报 告 人：  郭先平 教授

报告题目：A probability criterion for zero-sumstochastic games

报告时间：2017年11月13日 下午：4:00—5:00

报告地点：知新楼B座1238

报告摘要：In this talk, we concern withtwo-person zero-sum stochastic games in discrete-time, and will introduce a newperformance criterion. More precisely, we consider the probability that thepayoff exceeds a level, which means a security probability for player 1 andrisk probability for player 2. Under a suitable condition on the primitive dataof the game model, we not only establish the existence of the game’s value anda pair of optimal policies, but also provide a recursive way of computing thevalue of the game and optimal policies. Finally, we applied our mail results toan inventory system.

欢迎各位老师同学积极参加！