Jane Street

Interview Question

Quantitative Analyst Interview
Jane Street

There are 10 castles, numbered 1 through 10, with respective values of 1 to 10 points. You have 100 soldiers to distribute among the castles in any way you choose, and your opponent does the same independently. For each castle, the player with more soldiers wins that castle's points; in the event of a tie, no one receives points for that castle. Additionally, for each castle you win, you lose 0.2 points for every soldier you have more than your opponent at that location. All 100 soldiers must be deployed. Formulate a strategy to maximize your expected score.

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