讲座内容简介：

This talk concerns with zero-sum semi-Markov games under a discounted probability criterion. With a given goal level, two players 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. First, we give a characterization of the discounted probability. Then, we establish the associated Shapley equation for the discounted probability criterion, and further show the existence of a Nash equilibrium and an iteration algorithm for computing Nash equilibria. Finally, we illustrate our main results by a business system.

主持人简介：

郭先平，男，博士，博士生导师，国家杰出青年科学基金获得者，珠江学者特聘教授，1996年于中南大学获博士学位，2002于中山大学晋升为教授，2003年入选教育部优秀青年教师资助计划，2004年入选教育部新世纪优秀人才支持计划，2017年获教育部自然科学二等奖（第1完成人）， 2018年担任全国概率统计学会副理事长。曾到美国、英国、加拿大，澳大利亚、墨西哥以及港澳台等进行多次交流与访问，并任国际（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》、《运筹学学报》等杂志编委,研究兴趣为马氏决策过程、随机博弈、风险控制等。