主讲人：郭先平（中山大学）

邀请人：周清

时  间：2018年9月21日(周五) 16:00-17:00

地  点：主楼1214

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 illustrate some applications of our main results with ancontrolled inventory system.

报告人简介：

郭先平，男，博士，博士生导师，国家杰出青年科学基金获得者，享受国务院特殊津贴专家，珠江学者特聘教授，1996年于中南大学获博士学位，2002于中山大学晋升为教授，2003年在中山大学被聘为博士生导师并入选教育部优秀青年教师资助计划，2004年入选教育部新世纪优秀人才支持计划，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》、《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、风险控制等。