Zero-sum stochastic games with
the risk-sensitive average criterion
报告专家：郭先平 教授（中山大学）
报告时间：1月13日（星期一）上午10:00-11:00
报告地点：数学学院西202报告厅
报告摘要：This talk concerns with the existence and computation of a Nash equilibrium for the zero-sum stochastic games with the risk-sensitive average criterion. First, we establish the existence of the value and a saddle point under a mild condition,, which is weaker than those in the existing literature. Next, different from the existing literature on the risk-sensitive average stochastic games which only focuses on the existence of a Nash equilibrium, we additionally propose two algorithms to approximate the value and saddle points, respectively. Finally, we give an example to illustrate our conclusions.
专家简介：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。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。
邀请人：胡泽春
