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: 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2017 | 2016 | 2015 | 2013 | 2012 | 2011
Number of items: 23.

2025

Levy, Y. J. (2025) Independence of existence of measurable equilibrium selections. Israel Journal of Mathematics, (Accepted for Publication)

2024

Levy, Y. J. (2024) Bayesian equilibrium: from local to global. Journal of Mathematical Economics, 113, 103012. (doi: 10.1016/j.jmateco.2024.103012)

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

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 Feb 22 08:43:59 2025 GMT.
Jump to: Articles | Book Sections
Number of items: 23.

Articles

Levy, Y. J. (2025) Independence of existence of measurable equilibrium selections. Israel Journal of Mathematics, (Accepted for Publication)

Levy, Y. J. (2024) Bayesian equilibrium: from local to global. Journal of Mathematical Economics, 113, 103012. (doi: 10.1016/j.jmateco.2024.103012)

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

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 Feb 22 08:43:59 2025 GMT.

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