Igor V. Evstigneev

13 papers Journal 11Unranked 1
YearRankTypeTitle / Venue / Authors
2018 J jnl
A new look at the classical Bertrand duopoly.
Games Econ. Behav.
Rabah Amir, Igor V. Evstigneev
2011 J jnl
Almost sure Nash equilibrium strategies in evolutionary models of asset markets.
Math. Methods Oper. Res.
Wael Bahsoun, Igor V. Evstigneev, Le Xu
2009 — ch.
Stochastic Programming: Nonanticipativity and Lagrange Multipliers.
Encyclopedia of Optimization
Igor V. Evstigneev, Sjur Didrik Flåm
2008 J jnl
Globally evolutionarily stable portfolio rules.
J. Econ. Theory
Igor V. Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
2003 J jnl
Exponential growth of fixed-mix strategies in stationary asset markets.
Finance Stochastics
Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé
2003 J jnl
Noncooperative versus cooperative R&D with endogenous spillover rates.
Games Econ. Behav.
Rabah Amir, Igor V. Evstigneev, John Wooders
2002 J jnl
Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in (L
Ann. Oper. Res.
Igor V. Evstigneev, Michael I. Taksar
2002 J jnl
Preface.
Ann. Oper. Res.
Igor V. Evstigneev, Sjur Didrik Flåm, Leonard J. Mirman
2001 J jnl
Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers.
Math. Methods Oper. Res.
Igor V. Evstigneev, Michael I. Taksar
2001 J jnl
Sharing Nonconvex Costs.
J. Glob. Optim.
Igor V. Evstigneev, Sjur Didrik Flåm
1999 J jnl
Robust insurance mechanisms and the shadow prices of information constraints.
Adv. Decis. Sci.
Igor V. Evstigneev, Willem K. Klein Haneveld, Leonard J. Mirman
1993 — conf
Stochastic extrema, splitting random elements and models of crack formation.
System Modelling and Optimization
Igor V. Evstigneev, Priscilla E. Greenwood
1976 J jnl
Measurable Selection and Dynamic Programming.
Math. Oper. Res.
Igor V. Evstigneev