Belief Free Incomplete Information Games

The authors consider the following belief free solution concepts for games with incomplete information: incomplete information rationalizability, incomplete information correlated equilibrium and ex post equilibrium. They present epistemic foundations for these solution concepts and establish relationships between them. The properties of these solution concepts are further developed in supermodular games and potential games. In games with incomplete information, the private information of each agent is represented by his type. The type of each agent contains information about the preferences of the agents and information about the beliefs of the agents. The type of agent can therefore be decomposed into a payoff type and a belief type.