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Session 5: Dynamic Games, Contracts, and Markets

August 8-10, 2016
Deadline for Applications: 
April 18th

Organized by:

  • Simon Board, University of California, Los Angeles
  • Alessandro Bonatti, Massachusetts Institute of Technology
  • Brett Green, University of California, Berkeley
  • Marina Halac, Columbia University
  • Andrzej Skrzypacz, Stanford Graduate School of Business
  • Takuo Sugaya, Stanford Graduate School of Business

The idea of this session is to bring together microeconomic theorists working on dynamic games and contracts with more applied theorists working in macro, finance, organizational economics, and other fields. First, this is a venue to discuss the latest questions and techniques facing researchers working in dynamic games and contracts. Second, we wish to foster interdisciplinary discussion between scholars working on parallel topics in different disciplines, in particular, helping raise awareness among theorists of the open questions in other fields. We’re aiming for a roughly even split between micro theory papers and papers from other areas such as economics finance, operations research, political economy, and related fields. Specific topics likely to be covered include repeated and stochastic games, dynamic optimal contracts, dynamic market pricing, reputation, search, and learning and experimentation.