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 0 1 13 99
A Discounted Stochastic Game with No Stationary Equilibria: The Case of Absolutely Continuous Transitions 0 0 0 32 0 1 12 111
A Discounted Stochastic Game with No Stationary Nash Equilibrium 0 0 0 48 0 0 4 110
Bayesian Games With a Continuum of States 0 0 0 37 0 0 8 79
Continuous-Time Stochastic Games of Fixed Duration 0 0 0 49 0 0 6 76
Corrigendum to: “Discounted Stochastic Games with No Stationary Nash Equilibrium: Two Examples 0 0 0 32 0 0 6 49
Dense Orbits of the Bayesian Updating Group Action 0 0 0 9 1 1 10 34
Determinacy of Games with Stochastic Eventual Perfect Monitoring 0 0 0 23 0 0 10 41
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 1 12 0 0 15 37
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 25 0 1 14 93
Existence of SPE in Discounted Stochastic Games; Revisited and Simplified 0 0 2 61 0 1 10 97
Infinite Sequential Games with Perfect but Incomplete Information 0 0 0 49 0 0 12 167
Limits to Rational Learning 0 0 0 61 0 2 10 63
On the Existence of Positive Equilibrium Profits in Competitive Screening Markets 0 0 0 18 2 2 14 49
Stochastic Games with Information Lag 0 0 0 28 0 0 14 115
Total Working Papers 0 0 3 511 3 9 158 1,220
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 0 0 5 13
Bayesian equilibrium: From local to global 0 0 0 0 0 0 11 14
Bayesian games with a continuum of states 0 0 0 15 0 1 11 78
Bayesian games with nested information 0 0 0 0 1 1 14 14
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 0 1 10 61
Corrigendum to “Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples” 0 0 0 3 0 1 9 58
Dense Orbits of the Bayesian Updating Group Action 0 0 0 0 0 1 11 12
Determinacy of games with Stochastic Eventual Perfect Monitoring 0 0 0 3 0 0 5 42
Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples 0 0 0 30 0 0 11 166
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 0 0 0 3 3
Infinite sequential games with perfect but incomplete information 0 0 2 16 0 1 15 75
Limits to rational learning 0 0 0 10 1 1 8 73
Measurable Selection for Purely Atomic Games 0 0 0 2 0 0 10 59
On games without approximate equilibria 0 0 0 3 0 2 5 29
On the existence of positive equilibrium profits in competitive screening markets 0 0 0 3 1 1 10 40
Optimal Contract Regulation in Selection Markets 0 0 1 3 3 3 12 15
Projections and functions of Nash equilibria 0 0 0 8 0 0 7 53
Stochastic games with information lag 0 0 0 9 0 0 10 69
Uniformly supported approximate equilibria in families of games 0 0 0 0 0 0 12 15
Total Journal Articles 0 0 3 117 6 13 182 903
1 registered items for which data could not be found


Statistics updated 2026-09-10