I'm having trouble finding a primary source, but here's a paper discussing the issue.
Field, A. (2014). Schelling, von Neumann, and the Event that Didn’t Occur. Games, 5(1), 53–89. doi:10.3390/g5010053
I think you are thinking of https://en.wikipedia.org/wiki/Bertrand_Russell Who having visited the Soviet union after the revolution didn't think much of it.
Source?