Vladimir Gaitsgory &ndash; Research Outputs

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 proceeding › Conference proceeding contribution › Research › peer-review

Discounting

Infinite Horizon

Linear programming

Optimal Control Problem

Discrete-time

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 proceeding › Conference proceeding contribution › Research › peer-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 proceeding › Conference proceeding contribution › Research › peer-review

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 proceeding › Conference proceeding contribution › Research › peer-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 proceeding › Conference proceeding contribution › Research › peer-review

Long-run

Linear programming

Duality

Optimal Control

Periodic Problem

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 proceeding › Conference proceeding contribution › Research › peer-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 proceeding › Conference proceeding contribution › Research › peer-review

Active Queue Management

Transmission control protocol

Utility Function

Linear programming

Optimization

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 › Research › peer-review

Differential equations

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 › Research › peer-review

Linear programming

2003

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 › Research › peer-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 proceeding › Conference proceeding contribution › Research › peer-review

Control systems

2001

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 › Research › peer-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 proceeding › Conference proceeding contribution › Research › peer-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 proceeding › Conference proceeding contribution › Research › peer-review

Direction of arrival

Antenna arrays

Error analysis

Antennas

Sensors

1999

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 proceeding › Conference proceeding contribution › Research › peer-review

Direction of arrival

Antenna arrays

Sensors

1996

Control of singularly perturbed hybrid stochastic systems

Filar, J. A., Gaitsgory, V. & Haurie, A. B., 1996, Proceedings of the 35th ieee conference on decision and control. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), Vol. 1. p. 511-516 6 p. WM01 1:50. (IEEE CONFERENCE ON DECISION AND CONTROL - PROCEEDINGS).

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

1995

A hybrid (differential-stochastic) zero-sum game with a fast stochastic part

Altman, E. & Gaitsgory, V., 1995, New trends in dynamic games and applications. Olsder, GJ. (ed.). Boston, MU: Birkhauser Boston, p. 47-59 13 p. (ANNALS OF THE INTERNATIONAL SOCIETY OF DYNAMIC GAMES; vol. 3).

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

1992

Asymptotic optimization of a linear-differential system controlled by a Markov decision-process

Altman, E. & Gaitsgory, V., 1992, Proceedings of the 31st IEEE conference on decision and control. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 2175-2176 2 p. TP2 - 17:20

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

Suboptimal control of a class of hybrid systems

Gaitsgory, V., 1992, Proceedings of the 31st IEEE conference on decision and control. Piscataway, NJ: Coastal Education Research Foundation Inc., p. 3744-3745 2 p. FP12 - 16:20

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

Suboptimal control of singularly perturbed systems and periodic optimization

Gaitsgory, V., 1992, Proceedings of the 31st IEEE conference on decision and control. Piscataway, NJ: Institute of Electrical and Electronics Engineers (IEEE), p. 3044-3049 6 p. FM2

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

1987

Some asymptotic properties of stochastic control problems with performance indices averaged on infinite time interval

Gaitsgory, V. G., 1987, IFAC Proceedings Series. Sinha, N. K. & Telksnys, L. A. (eds.). 2 ed. Oxford; New York: Pergamon Press, p. 411-414 4 p.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

Lagrange multipliers

1985

Aggregation and decomposition in control of large systems (Asymptotic approach)

Pervozvansky, A. A. & Gaitsgory, V. G., 1985, IFAC Proceedings Series: The ninth Triennial World Congress of IFAC. Oxford; New York: Pergamon Press, p. 1563-1567 5 p.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceeding contribution › Research › peer-review

Agglomeration

Decomposition

Phase transitions

Planning