Thanks for pointing this out. While Google and Wikipedia confidently redirect me to the Monty Hall article, which does mention a goat at some point, the common name for it in English is "Monty Hall Problem".
In other languages it's a three-door-problem or the goat problem, but given that it's such a good example for so many things in psychology and maths, I should be using the most common name in each language.
... It became famous as a question from a reader's letter quoted in Marilyn vos Savant's "Ask Marilyn" column in Parade magazine in 1990 (vos Savant 1990a):
Suppose you're on a game show, and you're given the choice of three doors: Behind one door is a car; behind the others, goats. You pick a door, say No. 1, and the host, who knows what's behind the doors, opens another door, say No. 3, which has a goat. He then says to you, "Do you want to pick door No. 2?" Is it to your advantage to switch your choice?
It is known in academic circles as Monty hall and when it pops up in popular media, it is also referred to as Monty hall.