Date: Mon, 20 Mar 2000 18:03:47 -0500 (EST)
From: Igor Evstigneev <evstig@ams.sunysb.edu>
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