This paper extends Savage's subjective approach to probability and utility from decision problems under exogenous uncertainty to choice in strategic environments. Interactive uncertainty is modeled both explicitly - using hierarchies of preference relations, the analogue of beliefs hierarchies -...

We define and discuss Savage games, which are ordinal games of incomplete information set in L. J. Savage's framework of purely subjective uncertainty. Every Bayesian game is ordinally equivalent to a Savage game. However, Savage games are free of priors, probabilities and payoffs. Players'...