报告人：郭先平（中山大学）

邀请人：吴付科

报告时间：2022年6月28日 （星期二）16: 00-17:30  

报告地点：科技楼706室

报告题目：A probability criterion for zero-sum Markov games

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 pair of optimal policies, but also provide a recursive way of computing the value of the game and optimal policies. Finally, we illustrate some applications of our main results with an example.  

报告人简介：郭先平，博士生导师，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。