The rule gets its name from the solution to the age-old problem of cutting a pie into slices. If you have someone you distrust (say, your younger sibling) cutting pieces of pie, how do you ensure that you get a piece that will satisfy you? The answer is similar to the one above: Let them cut two pieces which they feel are equal, and you get to pick which one you like. If they "cheat" and make one slice much larger than the other, you will obviously pick that one; it is in their best interests to cut two slices which are very close to the same size.
This rule acts as a normalisation factor in games where there may be a first-move advantage; since Hex has a proof for a first-player win, the pie rule technically gives the second player a win (depending on their choice of switching or not), but the practical result is that the first player will choose a move neither too strong nor too weak, and the second player will have to decide whether the first move advantage is worth it.
The game of Orbit[?] uses a "refined" pie rule, which technically has the "real" pie rule as a subset; like Hex being a subset of Y, however, the "refined" pie rule complicates matters considerably.
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