• 732 Citations
  • 15 h-Index
1985 …2019

Research output per year

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Research Outputs

2019
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

2018

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)
2017
5 Citations (Scopus)

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 journalArticle

1 Citation (Scopus)

On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps

Brunetti, I., Gaitsgory, V. & Altman, E., 1 Sep 2017, In : Dynamic Games and Applications. 7, 3, p. 386-401 16 p.

Research output: Contribution to journalArticle

On numerical solution of singularly perturbed optimal control problems

Gaitsgory, V. & Gerdts, M., Sep 2017, In : Journal of Optimization Theory and Applications. 174, 3, p. 762–784 23 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

On stability under perturbations of long-run average optimal control problems

Gaitsgory, V., Mammadov, M. & Manic, L., 2017, In : Pure and Applied Functional Analysis . 2, 3, p. 461-476 16 p.

Research output: Contribution to journalArticle

2016

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

Gaitsgory, V., Parkinson, A. & Shvartsman, I., 27 Dec 2016, 2016 IEEE 55th Conference on Decision and Control, CDC 2016. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 4481-4483 3 p. 7798950

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

1 Citation (Scopus)

Singularly perturbed linear programs and Markov decision processes

Avrachenkov, K., Filar, J. A., Gaitsgory, V. & Stillman, A., 1 May 2016, In : Operations Research Letters. 44, 3, p. 297-301 5 p.

Research output: Contribution to journalArticle

2015

Averaging and linear programming in some singularly perturbed problems of optimal control

Gaitsgory, V. & Rossomakhine, S., Apr 2015, In : Applied Mathematics and Optimization. 71, 2, p. 195-276 82 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

On Average Control Generating Families for Singularly Perturbed Optimal Control Problems with Long Run Average Optimality Criteria

Gaitsgory, V., Manic, L. & Rossomakhine, S., 1 Mar 2015, In : Set-Valued and Variational Analysis. 23, 1, p. 87-131 45 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Stabilization with discounted optimal control

Gaitsgory, V., Grüne, L. & Thatcher, N., Aug 2015, In : Systems and Control Letters. 82, p. 91-98 8 p., 3932.

Research output: Contribution to journalArticle

10 Citations (Scopus)
2014

Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems

Gaitsgory, V. & Manic, L., 2014, Optimization and Control Techniques and Applications. Xu, H., Teo, K. L. & Zhang, Y. (eds.). New York: Springer, Springer Nature, Vol. 86. p. 91-114 24 p.

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

1 Citation (Scopus)
2013

On adoption of new technology under uncertainty: Economics and finance

Gaitsgory, V. & Tarnopolskaya, T., 2013, Proceedings of the 20th international congress on modelling and simulation (modsim2013). Piantadosi, J., Anderssen, RS. & Boland, J. (eds.). Canberra, ACT: Modelling & Simulation Society Australia & New Zealand, p. 1433-1439 7 p. F10

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

17 Citations (Scopus)
1 Citation (Scopus)
2012
12 Citations (Scopus)

Constraint augmentation in pseudo-singularly perturbed linear programs

Avrachenkov, K., Burachik, R. S., Filar, J. A. & Gaitsgory, V., Apr 2012, In : Mathematical Programming. 132, 1-2, p. 179-208 30 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2010

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

Gaitsgory, V. & Quincampoix, M., 2010, 2010 49th IEEE Conference on Decision and Control (CDC 2010). Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 6680-6685 6 p. 5717687. (Proceedings of the IEEE Conference on Decision & Control).

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

2009

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

Finlay, L., Gaitsgory, V. & Lebedev, I., Dec 2009, Proceedings of the 48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 1207-1211 5 p. 5400261

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

Linear programming approach to deterministic infinite horizon optimal control problems with discounting

Gaitsgory, V. & Quincampoix, M., 2009, In : SIAM Journal on Control and Optimization. 48, 4, p. 2480-2512 33 p.

Research output: Contribution to journalArticle

56 Citations (Scopus)

Preface

Bernhard, P., Gaitsgory, V. & Pourtallier, O., 1 Jan 2009, Advances in dynamic games and their applications: analytical and numerical developments. Springer, Springer Nature, Vol. 10. p. ix 1 p. (Annals of the International Society of Dynamic Games).

Research output: Chapter in Book/Report/Conference proceedingForeword/postscript/introduction

2008

Duality in linear programming problems related to deterministic long run average problems of optimal control

Finlay, L., Gaitsgory, V. & Lebedev, I., 2008, In : SIAM Journal on Control and Optimization. 47, 4, p. 1667-1700 34 p.

Research output: Contribution to journalArticle

Open Access
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19 Citations (Scopus)
5 Downloads (Pure)
2007

Averaging of singularly perturbed controlled stochastic differential equations

Borkar, V. & Gaitsgory, V., Sep 2007, In : Applied Mathematics and Optimization. 56, 2, p. 169-209 41 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)

Linear programming solutions of periodic optimization problems: Approximation of the optimal control

Finlay, L., Gaitsgory, V. & Lebedev, I., 2007, In : Journal of Industrial and Management Optimization. 3, 2, p. 399-413 15 p.

Research output: Contribution to journalArticle

10 Citations (Scopus)

Singular perturbations in ergodic control of diffusions

Borkar, V. S. & Gaitsgory, V., 2007, In : SIAM Journal on Control and Optimization. 46, 5, p. 1562-1577 16 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)
2006

Analysis of TCP-AQM interaction via periodic optimization and linear programming: the case of sigmoidal utility function

Avrachenkov, K., Finlay, L. & Gaitsgory, V., 2006, Next generation teletraffic and wired/ wireless advanced networking: 6th International Conference, NEW2AN 2006 St. Petersburg, Russia, May 29 – June 2, 2006 Proceedings. Koucheryavy, Y., Harju, J. & Iversen, V. B. (eds.). Berlin: Springer, Springer Nature, Vol. 4003. p. 517-529 13 p. (Lecture Notes in Computer Science; vol. 4003).

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

Analysis of TCP-AQM interaction via periodic optimization and linear programming: The case of sigmoiclal utility function

Avrachenkov, K., Finlay, L. & Gaitsgory, V., 2006, Next Generation Teletraffic and Wired/Wireless Advanced Networking, 6th International Conference, NEW2AN 2006, Proceedings. Koucheryavy, Y., Harju, J. & Iversen, V. (eds.). Heidelberg, Germany: Springer, Springer Nature, Vol. 4003 LNCS. p. 517-529 13 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 4003 LNCS).

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

2 Citations (Scopus)

Averaging and near viability of singularly perturbed control systems

Gaitsgory, V., 2006, In : Journal of Convex Analysis. 13, 2, p. 329-352 24 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

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

Borkar, V. & Gaitsgory, V., 2006, Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 326-331 6 p. 4178126

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

Linear programming approach to deterministic long run average problems of optimal control

Gaitsgory, V. & Rossomakhine, S., Jan 2006, In : SIAM Journal on Control and Optimization. 44, 6, p. 2006-2037 32 p.

Research output: Contribution to journalArticle

37 Citations (Scopus)

Occupational measures formulation and linear programming solution of deterministic long run average problems of optimal control

Gaitsgory, V. & Rossomakhine, S., 2006, Proceedings of the 45th IEEE Conference on Decision and Control 2006, CDC. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 5012-5017 6 p. 4178124

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

1 Citation (Scopus)

TCP-AQM interaction: Periodic optimization via linear programming

Avrachenkov, K. E., Finlay, L. D. & Gaitsgory, V. G., 2006, Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems: A Volume in Honor of Suresh Sethi. Yan, H., Yin, G. & Zhang, Q. (eds.). New York: Springer, Springer Nature, p. 1-17 17 p. (International Series in Operations Research and Management Science; vol. 94).

Research output: Chapter in Book/Report/Conference proceedingChapter

2005
40 Citations (Scopus)

On existence of limit occupational measures set of a controlled stochastic differential equation

Borkar, V. & Gaitsgory, V., 2005, In : SIAM Journal on Control and Optimization. 44, 4, p. 1436-1473 38 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)
2003

Convergence to convex compact sets in infinite dimensions

Artstein, Z. & Gaitsgory, V., 15 Aug 2003, In : Journal of Mathematical Analysis and Applications. 284, 2, p. 471-480 10 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Multiscale singularly perturbed control systems: Limit occupational measures sets and averaging

Gaitsgory, V. & Nguyen, M. T., 2003, In : SIAM Journal on Control and Optimization. 41, 3, p. 954-974 21 p.

Research output: Contribution to journalArticle

29 Citations (Scopus)

Multiscale singularly perturbed control systems: limit occupational measures sets and averaging

Gaitsgory, V. & Nguyen, M-T., 2003, Proceedings of teh 42nd IEEE conference on decision and control. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), Vol. 1. p. 984-989 6 p. TuMPI-2

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

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

Gaitsgory, V. & Nguyen, M. T., Dec 2003, Proceedings of the IEEE Conference on Decision and Control. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), Vol. 6. p. 984-989 6 p.

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

2001

Averaging of three time scale singularly perturbed control systems

Gaitsgory, V. & Nguyen, M. T., 2001, In : Systems and Control Letters. 42, 5, p. 395-403 9 p.

Research output: Contribution to journalArticle

10 Citations (Scopus)

Control of singularly perturbed hybrid stochastic systems

Filar, J. A., Gaitsgory, V. & Haurie, A. B., Feb 2001, In : IEEE Transactions on Automatic Control. 46, 2, p. 179-190 12 p.

Research output: Contribution to journalArticle

38 Citations (Scopus)

On stochastic hybrid zero-sum games with nonlinear slow dynamics

Nguyen, M. T., Altman, E. & Gaitsgory, V., 2001, Advances in dynamic games and applications. Altman, E. & Pourtallier, O. (eds.). Boston, MA: Birkhauser Boston, Vol. 6. p. 129-145 17 p. (ANNALS OF THE INTERNATIONAL SOCIETY OF DYNAMIC GAMES; vol. 6).

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

Perturbed zero-sum games with applications to stochastic and repeated games

Altman, E., Feinberg, E. A., Filar, J. A. & Gaitsgory, VA., 2001, Advances in dynamic games and applications. Altman, E. & Pourtallier, O. (eds.). Sophia Antipolis: Birkhauser Boston, Vol. 6. p. 165-181 17 p. (ANNALS OF THE INTERNATIONAL SOCIETY OF DYNAMIC GAMES; vol. 6).

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

2000

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

Abramovich, Y. I., Gaitsgory, V. G. & Spencer, N. K., 2000, Communications sensor array and multichannel signal processing. U. (ed.). Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), Vol. 5. p. 3117-3120 4 p. 861197

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

3 Citations (Scopus)

The value function of singularly perturbed control systems

Artstein, Z. & Gaitsgory, V., May 2000, In : Applied Mathematics and Optimization. 41, 3, p. 425-445 21 p.

Research output: Contribution to journalArticle

51 Citations (Scopus)
1999

Asymptotic analysis of manifold ambiguity resolution in DOA estimation with nonuniform antenna arrays

Abramovich, Y. I., Gaitsgory, V. G. & Spencer, N. K., 1999, In : AEU-Archiv fur Elektronik und Ubertragungstechnik. 53, 6, p. 364-370 7 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)