Theoretical Economics 21 (2026), 204–240

A Bayesian game is said to have nested information if the players are ordered, and each player knows the types of all players that follow her in that order. We prove that all multiplayer Bayesian games with finite actions spaces, bounded payoffs, Polish type spaces, and nested information admit a Bayesian equilibrium.

Keywords: Bayesian games, nested information, Bayesian equilibrium, selection theorems

JEL classification: C72