NewFunction[
GenRandomGame[n->NUMBER,m->NUMBER],
  // returns an n-player, m-action normal form game
  // with random payoffs in [0,1]
  strat := List[1,m,1]; // create a list of the m pure strategies
  stratSets := List[strat,n]; //create a list of strategies by player
  jointActions := CartesianProd[stratSets]; // create joint action space
  payoffs := Randomize[jointActions]; // assign payoffs to each joint action
  game := Nfg[payoffs]; // create a game out of it
]