  This paper studies n-player games where players beliefs about their opponents
behaviour are capacities. The concept of an equilibrium under uncertainty was
introduced J.Dow and S.Werlang (J Econ. Theory 64 (1994) 205--224) for two
players and was extended to n-player games by J.Eichberger and D.Kelsey (Games
Econ. Behav. 30 (2000) 183--215). Expected utility was expressed by Choquet
integral. We consider the concept of an equilibrium under uncertainty in this
paper but with expected utility expressed by Sugeno integral. Existence of such
an equilibrium is demonstrated using some abstract non-linear convexity on the
space of capacities.
