  Equilibrium notions for games with unawareness in the literature cannot be
interpreted as steady-states of a learning process because players may discover
novel actions during play. In this sense, many games with unawareness are
"self-destroying" as a player's representation of the game must change after
playing it once. We define discovery processes where at each state there is an
extensive-form game with unawareness that together with the players' play
determines the transition to possibly another extensive-form games with
unawareness in which players are now aware of actions that they have previously
discovered. A discovery process is rationalizable if players play
extensive-form rationalizable strategies in each game with unawareness. We show
that for any game with unawareness there is a rationalizable discovery process
that leads to a self-confirming game that possesses an extensive-form
rationalizable self-confirming equilibrium. This notion of equilibrium can be
interpreted as steady-state of a learning and discovery process.
