A Convex Programming-based Algorithm for Mean Payoff Stochastic Games with Perfect Information

Abstract

We consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph $G=(V,E)$, with local rewards $r: E \to \ZZ$, and three types of positions: black $V_B$, white $V_W$, and random $V_R$ forming a partition of $V$. It is a long-standing open question whether a polynomial time algorithm for BWR-games exists, even when $|V_R|=0$. In fact, a pseudo-polynomial algorithm for BWR-games would already imply their polynomial solvability. In this short note, we show that BWR-games can be solved via convex programming in pseudo-polynomial time if the number of random positions is a constant.

arXiv admin note: text overlap with arXiv:1508.03431