題目：Zero-sum semi-Markov games with the risk-sensitive average reward criterion

報告人：陳方 博士

時間：2025年10月17日17:30—18:30

地點：文昌校區第二教學樓306會議室

報告摘要： This talk focuses on the risk-sensitive average reward criterion for the semi-Markov game with compact state and action spaces. Under some suitable conditions, we introduce a parametric operator, verify that the corresponding spectral radius is an eigenvalue of it by the nonlinear Krein-Rutman theorem, and further show the continuity of the spectral radius in the parameters. By the continuity and the intermediate value property, we prove that the Shapley equation admits a non-trivial solution, and then establish the existence of the value and a stationary saddle point. Furthermore, we present an iteration algorithm for computing (at least approximating) the value of the game. Finally, we give two examples to illustrate our conditions and algorithm.

報告人簡介：陳方，2024年于中山大學獲博士學位，現為北京大學北京國際數學研究中心博士后，主要研究興趣是隨機博弈與馬氏決策過程。相關研究成果在發表在Stochastic Process. Appl. 和J. Optim. Theory Appl等國際SCI期刊。