Existence of Bayesian Equilibria in Incomplete Information Games without Common Priors
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866911295718031360 |
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| author | Kojevnikov, Denis Song, Kyungchul |
| author_facet | Kojevnikov, Denis Song, Kyungchul |
| contents | This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely continuous information in Milgrom and Weber (1985), and prove that Bayesian equilibria exist under broad conditions. Examples illustrate practical applications of our findings. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_16240 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Existence of Bayesian Equilibria in Incomplete Information Games without Common Priors Kojevnikov, Denis Song, Kyungchul Theoretical Economics 91A27, 91A35 This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely continuous information in Milgrom and Weber (1985), and prove that Bayesian equilibria exist under broad conditions. Examples illustrate practical applications of our findings. |
| title | Existence of Bayesian Equilibria in Incomplete Information Games without Common Priors |
| topic | Theoretical Economics 91A27, 91A35 |
| url | https://arxiv.org/abs/2504.16240 |