Assume for simplicity that every shooter must, on every turn, attempt to shoot one living shooter, if there be any other shooter alive. Further assume that the only condition on which the target survives is if the shot was a blank.
We must also make some assumptions about the shooters’ utility functions. First assume that each shooter’s utility function is dominated by his own survival: No shooter is willing to accept any nonzero decrease in his own survival chance for the sake of choosing who wins in the event that he dies. Second, we’ll assume that, in the event that a shooter’s choice cannot affect his own chance of survival at all, he has some preference for who else dies, and will work to make the odds for that person as bad as possible.
Multiple survivors are in this case impossible: That would require that there be two people, neither of whom has a bullet in his brain nor in his gun. But there are a total of six bullets, and at most three can be in the dead man’s gun, and at most one in the dead man’s brain, leaving two bullets unaccounted for.
OK, given that, let’s find some cases where we know the outcome, and work backwards from there:
1: If White is to shoot, and he is one of two shooters currently alive, he will shoot and kill his opponent, and win.
2: If anyone else is to shoot, and is alive along with White, he must shoot at White, because doing so is his only chance to avoid scenario 1 where White kills him.
3: If anyone is out of blanks, then that person has effectively become White. Thus, if Gray misses his first shot, then White must kill Gray, since otherwise he’s left being killed by Gray.
4: If anyone is out of bullets when anyone else dies, that person is screwed, since he cannot kill the other opponent, and the other opponent is therefore guaranteed to eventually get his shot and kill the person out of bullets. Only Black can ever get into this situation, though, because Gray and White both have enough bullets to kill their opponents.
5: Thus, if Black hits with his first shot, he’s dead. And if he misses with his first shot, it doesn’t matter who he shot at. Let’s look at the case where he misses, and the cases where he hits.
If Black shoots Gray and hits, White is guaranteed to win. Likewise, if Black shoots White and hits, Gray is guaranteed to win. If Black shoots himself and hits, then Gray has a 2/3 chance of winning, and White has a 1/3 chance of winning. No matter what his preference, shooting at himself is thus dominated by shooting at his hated target.
If Black misses, then it’s now Gray’s turn. If Gray also misses (no matter whom he shoots at), then he has become inerrant, and so becomes White’s priority target, and dies. If Gray hits Black, then he becomes White’s only target, and so dies. If Gray hits himself, of course, he also dies. Therefore, Gray’s only chance of survival is to target White and hope he hits, and so that’s what he’ll do. This gives him a 2/3 chance of hitting White, then a 1/2 chance of being missed by Black, then a 1/2 chance of hitting Black, for a chance of survival (conditioned on Black’s first shot missing) of 1/6.
If both Black and Gray miss, then White kills Gray, and then Black has a 50% chance of killing White. So White’s chance of survival (conditioned on Black’s first shot missing) is 1/3 (for Gray missing him) times 1/2 (for Black missing him), or 1/6.
Black then, by subtraction, has a 2/3 chance of winning (conditioned on missing his first shot). Since Black missing his first shot was also a 2/3 chance, Black’s overall chance of victory is 4/9.
Meanwhile, if Black hits, then whoever Black didn’t aim at has a 100% chance of victory.
So, if Black’s more-hated enemy is Gray, then Gray’s chance of victory is (2/3)(1/6), or 1/9, and White’s chance of victory is 4/9. And if Black’s more-hated enemy is White, then White’s chance of victory is (2/3)(1/6), or 1/9, and Gray’s chance of victory is 4/9.
To put it all together, then: Black has a 4/9 chance of victory, whichever of the other two Black hates less also has a 4/9 chance of victory, and whichever one Black hates more has a mere 1/9 chance of victory.