Optimistic and Topological Value Iteration for Simple Stochastic Games

While value iteration (VI) is a standard solution approach to simple stochastic games (SSGs), it suffered from the lack of stopping criterion. Recently, several solutions have appeared, among them also “optimistic” VI (OVI). However, OVI applicable only one-player SSGs with no end components. We lift these two assumptions, making available general SSGs. Further, we utilize idea in context topological VI, where provide an efficient precise solution. In order compare new algorithms state art, use not benchmarks, but design random generator SSGs, which can be biased towards various types models, aiding understanding advantages different on