A quick riddle from the Riddler
In a two-person game, Abigail and Zian both choose between a and z. Abigail win one point with probability .9 if they choose (a,a) and with probability 1 if they choose (a,z), and two points with probability .4 if they choose (z,z) and with probability .6 if they choose (z,a). Find the optimal probabilities δ and ς of choosing a for both Abigail and Zian when δ is known to Zian.
Since the average gain for Abigail is δ(1-.1ς)+2(1-δ)(.4+.2ς) the riddle sums up as solving the minmax problem
the solution in ς is either 0 or 1 depending on δ being smaller or larger than 12/22, which leads to this value as the expected gain. The saddlepoint is hardly visible in the above image. While ς is either 0 or 1 in the optimal setting, a constant choice of 1 or 0 would modify the optimal for δ except that Abigail must declare her value of δ!