Blar i NHH Brage på forfatter "Flåm, Sjur Didrik"

Viser treff 1-7 av 7

    • Equilibrium and price stabilization 

      Flåm, Sjur Didrik; Gaasland, Ivar; Vårdal, Erling (Working Paper, Working paper, 2001-12)
      The main objects here are markets with stochastic demand and supply. Agriculture provides prime instances. A key concern is how a buffer agency may learn to stabilize prices. We model such learning and identify conditions ...

    • Equilibrium, evolutionary stability and gradient dynamics 

      Flåm, Sjur Didrik (Discussion paper, Working paper, 2002)
      Considered here are equilibria, notably those that solve noncooperative games. Focus is on connections between evolutionary stability, concavity and monotonicity. It is shown that evolutionary stable points are local ...

    • Feasibility in finite time 

      Flåm, Sjur Didrik; Hiriart-Urruty, J.-B.; Jourani, A. (Working paper, Working paper, 2007-10)
      It is common to tolerate that a system`s performance be unsustainable during an interim period. To live long however, its state must eventually satisfy various constraints. In this regard we design here differential ...

    • Learning to face stochastic demand 

      Flåm, Sjur Didrik; Sandsmark, Maria (Discussion paper, Working paper, 2000-09)
      We consider repeated interaction among several producers of a homogenous, divisible good, traded at a common market. Demand is uncertain, and its law is unknown. We explore an adaptive scheme leading such producers over ...

    • Private information, transfer utility, and the core 

      Flåm, Sjur Didrik; Koutsougeras, L. (Working paper, Working paper, 2007-09)
      Considered here are transferable-utility, coalitional production or market games,featuring differently informed players. It is assumed that personalized contracts must comply with idiosyncratic information. The setting may ...

    • Risk exchange as a market or production game 

      Borglin, Anders; Flåm, Sjur Didrik (Working paper, Working paper, 2007-09)
      Risk exchange is considered here as a cooperative game with transferable utility. The set-up fits markets for insurance, securities and contingent endowments. When convoluted payoff is concave at the aggregate endowment, ...

    • Stochastic programming, cooperation, and risk exchange 

      Flåm, Sjur Didrik (Discussion paper, Working paper, 2001-08)
      Stochastic programming offers handy instruments to analyze exchange of goods and risks. Absent efficient markets for some of those items, such programming may imitate or synthesize market-like transfers among concerned ...