We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where myopically selfish players appear sequentially and act once...

This paper generalizes the concept of Bayes' correlated equilibrium Bergemann and Morris (2016) to multistage games. We apply our characterization results to a number of illustrative examples and applications.