We establish the existence of sequential equilibria in general menu games, known to be suffcient to analyze common agency problems. In particular, we show that our result solves some unpleasant features of early approaches

We show that a distribution of a game with a continuum of players is an equilibrium distribution if and only if there exists a sequence of symmetric approximate equilibrium distributions of games with finite support that converges to it. Thus, although not all games have symmetric equilibrium...