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 2 3 4 90
A Discounted Stochastic Game with No Stationary Equilibria: The Case of Absolutely Continuous Transitions 0 0 1 32 1 3 5 102
A Discounted Stochastic Game with No Stationary Nash Equilibrium 0 0 0 48 1 1 1 107
Bayesian Games With a Continuum of States 0 0 1 37 0 1 4 73
Continuous-Time Stochastic Games of Fixed Duration 0 0 0 49 1 2 4 72
Corrigendum to: “Discounted Stochastic Games with No Stationary Nash Equilibrium: Two Examples 0 0 0 32 0 2 3 45
Dense Orbits of the Bayesian Updating Group Action 0 0 0 9 3 6 7 31
Determinacy of Games with Stochastic Eventual Perfect Monitoring 0 0 0 23 2 3 3 34
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 25 1 3 4 82
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 1 11 1 1 4 23
Existence of SPE in Discounted Stochastic Games; Revisited and Simplified 1 2 3 61 2 5 6 92
Infinite Sequential Games with Perfect but Incomplete Information 0 0 0 49 2 5 7 160
Limits to Rational Learning 0 0 0 61 3 5 6 58
On the Existence of Positive Equilibrium Profits in Competitive Screening Markets 0 0 0 18 4 5 5 40
Stochastic Games with Information Lag 0 0 0 28 2 3 3 104
Total Working Papers 1 2 6 510 25 48 66 1,113
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 1 1 4 10
Bayesian equilibrium: From local to global 0 0 0 0 0 5 7 8
Bayesian games with a continuum of states 0 0 0 15 1 3 6 70
Bayesian games with nested information 0 0 0 0 2 5 5 5
Competitive insurance markets with unbounded cost 0 0 0 3 0 1 4 12
Continuous-Time Stochastic Games of Fixed Duration 0 0 0 8 1 2 4 54
Corrigendum to “Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples” 0 0 0 3 2 4 5 53
Dense Orbits of the Bayesian Updating Group Action 0 0 0 0 2 2 2 3
Determinacy of games with Stochastic Eventual Perfect Monitoring 0 0 0 3 0 0 1 37
Discounted Stochastic Games With No Stationary Nash Equilibrium: Two Examples 0 0 0 30 3 6 9 161
Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy 0 0 0 0 0 0 0 0
Infinite sequential games with perfect but incomplete information 0 0 0 14 0 2 6 62
Limits to rational learning 0 0 0 10 1 1 2 66
Measurable Selection for Purely Atomic Games 0 0 0 2 1 4 5 53
On games without approximate equilibria 0 0 0 3 0 0 1 24
On the existence of positive equilibrium profits in competitive screening markets 0 0 0 3 0 2 4 32
Optimal Contract Regulation in Selection Markets 0 1 3 3 2 4 7 7
Projections and functions of Nash equilibria 0 0 0 8 3 4 5 50
Stochastic games with information lag 0 0 0 9 1 1 4 61
Uniformly supported approximate equilibria in families of games 0 0 0 0 0 2 3 5
Total Journal Articles 0 1 3 115 20 49 84 773
1 registered items for which data could not be found


Statistics updated 2026-01-09