• 732 Citations
  • 15 h-Index
1985 …2019

Research output per year

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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, Institute for System Studies of the USSR Academy of Science (Moscow)

Automatic Control , M.Sc., Leningrad Polytechnic Institute

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Projects

Research Outputs

  • 3 Citations (Scopus)

    Linear programming formulation of long-run average optimal control problem

    Borkar, V. S. & Gaitsgory, V., Apr 2019, In : Journal of Optimization Theory and Applications. 181, 1, p. 101-125 25 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)

    LP formulations of discrete time long-run average optimal control problems: the nonergodic case

    Borkar, V. S., Gaitsgory, V. & Shvartsman, I., 21 May 2019, In : SIAM Journal on Control and Optimization. 57, 3, p. 1783-1817 35 p.

    Research output: Contribution to journalArticle

  • On LP formulations of optimal control problems with time averaging and time discounting criteria in non-ergodic case

    Borkar, V., Gaitsgory, V. & Shvartsman, I., 2019, 2019 IEEE 58th Conference on Decision and Control (CDC). Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 4298-4303 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference proceeding contribution

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

    Gaitsgory, V., Grüne, L., Höger, M., Kellett, C. M. & Weller, S. R., 1 Jul 2018, In : Automatica. 93, p. 311-320 10 p.

    Research output: Contribution to journalArticle

  • 5 Citations (Scopus)