strategy
A pure strategy provides a definition for a way a player can play a game. In particular, it defines, for every possible choice a player might have to make, which option the player picks. A player’s strategy space is the set of pure strategies available to that player.
A mixed strategy is an assignment of a probability to each pure strategy. It defines a probability over the strategies, and reflect that, rather than choosing a particular pure strategy, the player will randomly select a pure strategy based on the distribution given by their mixed strategy. Of course, every pure strategy is a mixed strategy (the function which takes that strategy to and every other one to ).
The following notation is often used:
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for the strategy space of the -th player
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for a particular element of ; that is, a particular pure strategy
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for a mixed strategy. Note that and .
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for the set of all possible mixed strategies for the -th player
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for , the set of all possible of pure strategies (essentially the possible outcomes of the game)
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for
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for a strategy profile, a single element of
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for and for , the sets of possible pure and mixed strategies for all players other than .
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for an element of and for an element of .