We show that the value of a zero-sum Bayesian game is a Lipschitz continuous function of the players' common prior belief, with respect to the total variation metric (that induces the topology of setwise convergence on beliefs). This is unlike the case of general Bayesian games, where lower...

We show that the value of a zero-sum Bayesian game is a Lipschitz continuous function of the players’ common prior belief with respect to the total variation metric on beliefs. This is unlike the case of general Bayesian games where lower semi-continuity of Bayesian equilibrium (BE) payoffs...

We show that the value of a zero-sum Bayesian game is a Lipschitz continuous function of the players?common prior belief, with respect to the total variation metric (that induces the topology of setwise convergence on beliefs). This is unlike the case of general Bayesian games, where lower...