We study incomplete information games with ambiguity averse players. Our focus is on equilibrium concepts satisfying sequential optimality each player's strategy is optimal at each information set given opponents' strategies. We show sequential optimality, which does not make any explicit assumption on updating, is equivalent to sequential optimality with respect to beliefs updated using a particular generalization of Bayesian updating. Ambiguity aversion expands the set of equilibria compatible with players sharing common ambiguous beliefs. We connect ambiguity aversion with belief robustness. Examples illustrate new strategic behaviour, including strategic use of ambiguity, under ambiguity aversion.

中文翻译：

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具有二义性厌恶玩家的不完全信息博弈

我们研究了具有歧义厌恶玩家的不完全信息博弈。我们的重点是满足顺序最优性的均衡概念，每个参与者的策略在给定对手策略的每个信息集上都是最优的。我们展示了序列最优性，它没有对更新做出任何明确的假设，等效于使用贝叶斯更新的特定泛化更新的信念的序列最优性。歧义厌恶扩展了与共享共同歧义信念的参与者兼容的均衡集。我们将歧义厌恶与信念稳健性联系起来。例子说明了新的战略行为，包括在歧义厌恶下对歧义的战略使用。