Simple Stochastic Games and P-Matrix Generalized Linear Complementarity Problems
نویسندگان
چکیده
We show that the problem of finding optimal strategies for both players in a simple stochastic game reduces to the generalized linear complementarity problem (GLCP) with a P-matrix, a well-studied problem whose hardness would imply NP = co-NP. This makes the rich GLCP theory and numerous existing algorithms available for simple stochastic games. As a special case, we get a reduction from binary simple stochastic games to the P-matrix linear complementarity problem (LCP).
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