【学术讲座预告】理学院:zero-sum semi-markov games with the risk-sensitive average reward criterion
题目:zero-sum semi-markov games with the risk-sensitive average reward criterion
报告人:陈方 博士
时间:2025年10月17日17:30—18:30
地点:文昌校区第二教学楼306会议室
报告摘要: this talk focuses on the risk-sensitive average reward criterion for the semi-markov game with compact state and action spaces. under some suitable conditions, we introduce a parametric operator, verify that the corresponding spectral radius is an eigenvalue of it by the nonlinear krein-rutman theorem, and further show the continuity of the spectral radius in the parameters. by the continuity and the intermediate value property, we prove that the shapley equation admits a non-trivial solution, and then establish the existence of the value and a stationary saddle point. furthermore, we present an iteration algorithm for computing (at least approximating) the value of the game. finally, we give two examples to illustrate our conditions and algorithm.
报告人简介:陈方,2024年于中山大学获博士学位,现为北京大学北京国际数学研究中心博士后,主要研究兴趣是随机博弈与马氏决策过程。相关研究成果在发表在stochastic process. appl. 和j. optim. theory appl等国际sci期刊。