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Pure Strategy Epsilon-Equilibria of Private Information Games

The paper is concerned with the existence and the approximation property of pure strategy epsilon-equilibria of private information games. The results obtained so far assumed the compactness of strategy sets as well as the continuity of utility functions. Whereas, we assume that the strategy sets are metrizable Souslin spaces. This assumption allows the embedding of strategy sets in some compact metric spaces and deduce the existence and the approximation property of epsilon-equilibria of private information games.