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Variance of the optimal pick in a two-below game

Question

Two players each secretly choose an integer from 11 to 100100, and the loser pays the winner $1\text{\char36}1. Normally the higher number wins and equal numbers are a draw, with one exception: a number exactly 22 less than the opponent's beats it (e.g. 8080 beats 8282). Under optimal play each player uses a mixed strategy, choosing a random integer XX. What is Var(X)\text{Var}(X)?

Short answer

2/32/3. Choosing n+3n+3 is always at least as good as choosing nn, so play collapses onto 9898, 9999, 100100, which form a rock-paper-scissors cycle (9999 beats 9898, 100100 beats 9999, 9898 beats 100100). The equilibrium is uniform on these three values, whose variance is 1+0+13=23\tfrac{1+0+1}{3}=\tfrac23.

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