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Bayesian games with nested information

2024/02/22 by Jacobovic, Royi, Levy, John Yehuda, Solan, Eilon
#91A05 #91A06 #91A10 #91A27 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2402.14450

Abstract

A Bayesian game is said to have nested information if the players are ordered, and each player knows the types of all players that follow her in that order. We prove that all multiplayer Bayesian games with finite actions spaces, bounded payoffs,Polish type spaces, and nested information admit a Bayesian equilibrium.

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