Date: Mon, 20 Mar 2000 18:03:47 -0500 (EST)
From: Igor Evstigneev
To: pkp@maths.uq.edu.au
CALL FOR PAPERS
The Annals of Operations Research is planning to publish a special
volume:
STOCHASTIC EQUILIBRIUM PROBLEMS
IN ECONOMICS AND FINANCE
Editor in chief of the Annals of Operations Research:
P. Hammer (RUTCOR)
Guest editors of the volume:
I.V. Evstigneev (Central Economics and Mathematics Institute,
Academy of Sciences of Russia, Moscow, Russia)
S.D. Flaam (Department of Economics, University of Bergen, Bergen,
Norway)
L.J. Mirman (Department of Economics, University of Virginia,
Charlottesville, USA)
The purpose of the volume is to reflect recent developments
at the interfaces of probabilistic theory of economic dynamics and
equilibrium, game theory, the economics of information, and
mathematical finance. In these areas, key roles are played by
various notions of (static or dynamic) equilibrium, taking
into account the stochastic nature of the real processes modeled
in the framework of these disciplines. The volume will focus on
the questions of existence, uniqueness and stability of equilibria,
as well as on algorithms for their efficient computation.
Special attention will be concentrated on the following topics:
-- Stochastic equilibrium dynamics in models of economic growth,
macroeconomic evolution, and financial markets;
-- Equilibrium in stochastic production games: cooperative and
non-cooperative approaches;
-- Models of economic systems involving local stochastic
interactions between the agents;
-- Algorithms for computing equilibria in game-theoretic, economic
and financial problems;
-- Aspects of information acquisition in optimization and games;
-- Mathematical techniques related to stochastic equilibrium
problems: convex stochastic duality; variational inequalities;
monotone operators in spaces of random vectors.
All the papers will be thoroughly refereed according to the
standards of the Annals of Operations Research.
Note of intention:
The authors should send a note of intention to each of the guest
editors as soon as possible by e-mail, communicating the following
information: (1) full name with title; (2) mailing address;
(3) fax; (4) e-mail; (5) title of the paper.
Typesetting:
Papers should be typeset in LaTeX by using the Baltzer Style
File, which is available on the Baltzer WWW homepage
http://www.baltzer.nl/auth.inst.html . A diskette containing LaTeX
and PostScript files with the paper should be enclosed to the
manuscript. Additional instructions for the authors can be found on
http://www.baltzer.nl/anor/ .
Submission:
The deadline for submissions is June 1, 2000. Manuscripts (in
triplicate) should be sent to:
Professor Sjur D. Flaam
Department of Economics
Fosswinckelsgt. 6
5007 Bergen
Norway
Correspondence:
To contact the guest editors of the volume please use the
following e-mail addresses.
I.V. Evstigneev: evstign@cemi.rssi.ru
S.D. Flaam: sjur.flaam@econ.uib.no
L.J. Mirman: lm8h@cms.mail.virginia.edu