Wireless networks are vulnerable to many malicious attacks, like active interference, due to the shared and open-access nature of the wireless medium. One difficulty in dealing with interference attacks is the lack of knowledge about whether the attack will be present or not. In this paper, we investigate how the lack of knowledge of whether jamming will or will not be used against an OFDM communication impacts the anti-jamming strategy one should use. Our model can be applied more generally to jamming attacks with a fixed frequency where, at each time slot, it is unknown whether the interference will be used or not. We have derived the equilibrium strategy in waterfilling form, and shown that the obtained solution includes as boundary cases two classical solutions in OFDM transmission for the case where there is no adversary, and the case where the adversary attacks with certainty. Uniqueness of the equilibrium strategies is proven, and an algorithm for finding the parameters of the waterfilling equations is developed. The efficiency of the algorithm is illustrated by numerical examples.