Continuous Blackjack Threshold

A gambler draws Uniform(0,1) numbers and adds them up. He may stop at any point; if his total ever exceeds 1 he busts and loses. When he stops at total ss, the dealer draws Uniform(0,1) numbers and adds them until the dealer's own total first exceeds ss: the dealer wins if that total is at most 1, and the gambler wins otherwise.

Renewal theory gives the gambler's win probability when he stops at ss: W(s)=1−es+s es.W(s) = 1 - e^{s} + s,e^{s}.

Optimal play is a threshold rule: keep drawing while the total is at most tt, stop as soon as it exceeds tt. Find tt.

Answer format: round to 4 decimal places.