Chess Problem is a miscellaneous quest and a "Lost and Found" Refuge random encounter in Fallout 76 update Expeditions: The Pitt.
Walkthrough
Roy Lopez has misplaced a piece for his robot chess set while attempting to get other refugees to play a game with him. After agreeing to assist him in finding the missing piece, a randomized chess piece will spawn in a randomized location within the Whitespring Refuge. Return the chess piece to Roy to complete the quest.
Quest stages
Notes
The chess pieces that are randomly selected to be found include a king, queen, bishop, knight (model A), rook, and pawn.