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郭先平教授学术报告:A probability criterion for zero-sum stochastic games

发布时间:2017-11-13     来源:    点击数:

报 告 人 郭先平 教授

报告题目A probability criterion for zero-sumstochastic games

报告时间20171113日 下午:4:00—5:00

报告地点:知新楼B1238

 

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.

 

 

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