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Mixed equilibrium in a distance game on [0,1]

Question

Players 1 and 2 each secretly choose a real number in [0,1][0,1] at the same time. Player 1 receives, and Player 2 pays, the absolute difference between the two numbers. This zero-sum game has an equilibrium in mixed strategies. Under optimal play, what is Player 1's expected payoff?

Short answer

1/21/2. Player 2 can guarantee losing at most 12\tfrac12 by always choosing 12\tfrac12. Player 1 can guarantee 12\tfrac12 by choosing 00 or 11 with probability 12\tfrac12 each, since against any yy the expected distance is y+(1−y)2=12\tfrac{y+(1-y)}{2}=\tfrac12. So the game's value is 12\tfrac12.

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