p-Best response set and the robustness of equilibria to incomplete information

In this paper, we use p-best response sets-a set-valued extension of p-dominance-in order to provide a new sufficient condition for the robustness of equilibria to incomplete information: if there exists a set S which is a p-best response set with ∑i=1Ipi<1, and there exists a unique correlated equilibrium μ* whose support is in S then μ* is a robust Nash equilibrium.