Projects per year
Personal profile
Research interests
Vladimir Gaitsgory is an applied mathematician with broad areas of interest in control, optimisation (operations research), dynamical systems and games theories, and their applications. His most important contributions are in the areas of singularly perturbed (SP) controlled dynamical systems and SP Markov Decision processes and mathematical programming problems. He has authored and co-authored three research monographs and numerous papers (for more details, please see his CV). He has attracted a significant ARC funding to support his research including ARC Discovery Outstanding Researcher Award DORA (2013-2015).
Education/Academic qualification
Applied Mathematics , PhD, Perturbations theory for optimization problems, Institute for System Studies of the USSR Academy of Science (Moscow)
Award Date: 16 Oct 1978
Automatic Control , M.Sc., On aggregation of Markov chains with weak interactions, Leningrad Polytechnic Institute
Award Date: 9 Feb 1973
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Collaborations and top research areas from the last five years
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Perturbations in complex systems and games systems
Gaitsgory, V., Filar, J., Ejov, V. & Roddick, J.
1/01/15 → …
Project: Research
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Averaging and linear programming based approaches to singularly perturbed control systems
15/07/19 → 31/12/19
Project: Other
Research Outputs
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Averaging of a class of singularly perturbed control systems: a non-asymptotic result
Gaitsgory, V. & Shvartsman, I., Sept 2024, In: Mathematics of Control, Signals, and Systems. 36, 3, p. 661-673 13 p.Research output: Contribution to journal › Article › peer-review
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Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems
Gaitsgory, V. & Shvartsman, I., Mar 2022, In: Discrete and Continuous Dynamical Systems - Series B. 27, 3, p. 1591-1610 20 p.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus) -
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
Avrachenkov, K., Gaitsgory, V. & Gamertsfelder, L., 1 Aug 2022, In: Journal of Mathematical Analysis and Applications. 512, 1, p. 1-54 54 p., 126121.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
LP-related representations of Cesàro and Abel limits of optimal value functions
Gaitsgory, V. & Shvartsman, I., 2022, In: Optimization. 71, 4, p. 1151-1170 20 p.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus) -
LP based bounds for Cesàro and Abel limits of the optimal values in non-ergodic stochastic systems
Avrachenkov, K., Gaitsgory, V. & Gamertsfelder, L., 2021, 2021 European Control Conference (ECC). Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 2444-2449 6 p.Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › peer-review