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Sequential Equilibria in a Class of Infinite Extensive Form Games

Author

Listed:
  • Michael Greinecker
  • Martin Meier
  • Konrad Podczeck

Abstract

Sequential equilibrium is one of the most fundamental refinements of Nash equilibrium for games in extensive form. However, it is not defined for extensive-form games in which a player can choose among a continuum of actions. We define a class of infinite extensive form games in which information behaves continuously as a function of past actions and define a natural notion of sequential equilibrium for this class. Sequential equilibria exist in this class and refine Nash equilibria. In standard finite extensive-form games, our definition selects the same strategy profiles as the traditional notion of sequential equilibrium.

Suggested Citation

  • Michael Greinecker & Martin Meier & Konrad Podczeck, 2026. "Sequential Equilibria in a Class of Infinite Extensive Form Games," Papers 2604.25784, arXiv.org.
    • Handle: RePEc:arx:papers:2604.25784
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    File URL: http://arxiv.org/pdf/2604.25784
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