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

报告人：郭先平

讲座时间：2022年11月9日（周三）14:00-15:00

地点：线上腾讯会议：730-558-675，线下会议：综合楼644

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. Firstly, 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 to approach the value of the game by solving a series of matrix games. The construction of the epsilon-saddle point and the convergence of the algorithm are also shown. Finally, we demonstrate the application of our main results by an example on an inventory 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(2009年)，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师资助计划，2004年入选教育部新世纪优秀人才支持计划，2010年被评为珠江学者特聘教授,2017年获教育部自然科学二等奖，2018年当选为全国概率统计学会副理事长。担（曾）任国际（SCI）杂志 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》等杂志编委。研究兴趣为马氏决策过程、随机博弈、风险控制、排队优化等。