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Fast Algorithms for Monotonic Discounted Linear Programs with Two Variables per Inequality
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Faculty of Science and Technology, Biology, Department of Ecology and Evolution, Computing Science. Datalogi.
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Faculty of Science and Technology, Biology, Department of Ecology and Evolution, Computing Science. Datalogi.
2006 (English)Report (Other scientific)
Abstract [en]

We suggest new strongly polynomial algorithms for solving linear programs

min( \Sigma x_i |S ) with constraints S of the monotonic discounted form x_i ≥ λx_j + β with 0 < λ < 1. The algorithm for the case when the discounting factor λ is equal for all constraints is O(mn2 ), whereas the algorithm for the case when λ may vary between the constraints is O(mn2 log m), where n is the number of variables and m is the number of constraints. As applications, we obtain the best currently available algorithm for two-player discounted payoff games and a new faster strongly subexponential algorithm for

the ergodic partition problem for mean payoff games.

Place, publisher, year, edition, pages
2006.
Identifiers
URN: urn:nbn:se:uu:diva-18825OAI: oai:DiVA.org:uu-18825DiVA: diva2:46597
Available from: 2006-11-23 Created: 2006-11-23

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