报 告 人：廖仲威 特聘研究员（北京师范大学）
报告题目：Discountedsemi-Markov games with incomplete information on one side
报告时间：2021年10月8日（周五）下午15:00
报告地点：静远楼1506学术报告厅
报告人简介：
廖仲威，北京师范大学珠海校区。毕业于北京师范大学，先后在中山大学和华南师范大学工作，并于澳大利亚墨尔本大学担任访问学者。现为北京师范大学珠海校区未来教育学院副教授。研究兴趣：随机过程稳定性；马氏决策过程与最优化理论；Stein方法等。研究工作发表于《SIAM J. CONTROL OPTIM.》, 《Front. Math. China》, 《J. Theoret. Probab.》, 《J. APPL. PROB.》, 《ADV. NONLINEAR STUD.》, 《Acta Math. Sin.》,《STOCH. ANAL. APPL.》等期刊.
报告摘要：
Thiswork considers two-player zero-sum semi-Markov games with incomplete informationon one side and perfect observation. At the beginning, the system selects agame type according to a given probability distribution and informs to Player 1only. After each stage, the actions chosen are observed by both players beforeproceeding to the next stage. Firstly, we show the existence of the valuefunction under the expected discount criterion and the optimality equation.Secondly, the existence and iterative algorithm of the optimal policy forPlayer 1 are introduced through the optimality equation of value function.Moreove, About the optimal policy for the uninformed Player 2, we define theauxiliary dual games and construct a new optimality equation for the valuefunction in the dual games, which implies the existence of the optimal policyfor Player 2 in the dual game. Finally, the existence and iterative algorithmof the optimal policy for Player 2 in the original game is given by the resultsof the dual game.
邀请人：陈木法