This essay argues that the internment of Japanese Americans following the 1941 bombing of Pearl Harbor must be understood against the backdrop of game theory, a branch of applied mathematics that would eventually form the backbone of US Cold War foreign policy, but that I contend was being used against an “inscrutable” yellow menace a decade before it was applied to a red one. This effectively transformed the internment into a strategic game that Japanese Americans, as my readings of three internment-era novels suggest, also understood themselves as playing.