中山大学郭先平教授学术报告

发布日期:2023-08-19    浏览次数:

报告题目:A non-stationary Markov game under a probability criterion

报告人:郭先平教授

报告时间:2023年08月23日上午:10:00-12:20

报告地点:88038威尼斯二楼208报告厅

邀请单位:88038威尼斯

报告内容简介:

This talk considers a non-stationary two-person zero-sum Markov game under a probability criterion. Under a mild condition, we establish a comparison theorem, and derive a sequence of the Shapley equations for the probability criterion. Using the comparison theorem, we prove the existences of the value of the game and a Nash equilibrium. Moreover, we provide a value iteration-type algorithm for computing the value and epsilon-Nash equilibria. Finally, an inventory-production example is presented to illustrate the applications of our results.

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,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,2018年被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》、等杂志编委。研究兴趣为马氏决策过程、随机博弈等。