We consider an infinite two-player stochastic zero-sum game with a Borel winning set, in which the opponent's actions are monitored via stochastic private signals. We identify two conditions of the signalling structure: Stochastic Eventual Perfect Monitoring (SEPM) and Weak Stochastic Eventual...

We show that every Bayesian game with purely atomic types has a measurable Bayesian equilibrium when the common knowledge relation is smooth. Conversely, for any common knowledge relation that is not smooth, there exists a type space that yields this common knowledge relation and payoffs such...

We assume a fixed number of symmetric firms, competition in prices, constant returns to scale and frictionless consumer choices. Consumers differ in their preferences and profitability (e.g., due to heterogeneous risk aversion and loss probabilities), which creates adverse selection. Firms can...

The solution concept of a Bayesian equilibrium of a Bayesian game is inherently an interim concept. The corresponding ex ante solution concept has been termed Harsányi equilibrium; examples have appeared in the literature showing that there are Bayesian games with uncountable state spaces that...