A High–Low search game on the unit interval

Abstract

We consider the following two-person zero-sum game on the closed interval [0,1]. The hider chooses any real number h in [0,1]. The searcher successively chooses real numbers ξ1ξ2… in [0,1], where at each choice ξi he is told whether h = ξih < ξ1 or h > ξi and he may choose ξi+1 in the light of this information. The payoff (to the hider) is the sum of the distances of the searcher from the hider at each of the moves, that is .