The paper generalizes Kuhn's Theorem to extensive form games in which
players condition their play on the realization of ambiguous randomization
devices and use a maxmin decision rule to evaluate the consequences of their
decisions. It proves that ambiguous behavioral and ambiguous mixed strate-
gies are payoff-and outcome equivalent only if the latter strategies satisfy a
rectangularity condition. The paper also discusses dynamic consistency. In
particular, it shows that not only the profile of ambiguous strategies must
be appropriately chosen but also the extensive form must satisfy further re-
strictions beyond those implied by perfect recall in order to ensure that each
player respects her ex ante contingent choice with the evolution of play.