A Recursive Algorithm for Solving Simple Stochastic Games
Data Structures and Algorithms
2021-10-05 v1 Computer Science and Game Theory
Abstract
We present two recursive strategy improvement algorithms for solving simple stochastic games. First we present an algorithm for solving SSGs of degree that uses at most iterations, with the number of MAX vertices. Then, we focus on binary SSG and propose an algorithm that has complexity where is the golden ratio. To the best of our knowledge, this is the first deterministic strategy improvement algorithm that visits strategies with .
Cite
@article{arxiv.2110.01030,
title = {A Recursive Algorithm for Solving Simple Stochastic Games},
author = {Xavier Badin de Montjoye},
journal= {arXiv preprint arXiv:2110.01030},
year = {2021}
}