Reducing Stochastic Games to Semidefinite Programming

Manuel Bodirsky, Georg Loho, Mateusz Skomra

Abstract: We present a polynomial-time reduction from max-average constraints to the feasibility problem for semidefinite programs. This shows that Condon's simple stochastic games, stochastic mean payoff games, and in particular mean payoff games and parity games can all be reduced to semidefinite programming.