Consistency of assessments in infinite signaling games

In this paper we investigate possible ways to define consistency of assessments in infinite signaling games, i.e. signaling games in which the sets of types, messages and answers are complete, separable metric spaces. Roughly speaking, a consistency concept is called appropriate if it implies Bayesian consistency and copies the original idea of consistency in finite extensive form games as introduced by Kreps and Wilson (Econometrica, 1982, 50, 863-894). We present a particular appropriate consistency concept, which we call strong consistency, and give a characterization of strongly consistent assessments. It turns out that all appropriate consistency concepts are refinements of strong consistency. Finally, we define and characterize structurally consistent assessments in infinite signaling games.