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Number Authour(s) Titlesort ascending Date Published in Abstract Paper
612 Yehuda (John) Levy A Discounted Stochastic Game with No Stationary Equilibria: The Case of Absolutely Continuous Transitions (06/2012)

We present a discounted stochastic game with a continuum of states, finitely many players and...

686 Yonatan Aumann A conceptual foundation for the theory of risk aversion (06/2015)

Classically, risk aversion is equated with concavity of the utility function. In this work we...

(03/2012)

function of each player is bounded and continuous. We prove that in this class of games the...

(03/2012)

first uncountable ordinal, and that this bound is tight. Also, we examine the connection between...

(03/2012)

finite set of contracts. A solution concept - agreement - generalizes the notion of a stable...

(03/2012)

c model depends on (i) The way that experts' reputation affectscustomers' preferences, (ii) How...

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