Title
Toward Solving 2-TBSG Efficiently.
Abstract
Two-player turn-based stochastic game (2-TBSG) is a two-player game model which aims to find Nash equilibriums and is widely utilized in reinforcement learning and AI. Inspired by the fact that the simplex method for solving the deterministic discounted Markov decision processes is strongly polynomial independent of the discount factor, we are trying to answer an open problem whether there is a similar algorithm for 2-TBSG. We develop a simplex strategy iteration where one player updates its strategy with a simplex step while the other player finds an optimal counterstrategy in turn, and a modified simplex strategy iteration. Both of them belong to a class of geometrically converging algorithms. We establish the strongly polynomial property of these algorithms by considering a strategy combined from the current strategy and the equilibrium strategy. Moreover, we present a method to transform general 2-TBSGs into special 2-TBSGs where each state has exactly two actions.
Year
DOI
Venue
2019
10.1080/10556788.2019.1695131
OPTIMIZATION METHODS & SOFTWARE
Keywords
DocType
Volume
Markov decision process,two-player turn-based stochastic game,simplex strategy iteration,strongly polynomial time
Journal
35
Issue
ISSN
Citations 
SP4
1055-6788
0
PageRank 
References 
Authors
0.34
2
3
Name
Order
Citations
PageRank
Zeyu Jia111.73
Zaiwen Wen293440.20
Yinyu Ye35201497.09