关于举行中山大学郭先平教授学术报告会的通知

报告题目：Constrained Markov decision processes with varying discount factors

报 告 人：郭先平 教授（中山大学）

报告时间：2017年1月10日（周二）下午16:00-17:00

报告地点：4号楼4141室

 

欢迎广大师生前往!

 

                                                        数学学院

                                                    2017年01月09日

 

 

Abstract: This talkfocuses on the constrained optimality problem of first passagediscrete-time Markov decisionprocesses in denumerable states and compact action spaces with multi-constraints, state-dependent discount factors and possibly unbounded costs.By means of the properties of a so-called occupation measure of a policy, we show that the constrained optimalityproblem is equivalence to an (infinite-dimensional) linear programming on the set of occupation measures with some constraints, and thus prove the existence of an optimal policy under suitable conditions. Furthermore, using the equivalence between the constrained optimalityproblem and the linear programming we obtain an exact form of an optimal policyfor the case of finite

states and actions. Finally, as an example, a controlled queueing system is given to illustrate our results.