  This paper is devoted to Nash equilibrium for games in capacities. Such games
with payoff expressed by Choquet integral were considered by Kozhan and
Zarichnyi (Nash equilibria for games in capacities, Econ. Theory {\bf 35}
(2008) 321--331) and existence of Nash equilibrium was proved. We also consider
games in capacities but with expected payoff expressed by Sugeno integral. We
prove existence of Nash equilibrium using categorical methods and abstract
convexity theory.
