English
学术信息
当前位置:首页 \ 学术信息

学术报告:The existence and computation of Nash equilibria for zero-sum semi-Markov games with the discounted probability criteria

  报告时间2019年10月26日(周六)16:00

  报告地点北辰校区理学院二楼智慧教室

  报告题目The existence and computation of Nash equilibria for zero-sum semi-Markov games with the discounted probability criteria

  报告嘉宾郭先平


  报告概要:In this talk, we concern with two-person zero-sum semi-Markov games in continuous-time, and will introduce a new performance criterion. More precisely, we consider the probability that the payoff exceeds a level, which means a security probability for player 1 and risk probability for player 2.Under a suitable condition on the primitive data of the game model, we not only establish the existence of the game’s value and a pair of optimal policies, but also provide a policy iteration algorithm for  computing the value of the game and optimal policies. Finally, we illustrate some applications of our main results with an example. 

  

  嘉宾简介郭先平,中山大学,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。1987年毕业于湖南师范大学数学系,1996年于中南大学获博士学位(概率统计专业),2002于中山大学晋升为教授,2003年在中山大学被聘为博士生导师并入选教育部优秀青年教师资助计划2004年入选教育部新世纪优秀人才支持计划2005年被评为广东省优秀博士后2008年在国际会议“The 7-th WCICA”上获优秀论文奖,2009年获得国家杰出青年科学研究基金,2010年被聘为广东省珠江学者特聘教授。现任国际著名(SCI)杂志 Advances in Applied Probability Journal of Applied Probability 的编委、以及《应用数学学报》和《运筹学学报》常务编委。



Copyright © Hebei University of Technology  津ICP备05003053号 津教备0020号 

TOP