  We propose a computationally feasible way of deriving the identified features
of models with multiple equilibria in pure or mixed strategies. It is shown
that in the case of Shapley regular normal form games, the identified set is
characterized by the inclusion of the true data distribution within the core of
a Choquet capacity, which is interpreted as the generalized likelihood of the
model. In turn, this inclusion is characterized by a finite set of inequalities
and efficient and easily implementable combinatorial methods are described to
check them. In all normal form games, the identified set is characterized in
terms of the value of a submodular or convex optimization program. Efficient
algorithms are then given and compared to check inclusion of a parameter in
this identified set. The latter are illustrated with family bargaining games
and oligopoly entry games.
