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发布时间:2024-05-11文章来源: 浏览次数:

报告题目:Finite horizon semi-Markov games under the probability criterion

报告摘要:This talk is on a two-person zero-sum game for finite horizon semi-Markov processes, where the concerned criterion is the probability that the total payoff produced by a system during a finite horizon exceeds a prescribed goal. which can be regarded as the security probability for player 1 as well as the risk probability for player 2. First, we give the characterization of the probability, and establish the Shapley equation and the existence of a saddle point under a suitable condition. Then, we develop a value iterative algorithm to compute an epsilon-saddle point and the value of the game by solving a series of matrix games. Finally, we demonstrate the application of our main results by an example on an inventory system.  

报告时间:2024年5月13日 16:00-17:00


报告人简介:郭先平,中山大学数学学院教授、博士生导师,国家杰出青年科学基金获得者,广东省珠江学者特聘教授,入选教育部“新世纪优秀人才支持计划”和教育部“优秀青年教师资助计划”。已在国内外重要学术期刊上发表了大量高水平文章,主要成果已发表在国际权威刊物Ann. Appl. Probab.,IEEE Trans. Autom. Control,SIAM J. Optim.,SIAM J. Control Optima.,Math. Oper. Res.,J. Appl. Probab.,Automatica,Bernoulli,Acta Appl. Math.和《科学通报》等上,在部分可观察的MDPs和扰动分析,连续时间MDPs和随机对策,非平稳MDPs和排队系统的最优控制等方面的研究取得系列重要成果,得到国际上许多资深概率学者的高度评价。

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