Psy-Kosh comments on Lawful Uncertainty - Less Wrong
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There are caveats though. For instance, if the opponent is an actual opponent, ie, something that in some way models the world and so on.
If so, then at times it may be desirable to reduce the accuracy of the opponent's model of the world, or at least that part of it that consists of you. So you may want to then have some aspect of your actions be algorithmically more complex than your opponent can computationally deal with, so some form of randomness may be of use.