On the diffuseness of incomplete information game
arXiv:1307.5271 · doi:10.1016/j.jmateco.2014.01.004
Abstract
We introduce the "relative diffuseness" assumption to characterize the differences between payoff-relevant and strategy-relevant diffuseness of information. Based on this assumption, the existence of pure strategy equilibria in games with incomplete information and general action spaces can be obtained. Moreover, we introduce a new notion of "undistinguishable purification" which strengthens the standard purification concept, and its existence follows from the relative diffuseness assumption.
17 pages