# Common Belief in Choquet Rationality and Ambiguity Attitudes -- Extended Abstract

## TL;DR

This paper introduces a new concept of Choquet rationalizability in finite strategic games with Choquet expected utility, linking it to common beliefs and iterative elimination, and explores how ambiguity attitudes affect rationalizable actions.

## Contribution

It defines Choquet rationalizability using belief notions and characterizes it through rationality and common beliefs, providing a computational approach without calculating Choquet integrals.

## Key findings

- Choquet rationalizability is equivalent to iterative elimination of dominated actions in an extended game.
- Ambiguity love/aversion influences the size of rationalizable action sets.
- The framework allows analysis of ambiguity attitudes in strategic decision-making.

## Abstract

We consider finite games in strategic form with Choquet expected utility. Using the notion of (unambiguously) believed, we define Choquet rationalizability and characterize it by Choquet rationality and common beliefs in Choquet rationality in the universal capacity type space in a purely measurable setting. We also show that Choquet rationalizability is equivalent to iterative elimination of strictly dominated actions (not in the original game but) in an extended game. This allows for computation of Choquet rationalizable actions without the need to first compute Choquet integrals. Choquet expected utility allows us to investigate common belief in ambiguity love/aversion. We show that ambiguity love/aversion leads to smaller/larger Choquet rationalizable sets of action profiles.