猜数博弈
What is the fair price of the game, and what should be the strategy of B?
题目详情
玩家 A 邀请玩家 B 玩如下游戏:A 从 1 到 100 中选一个整数 写在纸上。B 尝试猜 。
若猜中,B 获得 美元;若没猜中,B 得 0。
问:游戏的公平价格是多少?B 应该用什么策略?
英文原题
Player A invites player B to play the following game: A picks an integer n between 1 and 100, and writes it on a paper. B tries to guess n. If he succeeds, he receives n dollars. What is the fair price of the game, and what should be the strategy of B?
解析
把 B 的策略设为:猜 的概率为 ( 且 )。
若 A 选择数字 ,则 B 的期望收益为
A 会选择使该期望最小的 ,因此 B 要最大化
最优做法是把所有 拉平为同一常数 :令
由概率和为 1 得
于是对任意 都有 ,A 无论选什么都只能给出期望 。
因此 B 的最优策略是 ,游戏的公平价格(B 的保证期望收益)为
英文解析
Set B's strategy as: guessing with probability (where and ).
If A chooses the number , B's expected payoff is
A will choose the that minimizes this expected value, so B must maximize
The optimal approach is to flatten all to the same constant : let
From the condition that probabilities sum to 1, we have
Thus, for any , , meaning A can only achieve an expected value of regardless of their choice.
Therefore, B's optimal strategy is , and the fair price of the game (B's guaranteed expected payoff) is