Conditional Expectations of Correspondences
Probability
2014-04-08 v2
Abstract
We characterize the properties of convexity, compactness and preservation of upper hemicontinuity for conditional expectations of correspondences. These results are then applied to obtain a necessary and sufficient condition for the existence of pure strategy equilibria in Bayesian games.
Cite
@article{arxiv.1311.4154,
title = {Conditional Expectations of Correspondences},
author = {Wei He and Yeneng Sun},
journal= {arXiv preprint arXiv:1311.4154},
year = {2014}
}
Comments
23 pages