A best response maximizes a player's expected payoff while the other players' strategies are held fixed. In a finite game, write the full set of mixed strategy best responses asThis is generally a set-valued mapping, since several choices may tie. Every mixture supported on maximizing pure strategies is a best response, and mixing in a strictly worse choice reduces expected payoff.
For example, against in matching pennies, the row player's heads and tails expected payoffs are and , so heads is the unique best response. Against , all mixtures are best responses. In the asymmetric coordination example, against the row player gets from and from , so is optimal. A Nash equilibrium requires everyone to be a best response simultaneously; one optimal reply alone does not establish it.
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