Dr John Levy

  • Senior Lecturer in Economics (Economics)

telephone: 0141 330 2732
email: John.Levy@glasgow.ac.uk

Adam Smith Business School, Room 618, 2 Discovery Place, Glasgow, G11 6EY

Import to contacts

ORCID iDhttps://orcid.org/0000-0002-1101-4235

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.

Publications

List by: Type | Date

Jump to: 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2017 | 2016 | 2015 | 2013 | 2012 | 2011
Number of items: 23.

2024

Levy, Y. J. and Veiga, A. (2024) Optimal contract regulation in selection markets. American Economic Journal: Microeconomics, (Accepted for Publication)

Levy, J. (2024) Bayesian equilibrium: from local to global. Journal of Mathematical Economics, (Accepted for Publication)

2023

Levy, Y. J. (2023) Slicing the Nash equilibrium manifold. Journal of Fixed Point Theory and Applications, 25(4), 85. (doi: 10.1007/s11784-023-01088-2)

Levy, Y. J. (2023) Independence of existence of measurable equilibrium selections. Israel Journal of Mathematics, (Accepted for Publication)

2022

Hellman, Z. and Levy, Y. J. (2022) Dense orbits of the Bayesian updating group action. Mathematics of Operations Research, 47(1), pp. 384-396. (doi: 10.1287/moor.2021.1134)

Hellman, Z. and Levy, Y. J. (2022) Equilibria existence in Bayesian games: climbing the countable Borel equivalence relation hierarchy. Mathematics of Operations Research, 47(1), pp. 367-383. (doi: 10.1287/moor.2021.1135)

Levy, Y. J. (2022) Uniformly supported approximate equilibria in families of games. Journal of Mathematical Economics, 98, 102571. (doi: 10.1016/j.jmateco.2021.102571)

2021

Levy, Y. J. (2021) An update on continuous-time stochastic games of fixed duration. Dynamic Games and Applications, 11(2), pp. 418-432. (doi: 10.1007/s13235-020-00361-0)

Levy, Y. J. and Veiga, A. (2021) Competitive insurance markets with unbounded cost. Journal of Economic Theory, 192, 105198. (doi: 10.1016/j.jet.2021.105198)

2020

Levy, Y. J. (2020) On games without approximate equilibria. International Journal of Game Theory, 49(4), pp. 1125-1128. (doi: 10.1007/s00182-020-00734-0)

Levy, Y. J. and Veiga, A. (2020) On the existence of positive equilibrium profits in competitive screening markets. Games and Economic Behavior, 124, pp. 140-168. (doi: 10.1016/j.geb.2020.07.016)

Levy, Y. J. and Solan, E. (2020) Stochastic games. In: Sotomayor, M., Pérez-Castrillo, D. and Castiglione, F. (eds.) Complex Social and Behavioral Systems. Series: Encyclopedia of complexity and systems science series. Springer: New York, NY, pp. 229-250. ISBN 9781071603673 (doi: 10.1007/978-1-0716-0368-0_522)

2019

Hellman, Z. and Levy, Y. J. (2019) Measurable selection for purely atomic games. Econometrica, 87(2), pp. 593-629. (doi: 10.3982/ecta15479)

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 Sat Oct 5 20:22:41 2024 BST.
Jump to: Articles | Book Sections
Number of items: 23.

Articles

Levy, Y. J. and Veiga, A. (2024) Optimal contract regulation in selection markets. American Economic Journal: Microeconomics, (Accepted for Publication)

Levy, J. (2024) Bayesian equilibrium: from local to global. Journal of Mathematical Economics, (Accepted for Publication)

Levy, Y. J. (2023) Slicing the Nash equilibrium manifold. Journal of Fixed Point Theory and Applications, 25(4), 85. (doi: 10.1007/s11784-023-01088-2)

Levy, Y. J. (2023) Independence of existence of measurable equilibrium selections. Israel Journal of Mathematics, (Accepted for Publication)

Hellman, Z. and Levy, Y. J. (2022) Dense orbits of the Bayesian updating group action. Mathematics of Operations Research, 47(1), pp. 384-396. (doi: 10.1287/moor.2021.1134)

Hellman, Z. and Levy, Y. J. (2022) Equilibria existence in Bayesian games: climbing the countable Borel equivalence relation hierarchy. Mathematics of Operations Research, 47(1), pp. 367-383. (doi: 10.1287/moor.2021.1135)

Levy, Y. J. (2022) Uniformly supported approximate equilibria in families of games. Journal of Mathematical Economics, 98, 102571. (doi: 10.1016/j.jmateco.2021.102571)

Levy, Y. J. (2021) An update on continuous-time stochastic games of fixed duration. Dynamic Games and Applications, 11(2), pp. 418-432. (doi: 10.1007/s13235-020-00361-0)

Levy, Y. J. and Veiga, A. (2021) Competitive insurance markets with unbounded cost. Journal of Economic Theory, 192, 105198. (doi: 10.1016/j.jet.2021.105198)

Levy, Y. J. (2020) On games without approximate equilibria. International Journal of Game Theory, 49(4), pp. 1125-1128. (doi: 10.1007/s00182-020-00734-0)

Levy, Y. J. and Veiga, A. (2020) On the existence of positive equilibrium profits in competitive screening markets. Games and Economic Behavior, 124, pp. 140-168. (doi: 10.1016/j.geb.2020.07.016)

Hellman, Z. and Levy, Y. J. (2019) Measurable selection for purely atomic games. Econometrica, 87(2), pp. 593-629. (doi: 10.3982/ecta15479)

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)

Book Sections

Levy, Y. J. and Solan, E. (2020) Stochastic games. In: Sotomayor, M., Pérez-Castrillo, D. and Castiglione, F. (eds.) Complex Social and Behavioral Systems. Series: Encyclopedia of complexity and systems science series. Springer: New York, NY, pp. 229-250. ISBN 9781071603673 (doi: 10.1007/978-1-0716-0368-0_522)

This list was generated on Sat Oct 5 20:22:41 2024 BST.

Supervision

John is interested in supervising projects examining:

  • Equilibria in static games, repeated games, incomplete information games, 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.

Current doctoral supervision

Teaching

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

Additional information

Personal website: Yehuda "John" Levy


Dr John Levy, Lecturer in Behavioural and Experimental Economics