Research Output per year

## Research Outputs

## Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time

Gaitsgory, V., Parkinson, A. & Shvartsman, I., 1 Apr 2019, In : Discrete and Continuous Dynamical Systems - Series B. 24, 4, p. 1743-1767 25 p.Research output: Contribution to journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference proceeding contribution

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference proceeding contribution

## 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 proceeding › Conference proceeding contribution

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference proceeding contribution

## 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 proceeding › Conference 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 journal › Article

## 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 proceeding › Foreword/postscript/introduction

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference 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 proceeding › Conference proceeding contribution

## 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 journal › Article

## 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 proceeding › Conference 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 journal › Article

## 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 proceeding › Conference proceeding contribution

## 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 proceeding › Chapter

## On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems

Gaitsgory, V., 2005, In : SIAM Journal on Control and Optimization. 43, 1, p. 325-340 16 p.Research output: Contribution to journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference 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 proceeding › Conference proceeding contribution

## 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 journal › Article

## 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 journal › Article

## 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 proceeding › Conference 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 proceeding › Conference proceeding contribution

## 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 proceeding › Conference proceeding contribution

## 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 journal › Article

## 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 journal › Article

## 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 journal › Article