default search action
Games and Economic Behavior, Volume 71
Volume 71, Number 1, January 2011
- Avinash Dixit, Ehud Kalai, Stephen Morris:
Editorial: A special issue dedicated to John Nash. 1 - Ken Binmore:
Commentary: Nash's work in economics. 2-5 - Sergiu Hart:
Commentary: Nash equilibrium and dynamics. 6-8 - Eric Maskin:
Commentary: Nash equilibrium and mechanism design. 9-11 - H. Peyton Young:
Commentary: John Nash and evolutionary game theory. 12-13
- Nejat Anbarci, John H. Boyd III:
Nash demand game and the Kalai-Smorodinsky solution. 14-22 - Oriol Carbonell-Nicolau:
On the existence of pure-strategy perfect equilibrium in discontinuous games. 23-48 - Eva Cárceles-Poveda, Yair Tauman:
A strategic analysis of the war against transnational terrorism. 49-65 - Juan D. Carrillo, Thomas R. Palfrey:
No trade. 66-87 - Kfir Eliaz, Ariel Rubinstein:
Edgar Allan Poe's riddle: Framing effects in repeated matching pennies games. 88-99 - Drew Fudenberg, Satoru Takahashi:
Heterogeneous beliefs and local information in stochastic fictitious play. 100-120 - Sergei Izmalkov, Matt Lepinski, Silvio Micali:
Perfect implementation. 121-140 - Albert Xin Jiang, Kevin Leyton-Brown, Navin A. R. Bhat:
Action-Graph Games. 141-173 - George J. Mailath, Wojciech Olszewski:
Folk theorems with bounded recall under (almost) perfect monitoring. 174-192 - Samuel Rota Bulò, Immanuel M. Bomze:
Infection and immunization: A new class of evolutionary game dynamics. 193-211 - Armin Schmutzler:
A unified approach to comparative statics puzzles in experiments. 212-223 - Gábor Virág:
High profit equilibria in directed search models. 224-234
Volume 71, Number 2, March 2011
- Elie Appelbaum:
Union-firm bargaining: Order of play and efficiency. 235-245 - Sophie Bade:
Ambiguous act equilibria. 246-260 - Dirk Bergemann, Stephen Morris:
Robust implementation in general mechanisms. 261-281 - Alessandra Cassar, Mary L. Rigdon:
Trust and trustworthiness in networked exchange. 282-303 - Chih Chang, Ying-Chih Tseng:
On the coincidence property. 304-314 - Steve Chien, Alistair Sinclair:
Convergence to approximate Nash equilibria in congestion games. 315-327 - Robin P. Cubitt, Robert Sugden:
The reasoning-based expected utility procedure. 328-338 - Ángel Hernando-Veciana, Michael Tröge:
The insider's curse. 339-350 - Steffen Huck, Philippe Jehiel, Tom Rutter:
Feedback spillover and analogy-based expectations: A multi-game experiment. 351-365 - Asen Ivanov:
Attitudes to ambiguity in one-shot normal-form games: An experimental study. 366-394 - Maria Montero, Juan J. Vidal-Puga:
Demand bargaining and proportional payoffs in majority games. 395-408 - Itai Sher:
Credibility and determinism in a game of persuasion. 409-419 - Marco Slikker, Henk Norde:
The monoclus of a coalitional game. 420-435 - Noah D. Stein, Pablo A. Parrilo, Asuman E. Ozdaglar:
Correlated equilibria in continuous games: Characterization and computation. 436-455 - Kan Takeuchi:
Non-parametric test of time consistency: Present bias and future bias. 456-478 - Pingzhong Tang, Fangzhen Lin:
Two equivalence results for two-person strict games. 479-486 - Mark Walker, John Wooders, Rabah Amir:
Equilibrium play in matches: Binary Markov games. 487-502
- Ran Eilat, Ady Pauzner:
Optimal bilateral trade of multiple objects. 503-512 - Yusuke Kamishiro:
Informational size and the incentive compatible coarse core in quasilinear economies. 513-520 - Yoav Kerner:
Equilibrium joining probabilities for an M/G/1 queue. 521-526 - Ludovic Renou, Karl H. Schlag:
Implementation in minimax regret equilibrium. 527-533
- Mark Voorneveld:
Julio González-Díaz, Ignacio García-Jurado, M. Gloria Fiestras-Janeiro, , An Introductory Course on Mathematical Game Theory Graduate Studies in Mathematics volume 115 (2010) American Mathematical Society 978-0-8218-5151-7 xiii+324 pages. 534-538
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.