Access Statistics for Yehuda John Levy

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cantor Set of Games with No Shift-Homogeneous Equilibrium Selection 0 0 0 27 3 3 12 98
A Discounted Stochastic Game with No Stationary Equilibria: The Case of Absolutely Continuous Transitions 0 0 0 32 3 5 11 110
A Discounted Stochastic Game with No Stationary Nash Equilibrium 0 0 0 48 0 1 4 110
Bayesian Games With a Continuum of States 0 0 1 37 0 1 10 79
Continuous-Time Stochastic Games of Fixed Duration 0 0 0 49 1 1 6 75
Corrigendum to: “Discounted Stochastic Games with No Stationary Nash Equilibrium: Two Examples 0 0 0 32 2 2 7 49
Dense Orbits of the Bayesian Updating Group Action 0 0 0 9 0 1 9 33
Determinacy of Games with Stochastic Eventual Perfect Monitoring 0 0 0 23 1 2 8 39
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 25 2 6 13 92
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 1 2 12 3 7 17 37
Existence of SPE in Discounted Stochastic Games; Revisited and Simplified 0 0 3 61 1 2 9 95
Infinite Sequential Games with Perfect but Incomplete Information 0 0 0 49 4 5 14 167
Limits to Rational Learning 0 0 0 61 0 0 9 61
On the Existence of Positive Equilibrium Profits in Competitive Screening Markets 0 0 0 18 1 3 11 46
Stochastic Games with Information Lag 0 0 0 28 2 5 11 112
Total Working Papers 0 1 6 511 23 44 151 1,203
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Update on Continuous-Time Stochastic Games of Fixed Duration 0 0 0 1 2 2 5 13
Bayesian equilibrium: From local to global 0 0 0 0 3 3 10 12
Bayesian games with a continuum of states 0 0 0 15 1 2 10 76
Bayesian games with nested information 0 0 0 0 1 3 12 12
Competitive insurance markets with unbounded cost 0 0 0 3 0 0 3 14
Continuous-Time Stochastic Games of Fixed Duration 0 0 0 8 2 4 9 60
Corrigendum to “Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples” 0 0 0 3 0 2 8 56
Dense Orbits of the Bayesian Updating Group Action 0 0 0 0 0 4 10 11
Determinacy of games with Stochastic Eventual Perfect Monitoring 0 0 0 3 3 4 6 42
Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples 0 0 0 30 2 3 14 166
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 0 1 1 2 2
Infinite sequential games with perfect but incomplete information 0 0 1 15 5 7 16 73
Limits to rational learning 0 0 0 10 0 0 8 72
Measurable Selection for Purely Atomic Games 0 0 0 2 0 2 10 58
On games without approximate equilibria 0 0 0 3 0 0 3 26
On the existence of positive equilibrium profits in competitive screening markets 0 0 0 3 1 4 8 38
Optimal Contract Regulation in Selection Markets 0 0 3 3 0 1 12 12
Projections and functions of Nash equilibria 0 0 0 8 0 0 8 53
Stochastic games with information lag 0 0 0 9 1 1 9 67
Uniformly supported approximate equilibria in families of games 0 0 0 0 2 4 11 14
Total Journal Articles 0 0 4 116 24 47 174 877
1 registered items for which data could not be found


Statistics updated 2026-05-06