报告题目：Optimal stopping time on semi-Markov processes — An approach of SMDPS

报 告人：郭先平教授 中山大学

报告时间：2022.11.20（周日）上午 10:00-11:00

腾讯会议：ID348-779-125，密码123456

报告摘要：This talk concerns with optimal stopping problems on semi-Markov processes [SMPs] with finite horizon, and aims to establish the existence and computation of optimal stopping times. We first establish the existence of an optimal policy of the semi-Markov decision processes (SMDPs] with additional terminal costs and finite horizon. Based on the optimal stopping problems, we give an explicit construction of SMDPs, which are proven to be equivalent to the optimal stopping times of SMPs. Then,using the results of SMDPs developed here, we not only prove the existence of an optimal stopping time of SMPs, provide an algorithm for computing them, but also find that the optimal stopping times can be characterized by the hitting time of some special sets.Finally, we give an example to illustrate the effectiveness of our conclusions.

报告人简介:

郭先平，中山大学教授，2003年入选教育部优秀青年教团队助计划，2004年入选教育部新世纪优秀人才支持计划，2010年被评为珠江学者特聘教授。研究方向为马氏决策过程、随机博弈等，曾先后主持国家杰出青年基金项目、自然科学基金面上项目、重点项目等多项科学基金。曾担任国际（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》《中山大学学报》（自然科学版）等杂志的编委。