Igor V. Evstigneev

发表

Equilibrium States of Random Economies with Locally Interacting Agents and Solutions to Stochastic Variational Inequalities in 〈L1,L∞〉

Michael I. Taksar, Igor V. Evstigneev, M. Taksar, 2002, Ann. Oper. Res..

Preface

Sjur Didrik Flåm, Leonard J. Mirman, Igor V. Evstigneev, 2002, Ann. Oper. Res..

Noncooperative versus cooperative R&D with endogenous spillover rates

Rabah Amir, John Wooders, Igor V. Evstigneev, 2003, Games Econ. Behav..

Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers

Michael I. Taksar, Igor V. Evstigneev, 2001, Math. Methods Oper. Res..

Stochastic Programming: Nonanticipativity and Lagrange Multipliers

Sjur Didrik Flåm, Igor V. Evstigneev, 2009, Encyclopedia of Optimization.

Exponential growth of fixed-mix strategies in stationary asset markets

Klaus Reiner Schenk-Hoppé, Michael A. H. Dempster, Igor V. Evstigneev, 2002, Finance Stochastics.

Problems and Exercises I

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev, 2015 .

Sharing Nonconvex Costs

Sjur Didrik Flåm, Igor V. Evstigneev, S. Flåm, 2001, J. Glob. Optim..

Solution to the Markowitz Optimization Problem

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev, 2015 .

Globally Evolutionarily Stable Portfolio Rules

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev, 2007, J. Econ. Theory.

Problems and Exercises II

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev, 2015 .

Robust insurance mechanisms and the shadow prices of information constraints

Willem K. Klein Haneveld, Leonard J. Mirman, Igor V. Evstigneev, 1999, Adv. Decis. Sci..

A new look at the classical Bertrand duopoly

Rabah Amir, Igor V. Evstigneev, R. Amir, 2018, Games Econ. Behav..

Stochastic models of control and economic dynamics

Igor V. Evstigneev, V. I. Arkin, I. Evstigneev, 1987 .

Stochastic extrema, splitting random elements and models of crack formation

Priscilla E. Greenwood, Igor V. Evstigneev, 1993, System Modelling and Optimization.

Almost sure Nash equilibrium strategies in evolutionary models of asset markets

Le Xu, Wael Bahsoun, Igor V. Evstigneev, 2011, Math. Methods Oper. Res..

STOCHASTIC VERSION OF POLTEROVICH'S MODEL: EXPONENTIAL TURNPIKE THEOREMS FOR EQUILIBRIUM PATHS

Rabah Amir, Igor V. Evstigneev, R. Amir, 1999 .

Evolutionary stable stock markets

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev, 2003 .

Stochastic equilibria on graphs,I

Michael I. Taksar, Igor V. Evstigneev, M. Taksar, 1992 .

Asset Pricing and Hedging in Financial Markets with Transaction Costs: An Approach Based on the Von Neumann–Gale Model

Michael A. H. Dempster, Igor V. Evstigneev, Michael Taksar, 2006 .

Market Selection and Survival of Investment Strategies

Rabah Amir, Klaus Reiner Schenk-Hoppé, Thorsten Hens, 2001 .

Stochastic Economies with Locally Interacting Agents

Michael I. Taksar, Igor V. Evstigneev, M. Taksar, 2001 .

From Rags to Riches: On Constant Proportions Investment Strategies

Klaus Reiner Schenk-Hoppé, Igor V. Evstigneev, K. Schenk-Hoppé, 2001 .

Capital Growth Theory

Klaus Reiner Schenk-Hoppé, Thorsten Hens, Igor V. Evstigneev, 2015 .

Dynamic interaction models of economic equilibrium

Igor V. Evstigneev, Michael Taksar, M. Taksar, 2009 .