Abstract
We define the first nontrivial polynomially recognizable subclass of P-matrix Generalized Linear Complementarity Problems (GLCPs) with a subexponential pivot rule. No such classes/rules were previously known. We show that a subclass of Shapley turn-based stochastic games, subsuming Condon’s simple stochastic games, is reducible to the new class of GLCPs. Based on this we suggest the new strongly subexponential combinatorial algorithms for these games.
Supported by the Grant IG2003-2 067 from the Swedish Foundation for International Cooperation in Research and Higher Education (STINT) and the Swedish Research Council (VR) grants “Infinite Games: Algorithms and Complexity” and “Interior-Point Methods for Infinite Games”.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Andersson, D., Vorobyov, S.: Fast algorithms for monotonic discounted linear programs with two variables per inequality. Manuscript submitted to Theoretical Computer Science, July 2006. Preliminary version available as Isaac Newton Institute Preprint NI06019-LAA.
Björklund, H., et al.: Controlled linear programming: Boundedness and duality. TR DIMACS-2004-56, Center for Discrete Mathematics and Theoretical Computer Science, Rutgers University, NJ (2004)
Björklund, H., et al.: The controlled linear programming problem. TR DIMACS-2004-41, Center for Discrete Mathematics and Theoretical Computer Science, Rutgers University, NJ (2004)
Björklund, H., Svensson, O., Vorobyov, S.: Controlled linear programming for infinite games. TR DIMACS-2005-13, Center for Discrete Mathematics and Theoretical Computer Science, Rutgers University, NJ (2005)
Björklund, H., Svensson, O., Vorobyov, S.: Linear complementarity algorithms for mean payoff games. TR DIMACS-2005-05, Center for Discrete Mathematics and Theoretical Computer Science, Rutgers University, NJ (2005)
Björklund, H., Vorobyov, S.: Combinatorial structure and randomized subexponential algorithms for infinite games. Theoretical Computer Science 349(3), 347–360 (2005)
Björklund, H., Vorobyov, S.: A combinatorial strongly subexponential strategy improvement algorithm for mean payoff games. Discrete Applied Mathematics, to appear (2006), Available from http://www.sciencedirect.com/ 27 June, 2006
Condon, A.: The complexity of stochastic games. Information and Computation 96, 203–224 (1992)
Cottle, R.W., Dantzig, G.B.: A generalization of the linear complementarity problem. Journal of Combinatorial Theory 8, 79–90 (1970)
Cottle, R.W., Pang, J.-S., Stone, R.E.: The Linear Complementarity Problem. Academic Press, London (1992)
Coxson, G.: The P-matrix problem is coNP-complete. Mathematical Programming 64, 173–178 (1994)
Ebiefung, A.A., Kostreva, M.M.: The generalized linear complementarity problem: least element theory and Z-matrices. Journal of Global Optimization 11, 151–161 (1997)
Ehrenfeucht, A., Mycielski, J.: Positional strategies for mean payoff games. International Journ. of Game Theory 8, 109–113 (1979)
Gurvich, V.A., Karzanov, A.V., Khachiyan, L.G.: Cyclic games and an algorithm to find minimax cycle means in directed graphs. U.S.S.R. Computational Mathematics and Mathematical Physics 28(5), 85–91 (1988)
Kalai, G.: A subexponential randomized simplex algorithm. In: 24th ACM STOC, pp. 475–482 (1992)
Kalai, G.: Linear programming, the simplex algorithm and simple polytopes. Math. Prog (Ser. B) 79, 217–234 (1997)
Kojima, M., et al.: A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems. LNCS, vol. 538. Springer, Heidelberg (1991)
Matoušek, J., Sharir, M., Welzl, M.: A subexponential bound for linear programming. Algorithmica 16, 498–516 (1996)
Megiddo, N.: A note on the complexity of P-matrix LCP and computing the equilibrium. Technical Report RJ 6439 (62557) 9/19/88, IBM Almaden Research Center (1988)
Morris, W.D.: Randomized pivot algorithms for P-matrix linear complementarity problems. Mathematical Programming, Ser. A 92, 285–296 (2002)
Murty, K.G., Yu, F.-T.: Linear Complementarity, Linear and Nonlinear Programming. Heldermann, Berlin (1988), http://ioe.engin.umich.edu/people/fac/books/murty/linear_complementarity_webbook/
Shapley, L.S.: Stochastic games. Proc. Natl. Acad. Sci. U.S.A. 39, 1095–1100 (1953)
Svensson, O., Vorobyov, S.: A subexponential algorithm for a subclass of P-matrix generalized linear complementarity problems. TR DIMACS-2005-20, Center for Discrete Mathematics and Theoretical Computer Science, Rutgers University, NJ (2005)
Szanc, B.P.: The Generalized Complementarity Problem. PhD thesis, Rensselaer Polytechnic Institute, Troy, New York (1989)
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 2007 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Svensson, O., Vorobyov, S. (2007). Linear Complementarity and P-Matrices for Stochastic Games. In: Virbitskaite, I., Voronkov, A. (eds) Perspectives of Systems Informatics. PSI 2006. Lecture Notes in Computer Science, vol 4378. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-70881-0_35
Download citation
DOI: https://doi.org/10.1007/978-3-540-70881-0_35
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-70880-3
Online ISBN: 978-3-540-70881-0
eBook Packages: Computer ScienceComputer Science (R0)