On the existence of approximate equilibrium in pure strategies for a game with incomplete information (Q1088918)

The paper deals with a noncooperative game with incomplete information. By means of a purification theorem for vector valued payoff functions a procedure is developed by which players are enabled to replace mixed strategies by pure strategies at an approximate equilibrium point. Further, the problem of existence of an approximate equilibrium point is discussed. Assumptions concerning the payoff functions and information structure are given ensuring both the existence of approximate equilibrium and the workability of the replacement procedure.