A limit theorem for equilibria under ambiguous belief correspondences

The contribution in this paper is to show that the limit property holds for equilibria under ambiguous belief correspondences (presented by the authors in a previous paper). Key for our result is the sequential convergence assumption imposed on the sequence of belief correspondences. Counterexamples show why this assumption cannot be removed. Finally, we derive a limit result for equilibria in incomplete information games under ambiguity as a corollary of our main limit theorem.