English

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 dd that uses at most O((d+1)2/2n/2)O\left(\left\lfloor(d+1)^2/2\right\rfloor^{n/2}\right) iterations, with nn the number of MAX vertices. Then, we focus on binary SSG and propose an algorithm that has complexity O(φnPoly(N))O\left(\varphi^nPoly(N)\right) where φ=(1+5)/2\varphi = (1 + \sqrt{5})/2 is the golden ratio. To the best of our knowledge, this is the first deterministic strategy improvement algorithm that visits 2cn2^{cn} strategies with c<1c < 1.

Keywords

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}
}