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 1 4 13 99
A Discounted Stochastic Game with No Stationary Equilibria: The Case of Absolutely Continuous Transitions 0 0 0 32 1 4 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 1 37 0 0 10 79
Continuous-Time Stochastic Games of Fixed Duration 0 0 0 49 0 2 7 76
Corrigendum to: “Discounted Stochastic Games with No Stationary Nash Equilibrium: Two Examples 0 0 0 32 0 2 7 49
Dense Orbits of the Bayesian Updating Group Action 0 0 0 9 0 0 9 33
Determinacy of Games with Stochastic Eventual Perfect Monitoring 0 0 0 23 0 3 10 41
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 25 1 3 14 93
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 2 12 0 3 17 37
Existence of SPE in Discounted Stochastic Games; Revisited and Simplified 0 0 3 61 1 3 11 97
Infinite Sequential Games with Perfect but Incomplete Information 0 0 0 49 0 4 14 167
Limits to Rational Learning 0 0 0 61 1 1 10 62
On the Existence of Positive Equilibrium Profits in Competitive Screening Markets 0 0 0 18 0 2 12 47
Stochastic Games with Information Lag 0 0 0 28 0 5 14 115
Total Working Papers 0 0 6 511 5 36 164 1,216
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 2 5 13
Bayesian equilibrium: From local to global 0 0 0 0 0 5 12 14
Bayesian games with a continuum of states 0 0 0 15 0 2 11 77
Bayesian games with nested information 0 0 0 0 0 2 13 13
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 2 9 60
Corrigendum to “Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples” 0 0 0 3 0 1 9 57
Dense Orbits of the Bayesian Updating Group Action 0 0 0 0 0 0 10 11
Determinacy of games with Stochastic Eventual Perfect Monitoring 0 0 0 3 0 3 6 42
Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples 0 0 0 30 0 2 12 166
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 0 0 2 3 3
Infinite sequential games with perfect but incomplete information 0 1 2 16 0 6 15 74
Limits to rational learning 0 0 0 10 0 0 8 72
Measurable Selection for Purely Atomic Games 0 0 0 2 0 1 11 59
On games without approximate equilibria 0 0 0 3 0 1 4 27
On the existence of positive equilibrium profits in competitive screening markets 0 0 0 3 0 2 9 39
Optimal Contract Regulation in Selection Markets 0 0 3 3 0 0 11 12
Projections and functions of Nash equilibria 0 0 0 8 0 0 8 53
Stochastic games with information lag 0 0 0 9 0 3 11 69
Uniformly supported approximate equilibria in families of games 0 0 0 0 0 3 12 15
Total Journal Articles 0 1 5 117 0 37 182 890
1 registered items for which data could not be found


Statistics updated 2026-07-10