 Probabilities are central to game theory, where they serve two prominent roles. First, they structure players’ uncertainty about various aspects of the game, including the state of nature, the type of opponent faced, and past, present, and future moves of other players. Second, ever since the origins of Game Theory (von Neumann &amp; Morgenstern 1944), probabilistic randomization has served to expand the agents’ space of possible actions. While the interpretation of such mixed strategies has been the subject of extensive debate (Sugden 1991), it is uncontroversial that randomized moves add significant depth to the analysis of games. In fact, the concept of mixed strategies is vital for a number of seminal results in classic game theory including the existence of Nash equilibria in finite games of imperfect information.