Abstract:
Stochastic games, introduced by Shapley in the 1950s, model dynamic interactions in which the environment changes in response to players' behavior. For two-player zero-sum stochastic games, we show that the player can guarantee the equilibrium value uniformly with long-run interactions. Our approach is based on an epsilon-optimal strategy constructed using Blackwell's approachability, which is a generalization of von Neumann's minmax theorem for vector payoffs. This talk is based on joint works with Joon Kwon and Bruno Ziliotto.
Biography:
Yijun Wan is a PostDoc in mathematics at Paris Dauphine University-PSL. She received her bachelor's degree from Beihang University in 2017, her master's degree from ENS Paris in 2019 and her Ph.D. from the University of Paris-Saclay in 2022. She was a Research Engineer at Huawei Paris Research Center during 2023. Her research interests focus on probability theory and its applications.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai
This event is open to the NYU Shanghai community and Math community.