Stochastic Mean Payoff Games: Smoothed Analysis and Approximation Schemes

نویسندگان

  • Endre Boros
  • Khaled M. Elbassioni
  • Mahmoud Fouz
  • Vladimir Gurvich
  • Kazuhisa Makino
  • Bodo Manthey
چکیده

We consider two-person zero-sum stochastic mean payoff games with perfect information modeled by a digraph with black, white, and random vertices. These BWR-games games are polynomially equivalent with the classical Gillette games, which include many well-known subclasses, such as cyclic games, simple stochastic games, stochastic parity games, and Markov decision processes. They can also be used to model parlor games such as Chess or Backgammon. It is a long-standing open question whether a polynomial algorithm exists that solves BWR-games. In fact, a pseudo-polynomial algorithm for these games with an arbitrary number of random nodes would already imply their polynomial solvability. Currently, only two classes are known to have such a pseudo-polynomial algorithm: BW-games (the case with no random nodes) and ergodic BWR-games (i.e., in which the game’s value does not depend on the initial position) with constant number of random nodes. In this paper, we show that the existence of a pseudo-polynomial algorithm for BWR-games with constant number of random vertices implies smoothed polynomial time complexity and the existence of absolute and relative polynomial-time approximation schemes. In particular, we obtain smoothed polynomial time complexity and derive absolute and relative approximation schemes for the above two classes.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Note on the Approximation of Mean-Payoff Games

We consider the problem of designing approximation schemes for the values of mean-payoff games. It was recently shown that (1) mean-payoff with rational weights scaled on [−1, 1] admit additive fully-polynomial approximation schemes, and (2) mean-payoff games with positive weights admit relative fully-polynomial approximation schemes. We show that the problem of designing additive/relative appr...

متن کامل

Approximation Schemes for Stochastic Mean Payoff Games with Perfect Information and a Few Random Positions

We consider two-player zero-sum stochastic mean payoff games with perfect information modeled by a digraph with black, white, and random vertices. These BWR-games are polynomially equivalent with the classical Gillette games, which include many well-known subclasses, such as cyclic games, simple stochastic games, stochastic parity games, and Markov decision processes. They can also be used to m...

متن کامل

Robust Stable Payoff Distribution in Stochastic Cooperative Games

Cooperative games with transferable utilities belong to a branch of game theory where groups of players can enter into binding agreements and form coalitions in order to jointly achieve some objectives. In a cooperative setting, one of the most important questions to address is how to establish a payoff distribution among the players in such a way to ensure the stability of the game. Classical ...

متن کامل

Robust Newsvendor Games with Ambiguity in Demand Distributions

Cooperative games with transferable utilities belong to a branch of game theory where groups of players can enter into binding agreements and form coalitions in order to jointly achieve some objectives. In a cooperative setting, one of the most important questions to address is how to establish a payoff distribution among the players in such a way to ensure the stability of the game. Classical ...

متن کامل

APPROXIMATION OF STOCHASTIC PARABOLIC DIFFERENTIAL EQUATIONS WITH TWO DIFFERENT FINITE DIFFERENCE SCHEMES

We focus on the use of two stable and accurate explicit finite difference schemes in order to approximate the solution of stochastic partial differential equations of It¨o type, in particular, parabolic equations. The main properties of these deterministic difference methods, i.e., convergence, consistency, and stability, are separately developed for the stochastic cases.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011