In a self-confining equilibrium, each player's strategy is a best response to his beliefs about the play of his opponents and each player's beliefs are correct along the equilibrium path of play. Thus, if a self-confirming equilibrium occurs repeatedly, no player ever observes play that contradicts his beliefs, even though beliefs about play at off-path information sets need not be correct. The authors characterize the ways in which self-confirming equilibria and Nash equilibria can differ and provide conditions under which self-confirming equilibria correspond to standard solution concepts. Copyright 1993 by The Econometric Society. (This abstract was borrowed from another version of this item.) (This abstract was borrowed from another version of this item.)