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.

We devise a policy-iteration algorithm for deterministic two-player discounted and mean-payoff games, that runs in polynomial time with high probability, on any input where each payoff is chosen independently from a sufficiently random distribution. This includes the case where an arbitrary set of payoffs has been perturbed by a Gaussian, showing for the first time that deterministic two-player games can be solved efficiently, in the sense of smoothed analysis. More generally, we devise a condition number for deterministic discounted and mean-payoff games, and show that our algorithm runs in time polynomial in this condition number. Our result confirms a previous conjecture of Boros et al., which was claimed as a theorem and later retracted. It stands in contrast with a recent counter-example by Christ and Yannakakis, showing that Howard's policy-iteration algorithm does not run in smoothed polynomial time on stochastic single-player mean-payoff games. Our approach is inspired by the analysis of random optimal assignment instances by Frieze and Sorkin, and the analysis of bias-induced policies for mean-payoff games by Akian, Gaubert and Hochart.

A general issue in computational optimization is to develop combinatorial algorithms for semidefinite programming. We address this issue when the base field is nonarchimedean. We provide a solution for a class of semidefinite feasibility problems given by generic matrices with a Metzler-type sign pattern. Our approach is based on tropical geometry. We define tropical spectrahedra as the images by the valuation of nonarchimedean spectrahedra, and provide an explicit description of the tropical spectrahedra arising from the aforementioned class of problems. We deduce that the tropical semidefinite feasibility problems obtained in this way are equivalent to stochastic mean payoff games, which have been well studied in algorithmic game theory. This allows us to solve nonarchimedean semidefinite feasibility problems using algorithms for stochastic games. These algorithms are of a combinatorial nature and work for large instances.