Existence of an epsilon-equilibrium in Bayesian games with nested information.

In this talk I will review a recent working paper with Eilon Solan in which we proved that Bayesian games with a general state space and nested information admit an -equilibrium for every  > 0. In particular, I will discuss the positioning of this result with respect to the existing literature and introduce the main benchmarks of the proof. Lastly, I will share some open questions for future research including the existence of 0-correlated equilibrium and extending the current result to Bayesian games with multiple stages.