An encyclopedia article on games with incomplete information. Table of contents: 1. Definition of the subject and its importance. 2. Introduction: Modeling incomplete information. 3. Harsanyi’s model: The notion of type. 4. Aumann’s model. 5. Harsanyi’s model and the hierarchies of beliefs. 6. The Universal Belief Space. 7. Belief subspaces. 8. Consistent beliefs and Common prior. 9. Bayesian games and Bayesian equilibrium. 10. Bayesian equilibrium and Correlated equilibrium. 11. Concluding remarks and future directions. 12. Bibliography.
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Paper provided by Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem in its series Discussion Paper Series with number
dp486.
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Aumann, Robert J. & Heifetz, Aviad, 2002.
"Incomplete information,"
Handbook of Game Theory with Economic Applications,
in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 43, pages 1665-1686
Elsevier.
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Other versions:
Aumann, Robert J. & Heifetz, Aviad, 2001.
"Incomplete Information,"
Working Papers
1124, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Mertens, J.-F., 1986.
"Repeated games,"
CORE Discussion Papers
1986024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).