeger (1990). Solving cone constrained convex programs by differential inclusions. (ekstern lenke)
• Sjur Didrik Flåm; Erling Moxnes (1989). TIL MINNE OM COURNOT. (ekstern lenke)
• Ennio Cavazutti; Sjur Didrik Flåm (1990). Evolution to selected Nash equilibria. (ekstern lenke)
• Yuri M Ermoliev; Sjur Didrik Flåm (2000). Repeated play of potential games. (ekstern lenke)
• Sjur Didrik Flåm (1990). Finite convergence in stochastic programming. (ekstern lenke)
• Sjur Didrik Flåm (1989). A SUBGRADIENT PATH TO CONVEX FEASIBILITY. (ekstern lenke)
• Sjur Didrik Flåm; Alf Erling Risa (1996). Search and selfconfidence. (ekstern lenke)
• Sjur Didrik Flåm (1995). Equilibrium Programming using Proximal-like Algorithms. (ekstern lenke)
• Sjur Didrik Flåm (1997). Restricted attention, myopic play, and the learning of equilibrium. (ekstern lenke)
• Yuri M Ermoliev; Sjur Didrik Flåm (2000). Repeated play of potential games. (ekstern lenke)
• Sjur Didrik Flåm; A Jourani (2000). Prices and pareto optima. (ekstern lenke)
• Sjur Didrik Flåm (1977). Convergence in law of a series of -mixing random variables implies convergence in probability. (ekstern lenke)
• Helge Berglann; Sjur Didrik Flåm (2002). Stochastic approximation, momentum, and Nash play. (ekstern lenke)
• Sjur Didrik Flåm (2002). Balanced environmental games. (ekstern lenke)
• B. M. Glover; B. D. Craven; Sjur Didrik Flåm (1992). A generalized Karush-Kuhn-Tucker optimality condition without constraint qualification using the approximate subdifferential. (ekstern lenke)
• Sjur Didrik Flåm; A. Jourani (2001). Noncooperative games involving cooperation. (ekstern lenke)
• Sjur Didrik Flåm (1989). SOLVING NON-COOPERATIVE GAMES BY CONTINUOUS SUBGRADIENT PROJECTION METHODS. (ekstern lenke)
• Igor V Evstigneev; Sjur Didrik Flåm (2000). Convex stochastic duality and the "biting lemma". (ekstern lenke)
• Igor V Evstigneev; Sjur Didrik Flåm (2000). Sharing nonconvex costs. (ekstern lenke)
• Sjur Didrik Flåm; Gaute Torsvik (2001). Avenues to equilibrium in one dimension. (ekstern lenke)
• Sjur Didrik Flåm (1989). SOLVING CONVEX PROGRAMS BY MEANS OF ORDINARY DIFFERENTIAL EQUATIONS. (ekstern lenke)
• Igor V Evstigneev; Sjur Didrik Flåm (2000). Stochastic programming: Non-anticipativity and lagrange multipliers. (ekstern lenke)
• Erling Vårdal; Sjur Didrik Flåm; Ivar Gaasland (2006). On Stabilizing or Deregulating Food Prices. (ekstern lenke)
• Sjur Didrik Flåm; L. Mallozzi; J. Morgan (2001). Oligopolies with set-valued inverse demand. (ekstern lenke)
• Sjur Didrik Flåm; Røgnvaldur Hannesson (1995). Dynamics of Transferable Quotas in Fisheries. (ekstern lenke)
• Sjur Didrik Flåm; Leonard J. Mirman (1997). Groping for Optimal Growth. (ekstern lenke)
• Odd Godal; Sjur Didrik Flåm (2005). Affine Price Expectations and Equilibrium in Strategic Markets. (ekstern lenke)
• Sjur Didrik Flåm (2002). Full coverage for minor, recurrent losses?. (ekstern lenke)
• Sjur Didrik Flåm; Vanessa Debbia; Gianni Ricci (1999). Business Cycles and Wage Bargaining. (ekstern lenke)
• Sjur Didrik Flåm (1991). Nonconvex feasibility in finite time. (ekstern lenke)
• Sjur Didrik Flåm (1989). SHADOW PRICES IN STOCHASTIC PROGRAMMING: THEIR EXISTENCE AND SIGNIFICANCE. (ekstern lenke)
• Sjur Didrik Flåm; Ivar Gaasland; Erling Vårdal (2001). Equilibrium and price stabilization. (ekstern lenke)
• Sjur Didrik Flåm (1991). Paths to constrained Nash equilibria. (ekstern lenke)
• Sjur Didrik Flåm (1991). Oligopolistic competition; from stability to chaos. (ekstern lenke)
• Sjur Didrik Flåm; Rüdiger Schulz (1990). A new approach to stochastic linear programming. (ekstern lenke)
• Sjur Didrik Flåm (1992). On variational stability in competitive economies. (ekstern lenke)
• Sjur Didrik Flåm (2000). Reaching equilibrium in the capital asset pricing model. (ekstern lenke)
• Sjur Didrik Flåm; Leonard J. Mirman (1996). GROPING FOR OPTIMAL GROWTH. (ekstern lenke)
• Igor V Evstigneev; Sjur Didrik Flåm (2000). Sharing nonconvex costs. (ekstern lenke)
• Sjur Didrik Flåm; Roger Elling Svarstad (1997). Appropriating a streddling fish stock. (ekstern lenke)
• Sjur Didrik Flåm; G.H. Greco (2002). Minkowski and modern convex analysis. (ekstern lenke)
• Sjur Didrik Flåm (1992). Monotropic games. (ekstern lenke)
• Sjur Didrik Flåm (1989). ON FINITE CONVERGENCE AND CONSTRAINT IDENTIFICATION OF SUBGRADIENT PROJECTION METHODS. (ekstern lenke)
• Sjur Didrik Flåm (1990). Approaching core solutions by means of continous bargaining. (ekstern lenke)
• Sjur Didrik Flåm; A Jourani (2000). Prices and pareto optima. (ekstern lenke)
• Sjur Didrik Flåm; Jochem Zowe (1990). A primal-dual differential method for convex programming. (ekstern lenke)
• Sjur Didrik Flåm; Maria Sandsmark (2000). Learning to face stochastic demand. (ekstern lenke)
• Sjur Didrik Flåm; Charles Horvath (1995). Network Games; Adaptions to Nash-Cournot Equilibrium. (ekstern lenke)
• Sjur Didrik Flåm; Andrzej Wierczorek (1995). Core Solutions and Nash Equilibria in Noncooperative Games with a Measure Space of Players. (ekstern lenke)
• Sjur Didrik Flåm; Bjørn Sandvik (1999). Competitive Equilibrium: Walras meets Darwin. (ekstern lenke)
• Sjur Didrik Flåm; Andrzej Ruszczynski (2000). Noncooperative convex games: Computing equilibrium by partial regularization. (ekstern lenke)
• Igor V Evstigneev; Sjur Didrik Flåm (2000). Convex stochastic duality and the "biting lemma". (ekstern lenke)
• Igor V Evstigneev; Sjur Didrik Flåm (2000). Stochastic programming: Non-anticipativity and lagrange multipliers. (ekstern lenke)
• Sjur Didrik Flåm (2000). Reaching equilibrium in the capital asset pricing model. (ekstern lenke)
• Sjur Didrik Flåm (1996). GRADIENT APPROACHES TO EQUILIBRIUM. (ekstern lenke)
• Jean-Noël Corvellec; Sjur Didrik Flåm (1997). Nonconvex feasibility problems and proximal point methods. (ekstern lenke)
• Y.M Ermoliev; Sjur Didrik Flåm (2001). Finding Pareto optimal insurance contracts. (ekstern lenke)
• Sjur Didrik Flåm (1986). Stability of convex programs under a distributed constraint qualification. (ekstern lenke)
• Sjur Didrik Flåm; Gaute Torsvik (2001). Avenues to equilibirum in one dimension. (ekstern lenke)
• Sjur Didrik Flåm; Guillermo Owen (2001). Large production games and markets. (ekstern lenke)
• Sjur Didrik Flåm; Alf Erling Risa (2001). Ability, self-confidence and search. (ekstern lenke)
• Sjur Didrik Flåm; Andrzej Ruszczynski (2000). Noncooperative convex games: Computing equilibrium by partial regularization. (ekstern lenke)
• Sjur Didrik Flåm (1989). INFINITE HORIZON PROGRAMS; CONVERGENCE OF APPROXIMATE SOLUTIONS. (ekstern lenke)
• Sjur Didrik Flåm; Odd Godal (2007). Market clearing and price formation. (ekstern lenke)
• Sjur Didrik Flåm; Charles Horvath (1998). Stochastic mean-values, rational expectations, and price movements. (ekstern lenke)
• Sjur Didrik Flåm (1998). Looking for an arbitrage. (ekstern lenke)
• Sjur Didrik Flåm (2001). Greenhouse gases, cooperation, and exchange. (ekstern lenke)
• Dan Butnariu; Sjur Didrik Flåm (1995). Strong Convergence of Expected-Projection Methods in Hilbert Spaces. (ekstern lenke)
• Sjur Didrik Flåm (1994). Learning competitive market balance. (ekstern lenke)

Forelesning

• Sjur Didrik Flåm (1998). Learning in low-dimensional models. (ekstern lenke)
• Sjur Didrik Flåm (1998). Fixed points and low-dimensional dynamics. (ekstern lenke)
• Sjur Didrik Flåm (1998). On fictitious play. (ekstern lenke)
• Sjur Didrik Flåm (1998). Walras meets Darwin. (ekstern lenke)
• Sjur Didrik Flåm (2000). Evolutionary games and convexity. (ekstern lenke)
• Sjur Didrik Flåm (1998). Learning in low-dimensional models. (ekstern lenke)
• Sjur Didrik Flåm (1998). Facing uncertain demand. (ekstern lenke)
• Sjur Didrik Flåm (2000). Learning CAPM equilibrium. (ekstern lenke)
• Sjur Didrik Flåm (1998). Looking for arbitrage. (ekstern lenke)
• Sjur Didrik Flåm (2000). Differential equations and game theory. (ekstern lenke)

Vitenskapelig bokkapittel

• Sjur Didrik Flåm; Georges Zaccour (1989). Nash-Cournot Equilibria in the European Gas Market: A Case where Open-Loop and Feedback Solutions Coincide. (ekstern lenke)
• Sjur Didrik Flåm (2001). Approaching equilibrium in parallel. (ekstern lenke)
• Odd Godal; Sjur Didrik Flåm (2004). Greenhouse Gases, Quota Exchange and Oligopolistic Competition. (ekstern lenke)
• Sjur Flåm (2010). Cooperation under ambiguity. (ekstern lenke)
• Sjur Didrik Flåm (2012). On sharing of risk and resources. (ekstern lenke)
• Igor V. Evstigneev; Sjur Didrik Flåm (2001). Stochastic programming: Nonanticipativity and Lagrange multipliers. (ekstern lenke)
• Sjur Didrik Flåm (1991). Approaching Core Solutions by Means of Continous Bargaining. (ekstern lenke)
• Sjur Didrik Flåm (1991). A Continous Path to Convex Feasibility. (ekstern lenke)
• Sjur Didrik Flåm; Gabriele H. Greco (1992). Non-Cooperative Games; Methods of Subgradient Projection and Proximal Point. (ekstern lenke)
• Sjur Didrik Flåm (1991). Shadow Prices in Stochastic Programming: Their Existence and Significance. (ekstern lenke)
• Sjur Didrik Flåm; Jochem Zowe (1992). A Primal-Dual Differential Method for Convex Programming. (ekstern lenke)
• Sjur Didrik Flåm (1990). Solving Non-cooperative Games by Continous Subgradient Projection Methods. (ekstern lenke)
• Sjur Didrik Flåm (1992). Finite Convergence in Stochastic Programming. (ekstern lenke)
• Sjur Didrik Flåm (2005). Stability of Social Interaction. (ekstern lenke)
• Sjur Didrik Flåm (2005). Production games and price dynamics. (ekstern lenke)
• Helge Berglann; Sjur Didrik Flåm (2005). Stochastic approximation, momentum, and Nash play. (ekstern lenke)
• Igor Evstigneev; Sjur Didrik Flåm (1997). Noncooperative games in networks; stability and sensitivity of equilibria. (ekstern lenke)
• Sjur Didrik Flåm (1990). On Random Catch and Fixed Capacity. (ekstern lenke)
• Sjur Didrik Flåm (1992). Variational Inequalities and Related Projections. (ekstern lenke)
• Sjur Didrik Flåm; Gabriele H. Greco (1991). Minimax and Intersection Theorems. (ekstern lenke)

Masteroppgave

• Stein Ivar Steinshamn; Rasmus Noss Bang; Sjur Didrik Flåm (2019). Management of North-East Arctic Cod: An Age-structured, Multi-Fleet Analysis. (ekstern lenke)
• Rasmus Noss Bang; Sjur Didrik Flåm; Stein Ivar Steinshamn (2019). Management of North-East Arctic Cod: An Age-structured, Multi-fleet Analysis. (ekstern lenke)

Fagbok

• I. V. Evstigneev; Sjur Didrik Flåm; L.J. Mirman (2002). Stochastic equilibrium problems in economics and game theory. (ekstern lenke)

Lederartikkel

• Sjur Flåm; Klaus Reiner Schenk-Hoppe (2011). Preface to the special issue Stochastic Financial Economics. (ekstern lenke)
• Sjur Flåm; Klaus Reiner Schenk-Hoppe (2011). Introduction to the special issue Stochastic Financial Economics, Volume 1. (ekstern lenke)

Doktorgradsavhandling

• Ivar Gaasland; Sjur Didrik Flåm (2010). Essays on the inefficiency of Norwegian agricultural policy. (ekstern lenke)

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