• 721 Citations
  • 15 h-Index
1985 …2019
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Research Outputs 1985 2019

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
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 journalArticleResearchpeer-review

Stabilization
Social sciences
Economics
2017

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

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 journalArticleResearchpeer-review

Nonzero-sum Games
Hybrid systems
Hybrid Systems
Dynamical systems
Jump

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 journalArticleResearchpeer-review

Singularly Perturbed
Optimal Control Problem
Numerical Solution
Iterative Algorithm
Optimal Control

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 journalArticleResearchpeer-review

Long-run
Optimal Control Problem
Linear Semi-infinite Programming
Perturbation
Perturbation Analysis
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 contributionResearchpeer-review

Discounting
Infinite Horizon
Linear programming
Optimal Control Problem
Discrete-time

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 journalArticleResearchpeer-review

Markov Decision Process
Singularly Perturbed
Long-run
Linear Program
Linear programming
2015

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

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

Research output: Contribution to journalArticleResearchpeer-review

Singularly Perturbed Problem
Linear programming
Averaging
Optimal Control
Singularly Perturbed Systems

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 journalArticleResearchpeer-review

Optimality Criteria
Singularly Perturbed
Long-run
Linear programming
Optimal Control Problem

Stabilization with discounted optimal control

Gaitsgory, V., Grüne, L. & Thatcher, N., 9 Jul 2015, In : Systems and Control Letters. 82, p. 91-98 8 p., 3932.

Research output: Contribution to journalArticleResearchpeer-review

Stabilization
Nonlinear systems
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 contributionResearchpeer-review

Hamilton-Jacobi
Periodic Problem
Continuously differentiable
Optimization Problem
Maximin
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 contributionResearchpeer-review

On sets of occupational measures generated by a deterministic control system on an infinite time horizon

Gaitsgory, V. & Quincampoix, M., 2013, In : Nonlinear Analysis, Theory, Methods and Applications. 88, p. 27-41 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Limit Behavior
Horizon
Control System
Control Sets
Control systems

Threshold value of the penalty parameter in the minimization of L-1-penalized conditional Value-at-Risk

Gaitsgory, V. & Tarnopolskaya, T., 2013, In : Journal of Industrial and Management Optimization. 9, 1, p. 191-204 14 p.

Research output: Contribution to journalArticleResearchpeer-review

Conditional Value at Risk
Threshold Value
Linear programming
Penalty
Non-negative
2012

Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting

Gaitsgory, V., Rossomakhine, S. & Thatcher, N., 2012, In : Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms. 19, 1-2, p. 65-92 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Discounting
Infinite Horizon
Optimal Control Problem
Approximate Solution
Linear Semi-infinite Programming

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 journalArticleResearchpeer-review

Augmentation
Singularly Perturbed
Linear Program
Linear programming
Perturbation
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 contributionResearchpeer-review

Discounting
Infinite Horizon
Viability
Linear programming
Optimal Control Problem
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 contributionResearchpeer-review

Long-run
Linear programming
Duality
Optimal Control
Periodic Problem

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 journalArticleResearchpeer-review

Discounting
Infinite Horizon
Linear programming
Optimal Control Problem
Necessary and Sufficient Optimality Conditions

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/introductionResearchpeer-review

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 journalArticleResearchpeer-review

Open Access
File
Long-run
Linear programming
Duality
Optimal Control
Asymptotically equivalent
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 journalArticleResearchpeer-review

Stochastic control systems
Nonlinear control systems
Stochastic Control
Nonlinear Control
Singularly Perturbed

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 journalArticleResearchpeer-review

Periodic Problem
Linear programming
Optimal Control
Optimization Problem
Approximation

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 journalArticleResearchpeer-review

Ergodic Control
Singular Perturbation
Time Scales
Invariant Measure
Probability Measure
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 contributionResearchpeer-review

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 contributionResearchpeer-review

Active Queue Management
Transmission control protocol
Utility Function
Linear programming
Optimization

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 journalArticleResearchpeer-review

Perturbed System
Singularly Perturbed
Viability
Averaging
Control System

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 contributionResearchpeer-review

Differential equations

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 journalArticleResearchpeer-review

Long-run
Linear programming
Optimal Control
Asymptotically equivalent
Numerical Examples

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 contributionResearchpeer-review

Linear programming

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 proceedingChapterResearchpeer-review

Active Queue Management
Transmission control protocol
Linear programming
Routers
Optimization
2005
Perturbed System
Singularly Perturbed
Control System
Control systems
System Dynamics

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 journalArticleResearchpeer-review

Stochastic Equations
Differential equations
Differential equation
Limit Set
Stationary Distribution
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 journalArticleResearchpeer-review

Compact Convex Set
Infinite Dimensions
Convexification
Infinite-dimensional Spaces
Subset

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 journalArticleResearchpeer-review

Averaging Technique
Perturbed System
Singularly Perturbed
Averaging
Control System

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 contributionResearchpeer-review

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 contributionResearchpeer-review

Control systems
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 journalArticleResearchpeer-review

Trajectories
Control systems

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 journalArticleResearchpeer-review

Stochastic systems
Control systems
Decomposition

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 contributionResearchpeer-review

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 contributionResearchpeer-review

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 contributionResearchpeer-review

Direction of arrival
Antenna arrays
Error analysis
Antennas
Sensors

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

Azouzi, R. E., Altman, E. & Gaitsgory, V., 2000, In : Proceedings of the IEEE Conference on Decision and Control. 1, p. 730-735 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Averaging Principle
Markov Process
Markov processes
Continuous Time
Control Problem

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 journalArticleResearchpeer-review

Hamiltonians
Perturbed System
Singularly Perturbed
Value Function
Control System
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 journalArticleResearchpeer-review

Asymptotic analysis
Direction of arrival
Antenna arrays

Instability in DOA manifold ambiguity resolution

Abramovich, Y. I., Spencer, N. K. & Gaitsgory, V. G., Aug 1999, ISSPA 1999 - Proceedings of the 5th International Symposium on Signal Processing and Its Applications. Deriche, M., Boashash, B. & Boles, W. W. (eds.). Piscataway, N.J.: Institute of Electrical and Electronics Engineers (IEEE), Vol. 2. p. 893-895 3 p. 815815

Research output: Chapter in Book/Report/Conference proceedingConference proceeding contributionResearchpeer-review

Direction of arrival
Antenna arrays
Sensors

Limit Occupational Measures Set for a Control System and Averaging of Singularly Perturbed Control Systems

Gaitsgory, V. & Leizarowitz, A., 15 May 1999, In : Journal of Mathematical Analysis and Applications. 233, 2, p. 461-475 15 p.

Research output: Contribution to journalArticleResearchpeer-review

Perturbed System
Singularly Perturbed
Averaging
Control System
Differential Inclusions