科学研究
报告题目:

Computation for zero-sum stochastic games with the risk-sensitive average criterion

报告人:

郭先平 教授(中山大学)

报告时间:

报告地点:

理学院东北楼二楼报告厅(209)

报告摘要:

This talk concerns with the computation of zero-sum stochastic games with the risk-sensitive average criterion. First, we establish the existence of the value and a saddle point under a mild condition,which is weaker than those in [SIAM J. Control Optim. 2019, 57(1): 219-240] and [Stochastic Process. Appl. 2014, 124(1): 961-983]. Next, different from the existing literature on the risk-sensitive average stochastic games which only focuses on the existence of saddle points, we additionally propose two algorithms to approximate the value and saddle points, respectively. Finally, we give an example to illustrate our conclusions.