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It is not the case that A player should use a mixed strategy when no pure strategy maximizes the player's utility against all opponent strategies.
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Reasons For
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Reason for 1 of 2
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1.
Rational agents require reasons for action, and a randomizing device provides no reason to prefer one action over another.
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2.
A strategy chosen by deliberate randomization is not chosen by rational deliberation, undermining the normative force of 'should'.
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3.
Agents who act on reasons cannot coherently delegate choice to a lottery without abandoning the very rationality game theory presupposes.
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Reason for 2 of 2
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1.
Mixed strategy equilibria assume opponents know your mixing probabilities, but this epistemic condition rarely holds in real strategic interaction.
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2.
Without the mutual knowledge assumption, the mixed strategy prescription collapses into a claim about populations, not individual rational agents.
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Reasons Against
1 perspective
Reason against
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1.
A pure strategy seeks a single optimal course of action at each node as a best reply to others' actions.
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2.
A mixed strategy involves probabilistically selecting among several possible actions.
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3.
When no pure strategy maximizes utility against all opponent strategies, mixing is required to optimize utility.
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