郭先平教授的学术报告

发布时间:2016年03月07日 作者:   消息来源:    阅读次数:[]

题目: First passage Markov decision  processes with  constraints and varying discount factors 

报告人: 郭先平教授(中山大学)  

时间:2016年03月11日下午16:00—17:00  

地点:数理楼小学术报告厅   

摘要: In this talk  we will focuse on the constrained optimality problem of first passage discrete-time Markov decision processes n denumerable state and compact Borel action spaces with multi-constraints and state-dependent discount factors. By means of the properties of a so-called occupation measure of a policy, we will show that the constrained optimality problem is equivalence to an (infinite-dimensional) linear programming on the set of occupation measures, and thus prove the existence of an optimal policy under suitable conditions. Furthermore, using the equivalence between the constrained optimality problem and the linear programming  we obtain an exact form of an optimal policy for the case of finite states and actions. Finally, as an example, a controlled queueing system is given to illustrate our results.
 

 

郭先平教授现任中山大学数学与计算科学学院副院长、教授、博士生导师, 1996年于中南大学获博士学位(概率统计专业),师从侯振挺教授, 2002于中山大学晋升为教授,2004年入选“教育部新世纪优秀人才支持计划”,2009年获得国家杰出青年科学基金获得者,2010年被聘为广东省珠江学者特聘教授. 曾应邀到Wayne State大学, Liverpool大学,Queensland大学,South Australia 大学,CINVESTAV, 香港科技大学,香港中文大学等进行多年合作研究.   

郭先平教授在《Ann. Appl. Probab.》, 《Bernoulli》,《J. Theory Probab.》, 《SIAM J. Optim.》, 《SIAM J. Control Optim.》,等国际权威期刊上发表学术论文100余篇,出版专著1部. 目前为《Adv. in Appl. Probab.》, 《J. Appl. Probab.》,《Sci. China Math.》,《应用数学学报》和《运筹学学报》等国际重要杂志编委.  



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