Infanticide by newly immigrated or newly dominant males is reported among a variety of taxa, such as birds, rodents, carnivores and primates. Here we present a game theoretical model to explain the presence and prevalence of infanticide in primate groups. We have formulated a three-player game involving two males and one female and show that the strategies of infanticide on the males' part and polyandrous mating on the females' part emerge as Nash equilibria that are stable under certain conditions. Moreover, we have identified all the Nash equilibria of the game and arranged them in a novel hierarchical scheme. Only in the subspace spanned by the males are the Nash equilibria found to be strict, and hence evolutionarily stable. We have therefore proposed a selection mechanism informed by adaptive dynamics to permit the females to transition to, and remain in, optimal equilibria after successive generations. Our model concludes that polyandrous mating by females is an optimal strategy for the females that minimizes infanticide and that infanticide confers advantage to the males only in certain regions of parameter space. We have shown that infanticide occurs during turbulent changes accompanying male immigration into the group. For changes in the dominance hierarchy within the group, we have shown that infanticide occurs only in primate groups where the chance for the killer to sire the next infant is high. These conclusions are confirmed by observations in the wild. This model thus has enabled us to pinpoint the fundamental processes behind the reproductive decisions of the players involved, which was not possible using earlier theoretical studies.