Non-local games are studied in quantum information because they provide a simple way for proving the difference between the classical world and the quantum world. A non-local game is a cooperative game played by 2 or more players against a referee. The players cannot communicate but may share common random bits or a common quantum state. A referee sends an input x_i to the i~(th) player who then responds by sending an answer a_i to the referee. The players win if the answers a_i satisfy a condition that may depend on the inputs x_i. Typically, non-local games are studied in a framework where the referee picks the inputs from a known probability distribution. We initiate the study of non-local games in a worst-case scenario when the referee's probability distribution is unknown and study several non-local games in this scenario.
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