主讲人:郭先平 (国家杰青)
题 目:Zero-sum discounted semi-Markov games with stopping and control
时 间:2026年1月15日 8:30—11:30
地 点:行政楼第二会议室
摘 要:This talk concerns a two-person zero-sum semi-Markov game with stopping and control under the expected discounted criterion, where players can use controls to influence the evolution of the game and choose to stop the game. Under mild conditions, we prove the Shapley equation has a solution. Using this solution, we establish the existence of the value, and construct a Nash equilibrium consisting of stopping times and stationary controls. Additionally, we develop an iterative algorithm to to compute ε-Nash equilibria. Finally, an example of an energy management system is given to illustrate the applications of our results.
郭先平简介:
郭先平,中山大学教授、博士生导师,国家杰出青年科学基金获得者。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,2010年被评为珠江学者特聘教授,2015年获国务院政府特殊津贴。现任全国概率统计学会副理事长,担(曾)任国际(SCI)杂志Advances inApplied Probability,Journal of Applied Probability,Science China Mathematics,Journal of DynamicsandGames,以及国内期刊《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。曾获得国家杰出青年科学基金、国家自然科学基金面上项目和重点项目多项。

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