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Number Authour(s) Title Date Published insort descending Abstract Paper
(03/2012)

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

371 Sergiu Hart and Andreu Mas-Colell Stochastic Uncoupled Dynamics and Nash Equilibrium (09/2004) Games and Economic Behavior 57 (2006), 286-303

In this paper we consider dynamic processes, in repeated games, that are subject to the natural...

86 Abraham Neyman & Sylvain Sorin Equilibria in Repeated Games of Incomplete Information: The General Symmetric Case (11/1995) International Journal of Game Theory 27 (1998), 201-210.

Every two person repeated game of symmetric incomplete information in which the signals sent at...

579 Ron Peretz Correlation through Bounded Recall Strategies (07/2011)

Two agents independently choose mixed m-recall strategies that take actions in finite action...

460 Zur Shapira and Itzhak Venezia On the Preference for Full-Coverage Policies: Why do People buy too much Insurance? (08/2007) Journal of Economic Psychology 29 (2008), 747-761

One of the most intriguing questions in insurance is the preference of consumers for low or zero...

172 Shirrinka Goubitz, Tamar Keasar & Avi Shmida Age-Related Flower Sampling in Bumblebees: A Survey of Unsuccessful Foragers (05/1998) Entomologia Generalis 29 (2007), 201-211

Naive bumble bees (Bombus terrestris) that did not learn to handle artificial flowers were...

48 Dieter Balkenborg & Eyal Winter A Necessary and Sufficient Epistemic Condition for Playing Backward Induction (06/1994) Journal of Mathematical Economics 27 (1997), 325-345

In an epistemic framework due to Aumann we characterize the minimal condition on the rationality...

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...

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