Citation:
Simon, Robert Samuel . “Games Of Incomplete Information, Ergodic Theory, And The Measurability Of Bayesian Equilibria”. Discussion Papers 2001. Web.
Abstract:
This paper discusses the difference between Harsanyi and Bayesian equilibria for games of incomplete information played onuncountable belief spaces. A conjecture belonging to ergodic theory is presented. If the conjecture were valid then there would exist a game played on an uncountable belief space with a common prior for which there are Bayesian equilibria but no Harsanyi equilibrium.