报告题目：Finite horizon semi-Markov games under the probability criterion
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. First, 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 the value of the game by solving a series of matrix games. Finally, we demonstrate the application of our main results by an example on an inventory system.
郭先平：博士生导师，中山大学教授，国家杰出青年科学基金获得者(2009年)，享受国务院特殊津贴专家，广东省珠江学者特聘教授，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、随机博弈等。2017年获教育部自然科学二等奖。