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What is the fair price of the game, and what should be the strategy of B?

专题
Strategy / 策略
难度
L6

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 nn 写在纸上。B 尝试猜 nn

若猜中,B 获得 nn 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 nn 的概率为 qnq_nqn0q_n\ge 0n=1100qn=1\sum_{n=1}^{100} q_n=1)。

若 A 选择数字 nn,则 B 的期望收益为

E[payoffn]=nqn.\mathbb{E}[\text{payoff}\mid n]=n\,q_n.

A 会选择使该期望最小的 nn,因此 B 要最大化

max{qn} min1n100(nqn).\max_{\{q_n\}}\ \min_{1\le n\le 100} (n q_n).

最优做法是把所有 nqnnq_n 拉平为同一常数 cc:令

qn=cn.q_n=\frac{c}{n}.

由概率和为 1 得

n=1100cn=1c=1H100,H100=n=11001n.\sum_{n=1}^{100} \frac{c}{n}=1\Rightarrow c=\frac{1}{H_{100}},\quad H_{100}=\sum_{n=1}^{100}\frac{1}{n}.

于是对任意 nn 都有 nqn=cnq_n=c,A 无论选什么都只能给出期望 cc

因此 B 的最优策略是 qn1/n\boxed{q_n\propto 1/n},游戏的公平价格(B 的保证期望收益)为

1H1000.193 美元.\boxed{\frac{1}{H_{100}}}\approx 0.193\ \text{美元}.

英文解析

Set B's strategy as: guessing nn with probability qnq_n (where qn0q_n \ge 0 and n=1100qn=1\sum_{n=1}^{100} q_n = 1).

If A chooses the number nn, B's expected payoff is

E[payoffn]=nqn.\mathbb{E}[\text{payoff}\mid n]=n\,q_n.

A will choose the nn that minimizes this expected value, so B must maximize

max{qn} min1n100(nqn).\max_{\{q_n\}}\ \min_{1\le n\le 100} (n q_n).

The optimal approach is to flatten all nqnnq_n to the same constant cc: let

qn=cn.q_n=\frac{c}{n}.

From the condition that probabilities sum to 1, we have

n=1100cn=1c=1H100,H100=n=11001n.\sum_{n=1}^{100} \frac{c}{n}=1\Rightarrow c=\frac{1}{H_{100}},\quad H_{100}=\sum_{n=1}^{100}\frac{1}{n}.

Thus, for any nn, nqn=cnq_n=c, meaning A can only achieve an expected value of ccregardless of their choice.

Therefore, B's optimal strategy is qn1/n\boxed{q_n\propto 1/n}, and the fair price of the game (B's guaranteed expected payoff) is

1H1000.193 dollars.\boxed{\frac{1}{H_{100}}}\approx 0.193\ \text{dollars}.