Shenzhen University School of Mathematical Sciences  

Liyuan Scholars Colloquium Session 186

Title: Risk-sensitive semi-Markov games with stopping and control

Speaker: Professor Guo Xianping (Sun Yat-sen University)

Time: 16:00–17:00, November 6, 2026

Location: Room 1, Huixing Building, Yuehai Campus, Shenzhen University

Abstract:In this talk, we consider a two-person zero-sum risk-sensitive semi-Markov stop ping game with unbounded payoff functions and state-dependent discount factors. In this game model, both players are allowed to use control actions to influence the system dynamics and to quite the game. Under some suitable conditions, we construct a solution to the associated Shapley equation. Based on this solution, we prove the existence of the value function and a saddle-point equilibrium. Moreover, we propose an algorithm for computing ε-saddle-point equilibria and establish its convergence. Finally, an example is given to illustrate our conditions and results.

Speaker Profile: Guo Xianping, male, Ph.D., Ph.D. advisor. He received his Ph.D. from Central South University in 1996, was promoted to professor at Sun Yat-sen University in 2002, was selected for the Ministry of Education’s Outstanding Young Teachers Support Program in 2003, was selected for the Ministry of Education’s New Century Excellent Talents Support Program in 2004, was named a Pearl River Scholar Distinguished Professor in 2010, and received a Special Government Allowance from the State Council in 2015. He used to serve as Vice President of the Chinese Society of Probability and Statistics and has served (or currently serves) on the editorial boards of international (SCI) journals such as Advances in Applied Probability, Journal of Applied Probability, Science China Mathematics, and Journal of Dynamics and Games, as well as domestic journals including Science in China: Mathematics, Acta Mathematicae Applicatae Sinica, and Applied Probability and Statistics. His research interests include Markov decision processes and stochastic games. He has received grants from the National Science Fund for Distinguished Young Scholars, as well as multiple General and Key Projects from the National Natural Science Foundation of China.

All faculty and students are welcome!  

School of Mathematical Sciences  

November 2, 2026