Different mutation operators such as Gaussian, Cauchy and Lévy mutations have been proposed in evolutionary programming. According to the no free lunch theorem, operators are only efficient within certain fitness landscapes. Therefore the mixed strategy, integrating several mutation operators into a single algorithm, is a nature development in order to combine the advantages of different operators. Based on Shapley value, this paper presents a new mixed strategy evolutionary programming algorithm. It employs Gaussian, Cauchy and Lévy mutation operators and uses Shapley value to assign weights to these three operators. Then evolutionary programming using the new mixed strategy is tested on a set of 22 benchmark problems. The performance of the new mixed strategy is compared with other two mixed mutation strategies and three pure strategies. The experimental results show that the new mixed strategy has achieved an acceptable accuracy.