We define a new concept of constrained strategic equilibrium (CSE) for Bayesian games. We show that a sequence of CSEs approximates an equilibrium under standard conditions. We also provide an algorithm to implement the CSE approximation method numerically in a broad class of Bayesian games,...

This paper discusses computational issues raised by a generic solution and estimation methodology applicable to a broad range of empirical game theoretic models with incomplete information. By combining the use of Monte Carlo simulation techniques with that of smooth kernel estimation of...