On some extensions of discounted Markov decision processes

：张宜（英国伯明翰大学）
：2024-10-20 09:30
：海韵园行政楼C610

报告人：张宜（英国伯明翰大学）

时  间：2024年10月20日9:30

地  点：海韵园行政楼C610

内容摘要:

Discounted Markov decision processes have been studiedintensively in the literature. In this talk, I would like to present two extensions of the discounted Markov decision processes (MDP), and report some results for the more general models. The first extension comes from the fact that discounted MDPs can be viewed as special uniformly absorbing MDPs, which in turn are special models of absorbing MDPs. I like to present optimality results for absorbing MDPs and discuss some results that are valid for uniformly absorbing MDPs but not for the more general models. The second extension comes from the fact that in the standard discounted MDP, the discount function gamma is linear: if present value of the utility x in the next stage is given by gamma(x)=beta x. We may extend this linear discount function to a more general discount function. We observe that under certain conditions, this extension can be reduced to an equivalent two-player stochastic game model with perfect information. Some results presented in this talk are from joint works with Alexey Piunovskiy, Ernst Presman and Xinran Zheng.

个人简介：

张宜，英国伯明翰大学副教授。2010年博士毕业于利物浦大学。研究方向为马氏决策过程、随机博弈及其应用。已在SIAM J. Control Optim.,Math.Oper. Res, IEEE Trans. Automat. Control等知名期刊发表论文三十余篇，与合作者出版专著一部。

 

联系人：陈娴