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One thing that makes chess easier to program for is the standard opening.
With a standard setup, there becomes the possibility of opening book,
which severely limits the search space of the computer. 

Go starts with the most options and the game simplifies as it approaches
the end. In fact computer can play near flawless Go, if starting from near
end of mid-games, yet starting from the first move, computers can only
reach low amature dan level.

Arimaa is hard bacause of high branching factor by employing multiple
moves and weak pieces.

Shogi is relatively hard because of the drop rule which increases
branching factor as well.