TITLE: What is the difference between mixed strategy and behavioral strategy games?
QUESTION [7 upvotes]: I a beginner in Game theory and reading the book "Non Cooperative Game Theory" by Tamer Basar. I am not able to comprehend the difference between behavioral strategy and mixed strategy.
I saw this video:https://class.coursera.org/gametheory-003/lecture/71 but could not understand it clearly. 
Thanks in advance

REPLY [7 votes]: To put it simply, 

mixed strategies assign a probability distribution over pure strategies
behavioural strategies assign, independently for each information set, a probability distribution over actions

Here is an example in the Coursera Game Theory Course:
4-09 - Mixed and Behavioral Strategies - https://www.youtube.com/watch?v=tT0E7PaDVck
(extensive form image of the example)
They give this as a behavioural strategy
A with probability 0.5 and and G with probability 0.3
Note:

each information set has an independent probability distribution over actions
when we use this strategy, we may play (A, G), (A, H), (B, G), or (B, H) depending on what happens randomly.

They give this as a mixed strategy which is not a behavioural strategy.
(0.6 (A, G), 0.4 (B, H))
Note:

we assign a single probability distribution over the pure strategies (A, G) and (B, H)
we may only possibly play (A, G) or (B, H) (not (B, G) or (A, H))
both decisions depend on each other so it is not a behavioural strategy

In normal form games, these 2 concepts are equivalent since there is only 1 "information set". However, this is not necessarily the case in extensive form games.