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CIE
2008
Springer

A Simple P-Matrix Linear Complementarity Problem for Discounted Games

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A Simple P-Matrix Linear Complementarity Problem for Discounted Games
The values of a two-player zero-sum binary discounted game are characterized by a P-matrix linear complementarity problem (LCP). Simple formulas are given to describe the data of the LCP in terms of the game graph, discount factor, and rewards. Hence it is shown that the unique sink orientation (USO) associated with this LCP coincides with the strategy valuation USO associated with the discounted game. As an application of this fact, it is shown that Murty's least-index method for P-matrix LCPs corresponds to both known and new variants of strategy improvement algorithms for discounted games.
Marcin Jurdzinski, Rahul Savani
Added 12 Oct 2010
Updated 12 Oct 2010
Type Conference
Year 2008
Where CIE
Authors Marcin Jurdzinski, Rahul Savani
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