Infinite sequential games with perfect but incomplete information. - Itai Arieli; Yehuda Levy (Int. J. Game Theory, 2011)

Stochastic games with information lag. - Yehuda Levy (Games Econ. Behav., 2012)

Continuous-Time Stochastic Games of Fixed Duration. - Yehuda Levy (Dyn. Games Appl., 2013)

A Cantor Set of Games with No Shift-Homogeneous Equilibrium Selection. - Yehuda Levy (Math. Oper. Res., 2013)

Determinacy of games with Stochastic Eventual Perfect Monitoring. - Itai Arieli; Yehuda John Levy (Games Econ. Behav., 2015)

Limits to rational learning. - Yehuda John Levy (J. Econ. Theory, 2015)

Projections and functions of Nash equilibria. - Yehuda John Levy (Int. J. Game Theory, 2016)

On the existence of positive equilibrium profits in competitive screening markets. - Yehuda John Levy; Andre Veiga (Games Econ. Behav., 2020)

On games without approximate equilibria. - Yehuda John Levy (Int. J. Game Theory, 2020)

An Update on Continuous-Time Stochastic Games of Fixed Duration. - Yehuda John Levy (Dyn. Games Appl., 2021)

Competitive insurance markets with unbounded cost. - Yehuda John Levy; Andre Veiga (J. Econ. Theory, 2021)

Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy. - Ziv Hellman; Yehuda John Levy (Math. Oper. Res., 2022)

Dense Orbits of the Bayesian Updating Group Action. - Ziv Hellman; Yehuda John Levy (Math. Oper. Res., 2022)