Skip to content Skip to navigation

Session 6: Dynamic Games, Contracts and Markets

August 3-5, 2020
Organized by: 

Simon Board (University of California, Los Angeles), Laura Doval (California Institute of Technology), Annie Liang (University of Pennsylvania), Andrzej Skrzypacz (Stanford GSB), Takuo Sugaya (Stanford GSB) and Caroline Thomas (University of Texas at Austin)

Deadline for Applications: 
April 15, 2020 11:59 pm PST

This session brings 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.

This is a continuation of successful SITE sessions in 2015, 2016, 2017, 2018 and 2019. Last year, we attracted people from economics, finance, operations research, political economy, and other related fields, ranging from PhD students to senior professors. We hope to have a similar number of attendees this year as in the past. Specific topics likely to be covered include repeated and stochastic games, dynamic optimal contracts, dynamic market pricing, reputation, search, and learning and experimentation.

In this Session

List of papers for this session will be posted soon.