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Yuliy Sannikov

Winner of the 2016 Clark Medal

Bibliographic Data

ID14855707
AuthorsSusan Athey (0000-0001-6934-562X, Susan Athey is Economics of Technology Professor, Stanford Graduate School of Business, Stanford, California.), Andrzej Skrzypacz (Andrzej Skrzypacz is the Theodore J. Kreps Professor of Economics, Stanford Graduate School of Business, Stanford, California.)
Year2017
Volume31
Issue2
Pages237-256
Publication date2017-05-01
Open AccessYes
TypeARTICLE
VenueThe Journal of Economic Perspectives (JOURNAL)
Journal identifiersISSN: 0895-3309 • E-ISSN: 1944-7965
PublisherAmerican Economic Association (PUBLISHER • US)
DOI10.1257/jep.31.2.237
OpenAlexW2610278805
LanguageEN
References cited16

Yuliy Sannikov is an extraordinary theorist who has developed methods that offer new insights in analyzing problems that had seemed well-studied and familiar: for example, decisions that might bring about cooperation and/or defection in a repeated-play prisoner's dilemma game, or that affect the balance of incentives and opportunism in a principal–agent relationship. His work has broken new ground in methodology, often through the application of stochastic calculus methods. The stochastic element means that his work naturally captures situations in which there is a random chance that monitoring, communication, or signaling between players is imperfect. Using calculus in the context of continuous-time games allows him to overcome tractability problems that had long hindered research in a number of areas. He has substantially altered the toolbox available for studying dynamic games. This essay offers an overview of Sannikov's research in several areas

Computer security · Dilemma · Economics · Epistemology · Imperfect · Incentive · Mathematical economics · Medal · Microeconomics · Operations research · Opportunism · Toolbox · Computer Science · Experimental Behavioral Economics Studies · Game Theory and Applications · Game Theory and Voting Systems · Mathematics

  • Theory of Rational Option Pricing

    Robert C Merton•The Bell Journal of Economics and…•1973

  • Noncooperative Collusion under Imperfect Price Information

    Edward J Green, Robert H Porter•Econometrica•1984

  • Aggregation and Linearity in the Provision of Intertemporal Incentives

    Bengt Holmström, Paul Milgrom•Econometrica•1987

  • The Pricing of Options and Corporate Liabilities

    Fischer Black, Myron S Scholes et al.•Journal of Political Economy•1973

Highly citedNo

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