In a game with incomplete information players receive stochastic signals about the state of nature. The distribution of the signals given the state of nature is determined by the information structure. Different information structures may induce different equilibria.

We examine repeated games with incomplete information where the type spaces of the players may be large. It is shown that if the belief of each player, regarding future play of the game, accommodates the true play then a Nash equilibrium of the incomplete information game will evolve, with time,...