Imagine you’re sitting at a poker table. You know your own cards, but you don’t know what the other players are holding. They make bets, and you have to decide what to do — raise, call, fold — based on what you think they might have. That’s a game of incomplete information: each player has private information that changes how much they care about winning. In this chapter you will learn how to think about such games, how to model them with Harsanyi’s clever trick, and what “equilibrium” means when nobody knows everything about the others.