题目：Non-stationary two-agent zero-sum stochastic games with the probability criterion

内容简介：This talk concerns with a two-agent non-stationary discreet-time Markov game under the probability criterion, which focuses on the probability that the accumulated rewards of agent 1 (i.e., the costs of agent 2) exceed a prescribed threshold before the first passage into a target set. We first present two illustrative examples. The first one shows that the probability criterion breaks the implication from a nonzero-sum Nash equilibrium to a zero-sum saddle point. The second demonstrates that the non-stationary game can not be transformed into an equivalent stationary one via the standard state augmentation. Because of the non-stationariness, we introduce the notion of the n-th value of the game from time n onwards. Under a mild condition, we prove that the sequence of the n-th values is the unique solution of the system of Shapley equations for the probability criterion. From the system of Shapley equations, we establish the existence of the value and a saddle-point for the game, give an iteration algorithm for computing the approximation value and \epsilon-saddle-points of the game, and provide an explicit error bound. Finally, an energy management numerical example is presented to illustrate the theoretical results and the effectiveness of the proposed algorithm.

报告人：郭先平

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（2009）；1996年于中南大学获博士学位，2002于中山大学晋升为教授，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。

时间：2026年3月8日（周日）上午11：00 开始

地点：石牌校区南海楼224会议室

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信息科学技术学院