Speaker：Xianping Guo（Sun Yat-sen University）

Time：2021-12-08 10:00

Location：Tencent Meeting ID： 686847259（No Password）

Abstract:

This talk concerns with discounted zero-sum semi-Markov games under a probability criterion. With a goal level in mind, two players 1/2 are interested in the probability that the discounted reward/cost obtained during infinite horizon is no less than the given level for player 1/2, which is regarded as the security/risk probability for player 1/2. After characterizing the probability, we establish the responding Shapley equation for the probability criterion. Then, we not only prove the existence of a Nash equilibrium, but also provide an iteration algorithm for computing Nash equilibria. Furthermore, we illustrate some applications of our results by a business system.