Stan Kelly-Bootle: "I’m not sure if VN’s pun is obvious to all readers?...Anglophone Chess players will know that ‘combination’ has a technical meaning beyond the everyday sense of ‘mixture/compound/amalgam.’ In chess, it’s a brilliantly unexpected sequence of moves, often involving apparently suicidal material sacrifices... So VN’s statement that ‘a good combination should always contain a certain element of deception’ is damned near tautological for a Chess combination! So I find his ‘as in art’ rather teasing...Whichever of the many meanings you attach to ‘deception,’ there are clear differences between the sneaky deceptions of a Chess master, and those of artists, free creative spirits (we hope) able to invent their own, seldom publicly-enumerated, ‘rules.’..In Chess...however devious the play, we can later examine the recorded moves, and mechanically check their legality (note, no undetectable human deception here.) All problems puzzle, but not all that puzzles us can be cast in the form of a ‘soluble’ problem..."
 
JM: Stan definitely crosses his Ts, but he politely circumvented any pointed reference to those (like me) who might ignore the meaning of "combination" and of "soluble," as intended by Nabokov.* However, I don't know how rigorous Nabokov has been when he used the word "deception," during the interview I've quoted, for he'd just finished describing how the tall story had been born in the tall grass (SO), an idea we also encounter in Good readers and good writers, when he offers a valid combination that resolves into great writing:
 
"Every great writer is a great deceiver, but so is that arch-cheat Nature. Nature always deceives. From the simple deception of propagation to the prodigiously sophisticated illusion of protective colors in butterflies or birds, there is in Nature a marvelous system of spells and wiles. The writer of fiction only follows Nature’s lead./ Going back for a moment to our wolf-crying woodland little woolly fellow, we may put it this way: the magic of art was in the shadow of the wolf that he deliberately invented, his dream of the wolf; then the story of his tricks made a good story. When he perished at last, the story told about him acquired a good lesson in the dark around the campfire. But he was the little magician. He was the inventor./ There are three points of view from which a writer can be considered: he may be considered as a storyteller, as a teacher, and as an enchanter. A major writer combines these three—storyteller, teacher, enchanter—but it is the enchanter in him that predominates and makes him a major writer."
(The main difference from his telling the story in SO, and bringing it up in GRGW, is that in the latter he introduces "the shadow," while mentioning the invented wolf.)
 
I understand the meaning of artistic deceit, here, as being related to "invention" (with "lying" thrown in to bring out the conquest of subjectivity), and not necessarily indicating the clever "unexpected sequence of moves." Nevertheless... would it be possible, or inevitable, to deduce that Nabokov also intended to stress a particular subjectivity at play in mimetism or to consider Nature as being "inventive"?   However, Stan's clarification helped me to remember one possible example of "deceit" in music.  J.S.Bach once started a composition in, say, C Major and cleverly manoeuvered it to unexpectedly end in D Major.  
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*When I checked the name of who wrote "The Art of the Soluble" (my only recollection and a rather vague one was of its author having been born in Petrópolis, the city of my ancestors, and his comment about music, something like "the first interpretation of Beethoven that one hears is the one we usually apply as a standard for all the others, as newly-hatched ducklings follow the first moving object they spot), I found a quote related to Neo-Darwinism in which Medawar concludes that research is the art of the soluble. So, it's not just a matter of adding water to wash away a puzzle: "...Like other amateurs, Koestler finds it difficult to understand why scientists seem so often to shirk the study of really fundamental or challenging problems...He wonders why 'the genetics of behaviour' should still be 'uncharted territory' and asks whether this may not be because the framework of Neo-Darwinism is too rickety to support an inquiry. The real reason is so much simpler: the problem is very, very difficult." Peter Medawar, from a review of Arthur Koestler's "The Act of Creation" (New Statesman, 19 June 1964) and republished in 'The Art of the Soluble' (1967)
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