学术报告

学术报告

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报告时间 2023年6月13日上午10:30-12:50 报告地点 腾讯会议643-901-441
报告人 郭先平

报告题目:Zero-sum stochastic games under a probability criterion

报告人:郭先平 教授 中山大学

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邀请人:李文迪

报告时间:2023年6月13日上午10:30-12:50

报告地点:腾讯会议643-901-441

报告人简介:郭先平,国家级人才,珠江学者特聘教授,享受国务院政府特殊津贴专家,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师资助计划,2004年入选省部级人才,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。 郭先平教授在 SIAM Journal on Control and Optimization, Annals of Applied Probability, IEEE Transactions on Automatic Control等期刊上发表一百多篇论文,出版专著1部。

报告摘要:In this talk, we concern with two-person zero-sum Markov games in discrete-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 Nash equilibrium, but also provide a recursive way of computing the value of the game and Nash equilibria. Finally, we illustrate applications of our main results with an example.

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