• 721 Citations
  • 15 h-Index
1985 …2019
If you made any changes in Pure these will be visible here soon.

Research Outputs 1985 2019

Filter
Article
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

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
2013

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
2009

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
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

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

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
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
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
2000

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

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
1998

On Asymptotic Optimization of a Class of Nonlinear Stochastic Hybrid Systems

Shi, P., Altman, E. & Gaitsgory, V., 1998, In : Mathematical Methods of Operations Research. 47, 2, p. 289-315 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Hybrid systems
Hybrid Systems
Stochastic Systems
Optimization
Controlled Markov Chains
1997

Asymptotic optimization for a class of nonlinear stochastic hybrid systems on infinite time horizon

Nguyen, M. T. & Gaitsgory, V., 1997, In : Proceedings of the American Control Conference. 6, p. 3587-3591 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Hybrid systems

Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process

Altman, E. & Gaitsgory, V., Nov 1997, In : SIAM Journal on Control and Optimization. 35, 6, p. 2070-2085 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Markov Decision Process
Hybrid systems
Hybrid Systems
Nonlinear Systems
Controlled Markov Chains

Linear-quadratic tracking of coupled slow fast targets

Artstein, Z. & Gaitsgory, V., 1997, In : Mathematics of Control, Signals, and Systems. 10, 1, p. 1-30 30 p.

Research output: Contribution to journalArticleResearchpeer-review

Target
Feedback
Singularly Perturbed Systems
Limit Behavior
Perturbed System

On the construction of asymptotically optimal controls for singularly perturbed systems

Gaitsgory, V. & Grammel, G., Apr 1997, In : Systems and Control Letters. 30, 2-3, p. 139-147 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Nonlinear systems

Tracking fast trajectories along a slow dynamics: A singular perturbations approach

Artstein, Z. & Gaitsgory, V., Sep 1997, In : SIAM Journal on Control and Optimization. 35, 5, p. 1487-1507 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Singular Perturbation
Trajectories
Trajectory
Motion
Amalgamation
1996

Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games

Gaitsgory, V., 15 Sep 1996, In : Journal of Mathematical Analysis and Applications. 202, 3, p. 862-899 38 p.

Research output: Contribution to journalArticleResearchpeer-review

Isaacs Equation
Zero sum game
Differential Games
Hamilton-Jacobi Equation
Singularly Perturbed
1995

A New Reduction Technique for a Class of Singularly Perturbed Optimal Control Problems

Gaitsgory, V., 1995, In : IEEE Transactions on Automatic Control. 40, 4, p. 721-724 4 p.

Research output: Contribution to journalArticleResearchpeer-review

1994

A folk theorem for dynamic games

Gaitsgory, V. & Nitzan, S., 1994, In : Journal of Mathematical Economics. 23, 2, p. 167-178 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Folk Theorem
Dynamic Games
Infinite Horizon
Nash Equilibrium
Closed-loop
1993

Control of a hybrid stochastic system

Altman, E. & Gaitsgory, V., 1993, In : Systems and Control Letters. 20, 4, p. 307-314 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Maximum principle
Stochastic systems
Markov processes
Trajectories
Control systems

Stability and singular perturbations in constrained Markov decision problems

Altman, E. & Gaitsgory, V. A., 1993, In : IEEE Transactions on Automatic Control. 38, 6, p. 971-975 5 p.

Research output: Contribution to journalArticleResearchpeer-review

Costs

Suboptimal Control of Singularly Perturbed Systems and Periodic Optimization

Gaitsgory, V., 1993, In : IEEE Transactions on Automatic Control. 38, 6, p. 888-903 16 p.

Research output: Contribution to journalArticleResearchpeer-review

1992

Suboptimization of singularly perturbed control systems

Gaitsgory, V., Sep 1992, In : SIAM Journal on Control and Optimization. 30, 5, p. 1228-1249 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Perturbed System
Singularly Perturbed
Boundary Layer
Optimal Control
Control System
1986

Perturbation theory for mathematical programming problems

Gaitsgory, V. A. & Pervozvanskii, A. A., Jun 1986, In : Journal of Optimization Theory and Applications. 49, 3, p. 389-410 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Mathematical programming
Mathematical Programming
Perturbation Theory
Solution Set
Small Parameter