Sequential Equilibria in a Class of Infinite Extensive Form Games
Theoretical Economics
2026-04-29 v1
Abstract
Sequential equilibrium is one of the most fundamental refinements of Nash equilibrium for games in extensive form. However, it is not defined for extensive-form games in which a player can choose among a continuum of actions. We define a class of infinite extensive form games in which information behaves continuously as a function of past actions and define a natural notion of sequential equilibrium for this class. Sequential equilibria exist in this class and refine Nash equilibria. In standard finite extensive-form games, our definition selects the same strategy profiles as the traditional notion of sequential equilibrium.
Keywords
Cite
@article{arxiv.2604.25784,
title = {Sequential Equilibria in a Class of Infinite Extensive Form Games},
author = {Michael Greinecker and Martin Meier and Konrad Podczeck},
journal= {arXiv preprint arXiv:2604.25784},
year = {2026}
}