A strategy consisting of possible moves and a probability distribution (collection of weights) which corresponds to how frequently each move is to be played.
A player would only use a mixed strategy when she is indifferent between several pure strategies, and when keeping the opponent guessing is desirable – that is, when the opponent can benefit from knowing the next move.
Source: Shor, Mikhael, “Mixed Strategy,” Dictionary of Game Theory Terms, Game Theory .net, http://www.gametheory.net/dictionary/MixedStrategy.html
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