一楼一凤

Zero-sum discounted semi-Markov games with incomplete reward information

活动时间:2026-03-27 16:00

活动地点:2432

主讲人:郭先平

主讲人中文简介:

 郭先平教授,博士生导师,国家杰出青年科学基金获得者(2009)。1996年于中南大学获博士学位,2002于中山大学晋升为教授,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》等杂志编委。研究兴趣为马氏决策过程、随机博弈等。

活动内容摘要:

In this talk we concern a two-agent zero-sum  semi-Markov game with incomplete reward information on one side for the discounted criterion. First, we prove that the value of the game exists and satisfies the Shapley equation. From the Shapley equation, we construct an optimal policy for the informed agent. Second, to show the existence of an optimal policy for the uninformed agent, we introduce an auxiliary dual game and establish the relationship between the primal game and the dual one. By this relationship, we prove the existence of the value of the dual game, and then construct an optimal policy for the uninformed agent in the primal game. Finally, we develop  iterative algorithms to compute ε-optimal policies for the two agents.

主持人:童金英