V. Gaitsgory

发表

Suboptimization, Decomposition and Aggregation

A. A. Pervozvansky, V. Gaitsgory, 1978 .

Stability and singular perturbations in constrained Markov decision problems

E. Altman, V. Gaitsgory, 1993, IEEE Trans. Autom. Control..

Stabilization with discounted optimal control

Vladimir Gaitsgory, Lars Grüne, Neil Thatcher, 2015, Syst. Control. Lett..

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

V. Gaitsgory, N. Thatcher, S. Rossomakhine, 2012 .

Asymptotic Optimization of a Nonlinear Hybrid System Governed by a Markov Decision Process

E. Altman, V. Gaitsgory, 1997 .

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

M. Quincampoix, V. Gaitsgory, 2013 .

Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

V. Gaitsgory, S. Rossomakhine, 2013, 1309.3734.

Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time

V. Gaitsgory, I. Shvartsman, Alex Parkinson, 2017, 1702.00857.

Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems

V. Gaitsgory, I. Shvartsman, 2020, 2012.00971.

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

V. Gaitsgory, Ludmila Manic, Sergey Rossomakhine, 2014, 1408.3907.

A Hybrid (Di(cid:11)erential-Stochastic) Zero-Sum Game with Fast Stochastic Part

E. Altman, V. Gaitsgory, 1995 .

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

V. Gaitsgory, I. Shvartsman, Alex Parkinson, 2017, Discrete & Continuous Dynamical Systems - B.

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

V. Gaitsgory, Ludmila Manic, 2013, 1309.1824.

Threshold value of the penalty parameter in the minimizationof $L_1$-penalized conditional value-at-risk

V. Gaitsgory, T. Tarnopolskaya, 2012 .

Averaging and Linear Programming in Some Singularly Perturbed Problems of Optimal Control

V. Gaitsgory, Sergey Rossomakhine, 2014, Applied Mathematics & Optimization.

Linear Programming Formulation of Long-Run Average Optimal Control Problem

V. Borkar, V. Gaitsgory, 2018, Journal of Optimization Theory and Applications.

On asymptotic optimization of a class of nonlinear stochastic hybrid systems

Eitan Altman, Peng Shi, Vladimir Gaitsgory, 1998, Math. Methods Oper. Res..

Control of a hybrid stochastic system

Eitan Altman, Vladimir Gaitsgory, E. Altman, 1993 .

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

Vladimir Gaitsgory, Marc Quincampoix, M. Quincampoix, 2010, 49th IEEE Conference on Decision and Control (CDC).

Stabilization of strictly dissipative discrete time systems with discounted optimal control

Vladimir Gaitsgory, Lars Grüne, Steven R. Weller, 2018, Autom..

On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps

Eitan Altman, Vladimir Gaitsgory, Ilaria Brunetti, 2016, Dynamic Games and Applications.

On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps

E. Altman, V. Gaitsgory, Ilaria Brunetti, 2016, Dynamic Games and Applications.

On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly Perturbed Control Systems

Vladimir Gaitsgory, V. Gaitsgory, 2004, SIAM J. Control. Optim..

Systems and Suboptimal Control of Singularly Perturbed Periodic Optimization

V. Gaitsgory, 1993 .

Aggregation and Decomposition in Control of Large Systems (Asymptotic Approach)

A. A. Pervozvansky, V. Gaitsgory, 1984 .

Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting

Vladimir Gaitsgory, Marc Quincampoix, M. Quincampoix, 2009, SIAM J. Control. Optim..

LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case

Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman, 2018, SIAM J. Control. Optim..

Linear Programming Formulation of Long-Run Average Optimal Control Problem

Vivek S. Borkar, Vladimir Gaitsgory, V. Borkar, 2018, J. Optim. Theory Appl..

Occupational Measures Formulation and Linear Programming Solution of Deterministic Long Run Average Problems of Optimal Control

V. Gaitsgory, S. Rossomakhine, V. Gaitsgory, 2006, Proceedings of the 45th IEEE Conference on Decision and Control.

Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control

Vladimir Gaitsgory, Sergey Rossomakhine, V. Gaitsgory, 2006, SIAM J. Control. Optim..

Perturbation theory for mathematical programming problems

A. A. Pervozvanskiĭ, V. Gaitsgory, V A Gaitsgory, 1986 .

ASYMPTOTIC OPTIMIZATION OF A NONLINEAR HYBRID SYSTEM GOVERNED BY A MARKOV DECISION PROCESS

C. SIAMJ., V. Gaitsgory, C SIAMJ., 1997 .