The Absent-Minded Driver
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An absent-minded driver starts driving at START in Figure 1. At X he can either EXIT and get to A (for a payoff of 0), or CONTINUE to Y. At Y he can either EXIT and get to B (payoff 4), or CONTINUE to C (payoff 1). The essential assumption is that he cannot distinguish between intersections X and Y, and cannot remember whether he has already gone through one of them.
[1] Sergiu Hart,et al. The Forgetful Passenger , 1997 .
[2] Ariel Rubinstein,et al. On the Interpretation of Decision Problems with Imperfect Recall , 1996, TARK.