Annals of Innovation: How David Beats Goliath: Reporting & Essays: The New Yorker
by Malcolm Gladwell discusses how underdogs have done well by refusing to play the game as the stronger player wants (seems rather obvious, but the article presents lots of nice details). Another recent excellent article showing how thinking harder and thinking negatively can improve outcomes is The No-Stats All-Star by Michael Lewis.
Of course this just illustrates the fundamental tension between amateur (in the sense of John Gielgud’s character in the movie Chariots of Fire) and professional (in the sense of Harold Abrahams in that film). In the 19th century, it was common to accept any sacrifice by an opponent in chess, as in the spirit of the game. Later, it was realised that winning meant not playing the way an opponent might want you to, even if you had to grovel for a while.
If utility is completely represented by payoff for winning, then it is rational to play ugly. But otherwise, maybe not.