Nyarko, Y. (1997). Convergence in Economic Models with Bayesian Hierarchies of Beliefs. Journal of Economic Theory, 74(2), 266-296.
I study a model where hierarchies of beliefs (the beliefs about the beliefs of other agents, etc.) are important. I provide conditions under which optimal actions of agents will converge to the Nash equilibrium of the model characterized by the true, previously unknown ``fundamentals.''