报告题目:  Zero-sum discounted semi-Markov games under the probability criterion

报告人： 郭先平教授 （中山大学）

报告时间：2021年12月2日10:00-11:30

报告地点：腾讯会议，会议ID：539 993 705

报告摘要：This talk concerns with zero-sum discounted semi-Markov games under a probability criterion. With a goal level in mind, two players (1, 2) are interested in the probability that the discounted reward/cost obtained during infinite horizon is no less than the given level for player 1/2, which is regarded as the security/risk probability for player 1/2. Firstly, we characterize the probability. Then, we establish the responding Shapley equation for the probability criterion, and show the existence of a Nash equilibrium. Furthermore, we provide an iteration algorithm for Nash equilibria. Finally, we illustrate some applications of our results by a business system.

报告人简介： 郭先平，男，博士，博士生导师，国家杰出青年科学基金获得者，珠江学者特聘教授，享受国务院特殊津贴专家，1996年于中南大学获博士学位，2002于中山大学晋升为教授，2003年入选教育部优秀青年教团队助计划，2004年入选教育部新世纪优秀人才支持计划，2017年获教育部自然科学二等奖，2018年担任全国概率统计学会副理事长。曾到美国、英国、加拿大，澳大利亚、墨西哥以及港澳台等进行多次交流与访问。担（曾）任国际SCI期刊Advances in Applied Probability，Journal of Applied Probability，Science China Mathematics，Journal of Dynamics and Games及国内期刊 《中国科学：数学》《应用数学学报》《应用概率统计》《运筹学学报》等期刊编委。研究兴趣为马氏决策过程、随机博弈等。