Nontransitive game
From Infogalactic: the planetary knowledge core
A non-transitive game is a game for which the various strategies produce one or more "loops" of preferences. In a non-transitive game in which strategy A is preferred over strategy B, and strategy B is preferred over strategy C, strategy A is not necessarily preferred over strategy C.
A prototypical example non-transitive game is the game Rock, Paper, Scissors which is explicitly constructed as a non-transitive game. In probabilistic games like Penney's game, the violation of transitivity results in a more subtle way, and is often presented as a probability paradox.
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