We construct a continuum of games on a countable set of players that does not possess a measurable equilibrium selection that satisfies a natural homogeneity property. The explicit nature of the construction yields counterexamples to the existence of equilibria in models with overlapping...

We consider an infinite two-player stochastic zero-sum game with a Borel winning set, in which the opponent's actions are monitored via stochastic private signals. We introduce two conditions of the signalling structure: Stochastic Eventual Perfect Monitoring (SEPM) and Weak Stochastic Eventual...

Infinite sequential games, in which Nature chooses a Borel winning set and reveals it to one of the players, do not necessarily have a value if Nature has 3 or more choices. The value does exist if Nature has 2 choices. The value also does not necessarily exist if Nature chooses from 2 Borel...

We present an example of a discounted stochastic game with a continuum of states, finitely many players and actions, and deterministic transitions, that possesses no measurable stationary equilibria, or even stationary approximate equilibria. The example is robust to perturbations of the...

Negative results on the the existence of Bayesian equilibria when state spaces have the cardinality of the continuum have been attained in recent years. This has led to the natural question: are there conditions that characterise when Bayesian games over continuum state spaces have measurable...

We present a discounted stochastic game with a continuum of states, finitely many players and actions, such that although all transitions are absolutely continuous w.r.t. a fixed measure, it possesses no stationary equilibria. This absolute continuity condition has been assumed in many...

We study non-zero-sum continuous-time stochastic games, also known as continuous-time Markov games, of fixed duration. We concentrate on Markovian strategies. We show by way of example that equilibria need not exist in Markovian strategies, but they always exist in Markovian public-signal...