A polynomial-time algorithm, based on Newton's method, for linear programming
Mathematical Programming: Series A and B
The complexity of stochastic games
Information and Computation
A subexponential randomized algorithm for the simple stochastic game problem
Information and Computation
Finite State Markovian Decision Processes
Finite State Markovian Decision Processes
New Algorithms for Solving Simple Stochastic Games
Electronic Notes in Theoretical Computer Science (ENTCS)
New Results on Simple Stochastic Games
ISAAC '09 Proceedings of the 20th International Symposium on Algorithms and Computation
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We present a new algorithm for solving Simple Stochastic Games (SSGs), which is fixed parameter tractable when parametrized with the number of random vertices. This algorithm is based on an exhaustive search of a special kind of positional optimal strategies, the f-strategies. The running time is , where and are respectively the number of vertices, random vertices and edges, and the maximum bit-length of a transition probability. Our algorithm improves existing algorithms for solving SSGs in three aspects. First, our algorithm performs well on SSGs with few random vertices, second it does not rely on linear or quadratic programming, third it applies to all SSGs, not only stopping SSGs.