volume 289 pages 104885

Comparison of algorithms for simple stochastic games

Jan Křetínský 1
Emanuel Ramneantu 1
Alexander Slivinskiy 1
Maximilian Weininger 1
Publication typeJournal Article
Publication date2022-11-01
scimago Q2
wos Q3
SJR0.493
CiteScore2.2
Impact factor1.0
ISSN08905401, 10902651
Computer Science Applications
Computational Theory and Mathematics
Information Systems
Theoretical Computer Science
Abstract
Simple stochastic games are turn-based 2½-player zero-sum graph games with a reachability objective. The problem is to compute the winning probabilities as well as the optimal strategies of both players. In this paper, we compare the three known classes of algorithms – value iteration, strategy iteration and quadratic programming – both theoretically and practically. Further, we suggest several improvements for all algorithms, including the first approach based on quadratic programming that avoids transforming the stochastic game to a stopping one. Our extensive experiments show that these improvements can lead to significant speed-ups. We implemented all algorithms in PRISM-games 3.0, thereby providing the first implementation of quadratic programming for solving simple stochastic games.
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Křetínský J. et al. Comparison of algorithms for simple stochastic games // Information and Computation. 2022. Vol. 289. p. 104885.
GOST all authors (up to 50) Copy
Křetínský J., Ramneantu E., Slivinskiy A., Weininger M. Comparison of algorithms for simple stochastic games // Information and Computation. 2022. Vol. 289. p. 104885.
RIS |
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RIS Copy
TY - JOUR
DO - 10.1016/j.ic.2022.104885
UR - https://doi.org/10.1016/j.ic.2022.104885
TI - Comparison of algorithms for simple stochastic games
T2 - Information and Computation
AU - Křetínský, Jan
AU - Ramneantu, Emanuel
AU - Slivinskiy, Alexander
AU - Weininger, Maximilian
PY - 2022
DA - 2022/11/01
PB - Elsevier
SP - 104885
VL - 289
SN - 0890-5401
SN - 1090-2651
ER -
BibTex
Cite this
BibTex (up to 50 authors) Copy
@article{2022_Křetínský,
author = {Jan Křetínský and Emanuel Ramneantu and Alexander Slivinskiy and Maximilian Weininger},
title = {Comparison of algorithms for simple stochastic games},
journal = {Information and Computation},
year = {2022},
volume = {289},
publisher = {Elsevier},
month = {nov},
url = {https://doi.org/10.1016/j.ic.2022.104885},
pages = {104885},
doi = {10.1016/j.ic.2022.104885}
}