Bayesian games: Games with incomplete information

An encyclopedia article on games with incomplete information. Table of contents: 1. Definition of the subject and its importance. 2. Introduction: Modeling incomplete information. 3. Harsanyi’s model: The notion of type. 4. Aumann’s model. 5. Harsanyi’s model and the hierarchies of beliefs. 6. The Universal Belief Space. 7. Belief subspaces. 8. Consistent beliefs and Common prior. 9. Bayesian games and Bayesian equilibrium. 10. Bayesian equilibrium and Correlated equilibrium. 11. Concluding remarks and future directions. 12. Bibliography.