Who is the first person/paper to introduce "mixed strategy"? Who is the first person/paper to introduce &quot;mixed strategy&quot;? The PNAS by Nash used this notion without citing anyone.
Does the earlier book: Von Neumann, J., and Morgenstern, O., The Theory of Games and Economic Behavior
include the introduction of mix strategy?
Although I don't have the book here, I am quite certain that mixed strategies are already present in the book from 1944. I believe that I have read somewhere the claim that &quot;mixed strategies&quot; where actually introduced in an earlier version of the book (published in German in 1928, says Wikipedia). However, what I have read mostly is the claim that Emile Borel (yes, THE Borel) first wrote down this idea in a note in 1921.
I guess here is a man with enough authority to state that:

E. Borel was the first author to evolve the concept of a strategy, pure as well as mixed, although he did not go beyond the case of the symmetric two-person game.

says von Neumann here: &quot;Communication on the Borel Notes&quot;, J. von Neumann and M. Fréchet, Econometrica 1953.