2022/07/29 by Muqsit Azeem, Azeem, Muqsit, Alexandros Evangelidis +7 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Computer Science and Game Theory (cs.GT) #Decision-Making and Behavioral Economics #Economic theories and models #FOS: Computer and information sciences #Game Theory and Applications
paper · pdf · doi:10.48550/arxiv.2207.14417
openalex publication_date 2022/07/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
While value iteration (VI) is a standard solution approach to simple stochastic games (SSGs), it suffered from the lack of a stopping criterion. Recently, several solutions have appeared, among them also "optimistic" VI (OVI). However, OVI is applicable only to one-player SSGs with no end components. We lift these two assumptions, making it available to general SSGs. Further, we utilize the idea in the context of topological VI, where we provide an efficient precise solution. In order to compare the new algorithms with the state of the art, we use not only the standard benchmarks, but we also design a random generator of SSGs, which can be biased towards various types of models, aiding in understanding the advantages of different algorithms on SSGs.