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Stochastic Games

#Introduction This repository aims to provide tools for solving formal games such as Zero-Sum games or games with lack of information. It is currently in development and is not stable at all.

#Dependencies This repository uses cmake system, it requires a c++11 compatible compiler. The following libraries are needed:

  • eigen3
  • glpk (Gnu linear programming kit)

#Tests The library built by the cmake provide some functional tests, they are compiled when setting the "TESTS" option to "ON" in the CMakeCache

##test_glpk A basic test provided by the glpk documentation.

##test_glpk2 This test solves a basic Zero-Sum game using glpk interface

##test_zs_game This test solves a basic Zero-Sum game (the same as in glpk2) using our custom interface

##test_li_game This test solves a basic game with lack of information on both sides, the distribution might be controlled by choosing an appropriate p-value

##test_li_discretize This test solves a game with lack of information on both side with a discretization of the possible distributions. It produces information on the solving on stdout, the value of the game depending on the distribution used is written as a csv file on stderr.

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