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Who is the first person/paper to introduce "mixed strategy"? 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?

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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 "mixed strategies" 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: "Communication on the Borel Notes", J. von Neumann and M. Fréchet, Econometrica 1953.

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    $\begingroup$ The Econometrica issue actually has translations of the original Borel notes: jstor.org/stable/i332594 $\endgroup$ – Bayesian Sep 18 '20 at 19:51
  • $\begingroup$ Just read Borel 1921. It is indeed the first one discussing mix strategy in games! $\endgroup$ – High GPA Sep 18 '20 at 21:19

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