Stage format
Unlike the situation with screenplays, scripts for the stage show a lot of acceptable variation in format, and that includes the method of page numbering.
I am not talking about published plays, which you should never rely on for questions about format, since published plays maximize the amount of text on each page.
What Alleycat said is correct, but it is just one way of handling the issue. One of the better-known internet sites dealing with how to format a stage play is the
VCU website, which indeed does recommend what Alleycat said.
But the Dramatists Guild of America (to which I belong) is not at all rigid about the matter. It uses only a page number in its own example of format, but it also says that there are many ways to paginate, including the "older method" of "I-2-16" (meaning Act I, Scene 2, Page 16). It goes on to say that headers and footers are optional.
Obviously, the Guild takes an "it really doesn't matter" attitude toward the question.
I use a header for the Act, Scene, and Page information.