Formulation of Bayesian analysis for games with incomplete information

@article{Mertens1985FormulationOB,
  title={Formulation of Bayesian analysis for games with incomplete information},
  author={Jean-François Mertens and Shmuel Zamir},
  journal={International Journal of Game Theory},
  year={1985},
  volume={14},
  pages={1-29}
}
A formal model is given of Harsanyi's infinite hierarchies of beliefs. It is shown that the model closes with some Bayesian game with incomplete information, and that any such game can be approximated by one with a finite number of states of world. 

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