Scholars /
Yuliy Sannikov
Jack Steele Parker Professor of Economics, Stanford Graduate School of Business
Yuliy Sannikov is a theorist who has developed new methods for analyzing continuous time dynamic games using stochastic calculus methods. His work has broken new ground in methodology, and has had a significant influence on applied theory. He has employed such methods to study the design of securities, contract theory, macroeconomics with financial frictions, market microstructure, and collusion. His dissertation, “Games with Imperfectly Observable Actions in Continuous Time,” published in Econometrica in 2007 introducing tools for analyzing repeated games....