题目: Solving Two-stage Stochastic Games by Progressive Hedging

时间：2019.12.28上午9:00

地点：升华后楼504

摘要: The problem of Nash equilibrium of a stochastic game in two stage setting will be first presented. Furthermore, the corresponding stochastic variational inequalities will be developed to achieve the Nash equilibrium for the two-stage stochastic game. Finally, a tailored progressive hedging algorithm will be introduced to solve the two-stage stochastic game.

报告人简介: 许弘雷教授为澳大利亚科廷大学数学与统计系高级讲师，IEEE高级会员，ICOCO2010，OCA5，JOC2017等国际会议秘书兼发起人，国际光学工程学会会员，IEEE协会高级会员，澳大利亚数学学会会员，为十余个国际会议的组织委员或程序委员。担任Dynamics of Continuous, Discrete and Impulsive Systems B (DCDIS-B)助理主编，Nonlinear Dynamics & Systems Theory (NDST)，Complexity 和Journal of Difference Equations (JDE) 国际杂志副编，Journal of Industrial and Management Optimization (JIMO), Discrete and Continuous Dynamical Systems-Series B (DCDS-B)，International Journal of Innovative Computing, Information and Control (IJICIC)，Optimization Letter (OPL) 等国际杂志客座主编，以及 Automatica，IEEE Transactions on Cybernetics 等30余个国际杂志审稿人。主编Springer图书3部，国际会议论文集2部，SCI国际杂志的特刊7期，在国内外权威期刊和重要国际学术会议上发表学术论文近百篇。由于所做工作受到国际同行的关注，近期多次受邀到国际会议做邀请报告。