Abstract

An equilibrium existence result for games with incomplete information and indeterminate outcomes is presented. It partially extends a recent equilibrium existence result of Jackson, Simon, Swinkels and Zame to a situation with abstract type spaces (i.e., measure theoretical rather than topological). Just as the result of Jackson et al. [Econometrica 70 (2002a) 1711; Econometrica (2002b) submitted for publication], this extension includes the existence result of Simon and Zame [Econometrica 58 (1990) 861] for games with endogenous sharing. However, our result also generalizes a well-known result of Milgrom and Weber [Math. Oper. Res. 10 (1985) 619] on the existence of Bayesian–Nash equilibria and its extension to abstract type spaces, as given by Balder [Math. Oper. Res. 13 (1988) 265].

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