报告 人：郭先平 教授

报告题目：A probability criterion for zero-sum stochastic 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 with two-person zero-sum stochastic 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 applied our mail results to an inventory system.

欢迎各位老师同学积极参加！