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An Impossible Trinity for Interactive Epistemology

Abstract

In this paper I devise a novel epistemic model of a normal form game where players have beliefs over epistemic types and over decision rules, that is, over maps from a set of epistemic types to the action space. I show that in any such model of a game, for a large set of games, if beliefs over decision rules allow the possibility of inference and have supports that are su¢ ciently diverse then they are inconsistent with the opponent employing a rational decision rule in deriving her choice. Hence, as in the learning in games literature, it is true that reasoning about equilibrium in an epistemic model is a more stringent requirement than being in equilibrium.



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