 Propositions 3.7 and 3.11 are powerful results. They say that common knowledge of rationality and of agents beliefs about each other, quantified as their probability distributions over the strategy profiles they might follow, implies that the agents’ beliefs characterize an equilibrium of the game. Then if the agents’ beliefs are unconditional, Proposition 3.7 says that the agents are rational to follow a strategy profile consistent with the corresponding endogenous correlated equilibrium. If their beliefs are conditional on their private information partitions, then Proposition 3.11 says they are rational to follow the strategies the corresponding Aumann correlated equilibrium recommends. However, we must not overestimate the importance of these results, for they say nothing about the origins of the common knowledge of rationality and beliefs. For instance, in the Chicken game of Figure 3.1, we considered an example of a correlated equilibrium in which it was assumed that Lizzi and Joanna had common knowledge of the system of recommended strategies defined by \((\star).\) Given this common knowledge, Joanna and Lizzi indeed have decisive reason to follow the Aumann correlated equilibrium f. But where did this common knowledge come from? How, in general, do agents come to have the common knowledge which justifies their conforming to an equilibrium? Philosophers and social scientists have made only limited progress in addressing this question.