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....