Vladimir Gaitsgory

According to our database, Vladimir Gaitsgory authored at least 35 papers between 1993 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case.

Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman

SIAM J. Control. Optim., 2022

2021

LP Based Bounds for Cesàro and Abel Limits of the Optimal Values in Non-ergodic Stochastic Systems.

Konstantin Avrachenkov, Vladimir Gaitsgory, Lucas Gamertsfelder

Proceedings of the 2021 European Control Conference, 2021

2019

LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case.

Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman

SIAM J. Control. Optim., 2019

Linear Programming Formulation of Long-Run Average Optimal Control Problem.

Vivek S. Borkar, Vladimir Gaitsgory

J. Optim. Theory Appl., 2019

On LP Formulations of Optimal Control Problems with Time Averaging and Time Discounting Criteria in Non-Ergodic Case.

Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018

Stabilization of strictly dissipative discrete time systems with discounted optimal control.

Vladimir Gaitsgory, Lars Grüne, Matthias Höger, Christopher M. Kellett, Steven R. Weller

Autom., 2018

2017

On Near Optimal Control of Systems with Slow Observables.

Vladimir Gaitsgory, Sergey Rossomakhine

SIAM J. Control. Optim., 2017

On Numerical Solution of Singularly Perturbed Optimal Control Problems.

Vladimir Gaitsgory, Matthias Gerdts

J. Optim. Theory Appl., 2017

On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps.

Ilaria Brunetti, Vladimir Gaitsgory, Eitan Altman

Dyn. Games Appl., 2017

2016

Singularly perturbed linear programs and Markov decision processes.

Konstantin Avrachenkov, Jerzy A. Filar, Vladimir Gaitsgory, Andrew Stillman

Oper. Res. Lett., 2016

Linear programming formulation of a discrete time infinite horizon optimal control problem with time discounting criterion.

Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman

Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015

Stabilization with discounted optimal control.

Vladimir Gaitsgory, Lars Grüne, Neil Thatcher

Syst. Control. Lett., 2015

2012

Constraint augmentation in pseudo-singularly perturbed linear programs.

Konstantin Avrachenkov, Regina Sandra Burachik, Jerzy A. Filar, Vladimir Gaitsgory

Math. Program., 2012

2010

Duality, viability and optimality through linear programming approach to deterministic infinite horizon optimal control problems with discounting.

Vladimir Gaitsgory, Marc Quincampoix

Proceedings of the 49th IEEE Conference on Decision and Control, 2010

2009

Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting.

Vladimir Gaitsgory, Marc Quincampoix

SIAM J. Control. Optim., 2009

Duality in linear programming problems related to deterministic long run average problems of optimal control with applications to periodic optimization.

Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev

Proceedings of the 48th IEEE Conference on Decision and Control, 2009

2008

Duality in Linear Programming Problems Related to Deterministic Long Run Average Problems of Optimal Control.

Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev

SIAM J. Control. Optim., 2008

2007

Singular Perturbations in Ergodic Control of Diffusions.

Vivek S. Borkar, Vladimir Gaitsgory

SIAM J. Control. Optim., 2007

2006

Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control.

Vladimir Gaitsgory, Sergey Rossomakhine

SIAM J. Control. Optim., 2006

Analysis of TCP-AQM Interaction Via Periodic Optimization and Linear Programming: The Case of Sigmoidal Utility Function.

Konstantin Avrachenkov, Luke Finlay, Vladimir Gaitsgory

Proceedings of the Next Generation Teletraffic and Wired/Wireless Advanced Networking, 2006

Occupational Measures Formulation and Linear Programming Solution of Deterministic Long Run Average Problems of Optimal Control.

Vladimir Gaitsgory, Sergey Rossomakhine

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Existence of limit occupational measures set used for averaging of singularly perturbed controlled stochastic differential equations.

Vivek S. Borkar, Vladimir Gaitsgory

Proceedings of the 45th IEEE Conference on Decision and Control, 2006

2005

On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation.

Vivek S. Borkar, Vladimir Gaitsgory

SIAM J. Control. Optim., 2005

2004

On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly Perturbed Control Systems.

Vladimir Gaitsgory

SIAM J. Control. Optim., 2004

2002

Multiscale Singularly Perturbed Control Systems: Limit Occupational Measures Sets and Averaging.

Vladimir Gaitsgory, Minh-Tuan Nguyen

SIAM J. Control. Optim., 2002

2001

Control of singularly perturbed hybrid stochastic systems.

Jerzy A. Filar, Vladimir Gaitsgory, Alain Haurie

IEEE Trans. Autom. Control., 2001

2000

On a Class of Nash Equilibria with Memory Strategies for nonzero-Sum differential Games.

Jean-Michel Coulomb, Vladimir Gaitsgory

IGTR, 2000

Stability of manifold ambiguity resolution in DOA estimation with nonuniform linear antenna arrays.

Yuri I. Abramovich, Vladimir Gaitsgory, Nicholas K. Spencer

Proceedings of the IEEE International Conference on Acoustics, 2000

The averaging principle for perturbations of continuous time control problems with fast controlled jump parameters.

Rachid El Azouzi, Eitan Altman, Vladimir Gaitsgory

Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1999

Instability in DOA manifold ambiguity resolution.

Yuri I. Abramovich, Nicholas K. Spencer, Vladimir Gaitsgory

Proceedings of the ISSPA '99. Proceedings of the Fifth International Symposium on Signal Processing and its Applications, 1999

1998

On asymptotic optimization of a class of nonlinear stochastic hybrid systems.

Peng Shi, Eitan Altman, Vladimir Gaitsgory

Math. Methods Oper. Res., 1998

1997

Linear-quadratic tracking of coupled slow and fast targets.

Zvi Artstein, Vladimir Gaitsgory

Math. Control. Signals Syst., 1997

1995

A new reduction technique for a class of singularly perturbed optimal control problems.

Vladimir Gaitsgory

IEEE Trans. Autom. Control., 1995

1993

Suboptimal control of singularly perturbed systems and periodic optimization.

Vladimir Gaitsgory

IEEE Trans. Autom. Control., 1993

Stability and singular perturbations in constrained Markov decision problems.

Eitan Altman, Vladimir Gaitsgory

IEEE Trans. Autom. Control., 1993