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We discuss a connection between Bell nonlocality and Bayesian games. Thislink offers interesting perspectives for Bayesian games, namely to allow theplayers to receive advice in the form of nonlocal correlations, for instanceusing entangled quantum particles or more general no-signaling boxes. Thepossibility of having such 'nonlocal advice' will lead to novel jointstrategies, impossible to achieve in the classical setting. This implies thatquantum resources, or more general no-signaling resources, offer a genuineadvantage over classical ones. Moreover, some of these strategies can representequilibrium points, leading to the notion of quantum/no-signaling Nashequilibrium. Finally we describe new types of question in the study ofnonlocality, namely the consideration of non-local advantage when there is aset of Bell expressions.

Bell nonlocality and Bayesian game theory