Dr John Levy

  • Lecturer in Behavioural and Experimental Economics (Economics)

Biography

  • 2013: PhD, Hebrew University of Jerusalem, Israel
  • 2013 - 06: Postdoctoral Fellow at Nuffield College and Department of Economics, University of Oxford, Oxford, UK
  • 2016 - Present: Lecturer, Adam Smith Business School, University of Glasgow, Glasgow, UK

Research interests

John is a member of the Microeconomics research cluster.

Areas of expertise:

  • Equilibria in static, repeated, and continuous-time games.
  • Learning in repeated interactions, with complete or incomplete information.
  • Information economics and competitive equilibrium.
  • Various topics in mathematical economics, game theory, microeconomic theory, real analysis and others.

Supervision

Current students

Rohan Chowdhury
Co-supervisor: Prof Ann Bogomolnaia

Laura Comincini
Co-supervisors: Prof Richard Dennis and Dr Ioana R Moldovan


Teaching

  • Game theory, mathematical economics, microeconomic theory;
  • Probability, real analysis, functional analysis.

Additional information

Personal website: Yehuda "John" Levy


Publications

List by: Type | Date

Jump to: 2017 | 2016 | 2015 | 2013 | 2012 | 2011
Number of items: 10.

2017

Hellman, Z. and Levy, Y. J. (2017) Bayesian games with a continuum of states. Theoretical Economics, 12(3), pp. 1089-1120. (doi:10.3982/TE1544)

2016

Levy, Y. J. (2016) Projections and functions of Nash equilibria. International Journal of Game Theory, 45(1-2), pp. 435-459. (doi:10.1007/s00182-015-0517-3)

2015

Levy, Y. J. (2015) Limits to rational learning. Journal of Economic Theory, 160, pp. 1-23. (doi:10.1016/j.jet.2015.08.001)

Levy, Y. J. and McLennan, A. (2015) Corrigendum to “Discounted stochastic games With no stationary Nash equilibrium: two examples”. Econometrica, 83(3), pp. 1237-1252. (doi:10.3982/ECTA12183)

Arieli, I. and Levy, Y. J. (2015) Determinacy of games with Stochastic Eventual Perfect Monitoring. Games and Economic Behavior, 91, pp. 166-185. (doi:10.1016/j.geb.2015.04.003)

2013

Levy, Y. (2013) Discounted stochastic games with no stationary Nash equilibrium: two examples. Econometrica, 81(5), pp. 1973-2007. (doi:10.3982/ECTA10530)

Levy, Y. (2013) A cantor set of games with no shift-homogeneous equilibrium selection. Mathematics of Operations Research, 38(3), pp. 492-503. (doi:10.1287/moor.1120.0573)

Levy, Y. (2013) Continuous-time stochastic games of fixed duration. Dynamic Games and Applications, 3(2), pp. 279-312. (doi:10.1007/s13235-012-0067-2)

2012

Levy, Y. (2012) Stochastic games with information lag. Games and Economic Behavior, 74(1), pp. 243-256. (doi:10.1016/j.geb.2011.05.011)

2011

Arieli, I. and Levy, Y. (2011) Infinite sequential games with perfect but incomplete information. International Journal of Game Theory, 40(2), pp. 207-213. (doi:10.1007/s00182-010-0234-x)

This list was generated on Wed May 22 01:31:08 2019 BST.
Jump to: Articles
Number of items: 10.

Articles

Hellman, Z. and Levy, Y. J. (2017) Bayesian games with a continuum of states. Theoretical Economics, 12(3), pp. 1089-1120. (doi:10.3982/TE1544)

Levy, Y. J. (2016) Projections and functions of Nash equilibria. International Journal of Game Theory, 45(1-2), pp. 435-459. (doi:10.1007/s00182-015-0517-3)

Levy, Y. J. (2015) Limits to rational learning. Journal of Economic Theory, 160, pp. 1-23. (doi:10.1016/j.jet.2015.08.001)

Levy, Y. J. and McLennan, A. (2015) Corrigendum to “Discounted stochastic games With no stationary Nash equilibrium: two examples”. Econometrica, 83(3), pp. 1237-1252. (doi:10.3982/ECTA12183)

Arieli, I. and Levy, Y. J. (2015) Determinacy of games with Stochastic Eventual Perfect Monitoring. Games and Economic Behavior, 91, pp. 166-185. (doi:10.1016/j.geb.2015.04.003)

Levy, Y. (2013) Discounted stochastic games with no stationary Nash equilibrium: two examples. Econometrica, 81(5), pp. 1973-2007. (doi:10.3982/ECTA10530)

Levy, Y. (2013) A cantor set of games with no shift-homogeneous equilibrium selection. Mathematics of Operations Research, 38(3), pp. 492-503. (doi:10.1287/moor.1120.0573)

Levy, Y. (2013) Continuous-time stochastic games of fixed duration. Dynamic Games and Applications, 3(2), pp. 279-312. (doi:10.1007/s13235-012-0067-2)

Levy, Y. (2012) Stochastic games with information lag. Games and Economic Behavior, 74(1), pp. 243-256. (doi:10.1016/j.geb.2011.05.011)

Arieli, I. and Levy, Y. (2011) Infinite sequential games with perfect but incomplete information. International Journal of Game Theory, 40(2), pp. 207-213. (doi:10.1007/s00182-010-0234-x)

This list was generated on Wed May 22 01:31:08 2019 BST.