The general version of this result, for arbitrary finite number of agents and allowing for mixed strategies, requires common knowledge of conjectures, i.e., of each player’s probabilistic beliefs in the other’s choices. See Aumann &amp; Brandenburger (1995: Theorem B) for precise formulation of the result, and, again, Spohn (1982) for an early version. See, also, Perea (2007) and Tan &amp; Werlang (1988) for similar results about the Nash equilibrium.