Conditional Expectations of Correspondences
classification
🧮 math.PR
keywords
conditionalcorrespondencesexpectationsappliedbayesiancharacterizecompactnesscondition
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We characterize the properties of convexity, compactness and preservation of upper hemicontinuity for conditional expectations of correspondences. These results are then applied to obtain a necessary and sufficient condition for the existence of pure strategy equilibria in Bayesian games.
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