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Number Authour(s) Title Date Published insort descending Abstract Paper
2 Sergiu Hart & Andreu Mas-Colell Egalitarian Solutions of Large Games: II. The Asymptotic Approach (01/1992) Mathematics of Operations Research 20 (1995), 1003-1022

This is the second of two papers developing the theory of Egalitarian solutions for games in...

542 Omer Lev A Two-Dimensional Problem of Revenue Maximization (04/2010)

We consider the problem of finding the mechanism that maximizes the revenue of a seller of...

257 Shlomit Hon-Snir Utility Equivalence in Auctions (07/2001)

Auctions are considered with a (non-symmetric) independent-private-value model of valuations. It...

135 David Assaf & Ester Samuel-Cahn Optimal Multivariate Stopping Rules (03/1997) Journal of Applied Probability 35 (1998), 693-706

For fixed i let X(i)=(X1(i),...,Xd(i) be a d-dimensional random vector with some known joint...

339 Osnat Yaniv and Uzi Motro ESS in Symmetric Animal Conflicts with Time Dependent Strategy Sets (10/2003)

Animal conflicts are often characterized by time dependent strategy sets. This paper considers...

220 Oscar Volij In Defense of DEFECT (05/2000) Games and Economic Behavior 39 (2000), 309-321.

The one-state machine that always defects is the only evolutionarily stable strategy in the...

50 Nir Dagan On the Least Sacrifice Principle in Taxation (06/1994)

Utilitarian philosophers and economists recommended that when applying taxation programs,...

422 Ilan Yaniv The Benefit of Additional Opinions (05/2006) Current Directions in Psychological Science 13 (2004), 75-78

In daily decision making, people often solicit one another's opinions in the hope of improving...

307 Osnat Yaniv & Uzi Motro The Parental Investment Conflict in Continuous Time: St. Peter’s Fish as an Example (12/2002)

The parental investment conflict considers the question of how much each sex should invest in...

510 Abraham Neyman The Maximal Variation of Martingales of Probabilities and Repeated Games with Incomplete Information (04/2009)

The variation of a martingale m[k] of k+1 probability measures p(0),...,p(k) on a finite (or...

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