Stauber, Ronald2015-12-100022-0531http://hdl.handle.net/1885/64457This paper introduces a notion of robustness to ambiguous beliefs for Bayesian Nash equilibria. An equilibrium is robust if the corresponding strategies remain approximately optimal for a class of games with ambiguous beliefs that results from an appropriately defined perturbation of the belief structure of the original non-ambiguous belief game. The robustness definition is based on a novel definition of equilibrium for games with ambiguous beliefs that requires equilibrium strategies to be approximate best responses for all measures that define a player's belief. Conditions are derived under which robustness is characterized by a newly defined strategic continuity property, which can be verified without reference to perturbations and corresponding ambiguous belief games.Keywords: Ambiguity; Bayesian games; Knightian uncertainty; Robustness201110.1016/j.jet.2010.08.0082016-02-24