A natural question to ask about any mathematical model of a game situation is how does the analysis change if the players are uncertain about some of the parameters of the model? This motivated Harsanyi’s fundamental work introducing the notion of a game-theoretic type and defining a Bayesian game in Harsanyi 1967–68. Using these ideas, an extensive literature has developed that analyzes games in which players are uncertain about some aspect of the game. (Consult Leyton-Brown &amp; Shoham (2008: ch. 7) for a concise summary of the current state-of-affairs and pointers to the relevant literature.) One can naturally wonder about the precise relationship between this literature and the literature we survey in this entry on the epistemic foundations of game theory. Indeed, the foundational literature we discuss here largely focuses on Harsanyi’s approach to modeling higher-order beliefs (which we discuss in Section 2.3).