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Determinacy of games with Stochastic Eventual Perfect Monitoring
Arieli, Itai; Levy, Yehuda John - In: Games and economic behavior 91 (2015), pp. 166-185
Persistent link: https://www.econbiz.de/10011385770
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Stochastic games with information lag
Levy, Yehuda John - In: Games and economic behavior 74 (2012) 1, pp. 243-256
Persistent link: https://www.econbiz.de/10009511706
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Discounted stochastic games with no stationary Nash equilibrium : two examples
Levy, Yehuda John - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 5, pp. 1973-2007
Persistent link: https://www.econbiz.de/10010232705
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Continuous-time stochastic games of fixed duration
Levy, Yehuda John - In: Dynamic games and applications : DGA 3 (2013) 2, pp. 279-312
Persistent link: https://www.econbiz.de/10010188171
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Existence of SPE in discounted stochastic games : revisited and simplified
Levy, Yehuda John - 2015
Persistent link: https://www.econbiz.de/10010532564
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An update on continuous-time stochastic games of fixed duration
Levy, Yehuda John - In: Dynamic games and applications : DGA 11 (2021) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10012584574
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A discounted stochastic game with no stationary Nash equilibrium
Levy, Yehuda John - 2012
Persistent link: https://www.econbiz.de/10009492351
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A discounted stochastic game with no stationary equilibria : the case of absolutely continuous transitions
Levy, Yehuda John - 2012
Persistent link: https://www.econbiz.de/10009618125
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Continuous-time stochastic games of fixed duration
Levy, Yehuda John - 2012
Persistent link: https://www.econbiz.de/10009658828
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Corrigendum to: “discounted stochastic games with no stationary Nash Equilibrium : two examples”
Levy, Yehuda John; McLennan, Andrew - 2014
Persistent link: https://www.econbiz.de/10010409775