Example (news article headline): Japanese play at combat, wary of war
I don't understand what at combat means.
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It's an abbreviated version of the original title, Japan's 'survival game' fans play at combat, wary of war (Linda Sieg, Reuters, Jun 10, 2015). The shorter form, Japanese play at combat, wary of war is a less-than-ideal headline that can come across as confusing or incomplete even for native English speakers. The short version might convey that all (or a majority of) Japanese people, or perhaps the Japanese government is "playing at combat". The original is more clear: while the survival games fans (in US we call it paintball) like to play combat (aka like to play at combat), they are wary (cautious) about actually going to war. [Note: it's not "weary", which means tired!]
Now consider play at combat. There are some good definitions of this phrasal verb at The Free Dictionary. play at something:
to pretend to be doing something. You are not fixing the car, you are just playing at repair work! Stop playing at doing the dishes and get the job done. (McGraw-Hill Dictionary of American Idioms and Phrasal Verbs. © 2002)
Note that "play at" is sometimes considered child-like or youthful. While the military may play war games, a child may play at war. One might say that the military is "playing at war" if it was meant in a derogatory manner or comparing adult activities with children playing.
Here's another way to think about this phrasal verb. If I say "He likes to play combat" then a listener might wonder if I'm talking about a general sense or if "Combat" is the name of a video game. But if I say "He likes to play at combat" then it's a more general tone, and I'm probably not indicating some specific game. This is not absolute. You can also find "play at chess" meaning the same as "play chess".
"Play" is a very old word, coming to us from Old English, and according to the OED, it has a history of about 600 years of having the meaning of both unseriousness (think playing a joke) and the unreality of a role (as in playacting). The idiom "to play at" takes on those senses and has become a phrasal verb, i.e., the "at" has merged with the "play" so that their meaning together cannot be determined by taking "play," the verb, and adding the preposition of place, "at." "Play at" in the sense of your example simply means to do something unseriously or in sham way. Thus you must analyze your headline as "Japanese (play at) combat."
Confusion may arise from the literal use of "play" with "at," so when I say "the White Sox will play at home," you don't have to know anything about baseball to know I'm referring to a team that will play in their home city. The analysis here is "White Sox play (at home)."
They're playing at combat, which means that they are acting as if they are in a combat situation to practice for a possible war. They're not actually at combat with anyone, it's just a game where they're acting as if they are.
The term at combat means in conflict with someone, fighting someone, or perhaps even at war in a broader sense.