Citation:
Simon, R. S. . (2001). Games of Incomplete Information, Ergodic Theory, and the Measurability of Bayesian Equilibria. Discussion Papers. presented at the 6. Retrieved from /files/dp254.pdf
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.