• 720 Citations
  • 15 h-Index
1985 …2019
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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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Linear programming Engineering & Materials Science
Singularly Perturbed Mathematics
Optimal Control Problem Mathematics
Long-run Mathematics
Optimal Control Mathematics
Infinite Horizon Mathematics
Perturbed System Mathematics
Control systems Engineering & Materials Science

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Projects 2014 2019

Research Outputs 1985 2019

Infinite Horizon
Optimality Conditions
Linear programming
Optimal Control Problem
Discrete-time

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 journalArticleResearchpeer-review

Long-run
Linear programming
Optimal Control Problem
Control Problem
Long-run Average Cost

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 journalArticleResearchpeer-review

Stabilization
Social sciences
Economics

Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time

Gaitsgory, V., Parkinson, A. & Shvartsman, I., 1 Dec 2017, In : Discrete and Continuous Dynamical Systems - Series B. 22, 10, p. 3821-3838 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Infinite Horizon
Linear programming
Optimal Control Problem
Discounting
Discrete-time

On near optimal control of systems with slow observables

Gaitsgory, V. & Rossomakhine, S., 2017, In : SIAM Journal on Control and Optimization. 55, 3, p. 1398-1428 31 p.

Research output: Contribution to journalArticleResearchpeer-review

Optimal Control
Rate of change
Optimal Solution
Necessary and Sufficient Optimality Conditions
Discounting