报告题目：Discounted Semi-Markov Games with Incomplete Information on One Side

主 讲 人：廖仲威

单 位：北京师范大学

时 间：5月29日15:00

地 点：公司北研教室

摘 要：

This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type with given probability distribution and informs to Player 1 only. After each stage, the actions played are perfectly observed by both players. Firstly, we prove the existence of the value function under the expected discount criterion. Secondly, the explicit construction and iterative algorithm of Player 1’s optimal policy are introduced through the optimality equation of value function. Finally, for the uninformed Player 2, we improve the dual game method and construct a new optimality equation which is different from that of Player 1. Moreover, the explicit construction and iterative algorithm of Player 2’s optimal policy are also proposed.

简 介：

廖仲威，北京师范大学副教授，曾任职于中山大学数学学院和华南师范大学数学应用与交叉研究中心，在澳大利亚墨尔本大学担任过访问学者。研究兴趣为随机过程遍历性、泛函不等式、随机控制、Stein方法等。研究工作主要发表于《SIAM J. CONTROL OPTIM.》,《J. APPL. PROB.》,《ADV. NONLINEAR STUD.》,《FRONT. MATH. CHINA》,《ACTA MATH. SIN.》等国内外期刊。