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We introduce a class of Bayesian bidding games for which we prove that theset of pure Nash equilibria is a (non-empty) sublattice and we give asufficient condition for uniqueness that is often verified in the context ofmarkets with inelastic demand. We propose a dynamic that converges to theextrema of the equilibrium set and derive a scheme to compute the extreme Nashequilibria.

Some bidding games converging to their unique pure equilibrium