The F#.NET Journal just published an article about puzzles:
"Maze generation is a remarkably complex and diverse subject that essentially falls into the category of network or graph theory but is most often seen in the context of games and puzzles. The characteristics that make a maze interesting for humans to try to navigate are subjective and not easily defined and, consequently, the design and implementation of an automatic maze generator is as much an art as it is a science. This article describes the design and implementation of a simple but effective maze generation algorithm including WPF-based visualization. The algorithm is elegantly expressed in terms of recursive functions and purely functional data structures..."
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