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许弘雷教授学术报告

发布时间:2019年12月26日 作者: 浏览次数:

timu: solving two-stage stochastic games by progressive hedging

shijian:2019.12.28shangwu9:00

didian:shenghuahoulou504

zhaiyao: 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.

baogaorenjianjie: xuhongleijiaoshouweiaodaliyaketingdaxueshuxueyutongjixigaojijiangshi,ieeegaojihuiyuan,icoco2010,oca5,joc2017dengguojihuiyimishujianfaqiren,guojiguangxuegongchengxuehuihuiyuan,ieeexiehuigaojihuiyuan,aodaliyashuxuexuehuihuiyuan,weishiyugeguojihuiyidezuzhiweiyuanhuochengxuweiyuan。danrendynamics of continuous, discrete and impulsive systems b (dcdis-b)zhulizhubian,nonlinear dynamics & systems theory (ndst),complexity hejournal of difference equations (jde) guojizazhifubian,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) dengguojizazhikezuozhubian,yiji automatica,ieee transactions on cybernetics deng30yugeguojizazhishengaoren。zhubianspringertushu3bu,guojihuiyilunwenji2bu,sciguojizazhidetekan7qi,zaiguoneiwaiquanweiqikanhezhongyaoguojixueshuhuiyishangfabiaoxueshulunwenjinbaipian。youyusuozuogongzuoshoudaoguojitongxingdeguanzhu,jinqiduocishouyaodaoguojihuiyizuoyaoqingbaogao。

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