Under study are games in which players receive private signals and then simultaneously choose actions from compact sets. Payoffs are measurable in signals and jointly continuous in actions. This paper gives a counter-example to the main step in Cotter[modifier letter apostrophe]s [K. Cotter,...

Abstract A scoring rule is proper if it elicits an expert's true beliefs as a probabilistic forecast, and it is strictly proper if it uniquely elicits an expert's true beliefs. The value function associated with a (strictly) proper scoring rule is (strictly) convex on any convex set of beliefs....