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## Gaitsgory, Vladimir A.

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 Author ID: gaitsgory.vladimir-a Published as: Gaitsgory, V.; Gaitsgory, V. A.; Gaitsgory, Vladimir; Gaitsgory, Vladimir A. External Links: MGP · Wikidata
 Documents Indexed: 57 Publications since 1986, including 2 Books
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#### Co-Authors

 6 single-authored 8 Altman, Eitan 6 Rossomakhine, Sergey 5 Borkar, Vivek Shripad 4 Artstein, Zvi 4 Filar, Jerzy A. 3 Manic, Ludmila 3 Shvartsman, Ilya A. 2 Finlay, Luke 2 Grüne, Lars 2 Lebedev, Ivan 2 Mammadov, Musa A. 2 Nguyen Minh Tuan 2 Parkinson, Alex 2 Quincampoix, Marc 2 Thatcher, Neil 1 Avrachenkov, Konstantin Evgen’evich 1 Bernhard, Pierre 1 Boland, John W. 1 Brunetti, Ilaria 1 Coulomb, Jean-Michel 1 Feinberg, Eugene Aleksandrovich 1 Gerdts, Matthias 1 Haurie, Alain B. 1 Höger, Matthias 1 Howlett, Phil G. 1 Kellett, Christopher M. 1 Mizukami, Koichi 1 Nitzan, Shmuel I. 1 Pervozvansky, A. A. jun. 1 Pourtallier, Odile 1 Pudney, Peter J. 1 Shi, Peng 1 Stillman, Andrew 1 Tarnopolskaya, Tanya 1 Weller, Steven R.
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#### Serials

 12 SIAM Journal on Control and Optimization 4 Applied Mathematics and Optimization 4 IEEE Transactions on Automatic Control 3 Journal of Optimization Theory and Applications 2 Journal of Mathematical Analysis and Applications 2 Systems & Control Letters 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Industrial and Management Optimization 2 Annals of the International Society of Dynamic Games 1 The Australian Mathematical Society Gazette 1 Automatica 1 Journal of Mathematical Economics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Operations Research Letters 1 MCSS. Mathematics of Control, Signals, and Systems 1 SIAM Review 1 Mathematical Methods of Operations Research 1 International Game Theory Review 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Set-Valued and Variational Analysis 1 Dynamic Games and Applications 1 Pure and Applied Functional Analysis
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#### Fields

 31 Calculus of variations and optimal control; optimization (49-XX) 29 Systems theory; control (93-XX) 17 Operations research, mathematical programming (90-XX) 12 Ordinary differential equations (34-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 4 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX)

#### Citations contained in zbMATH

43 Publications have been cited 346 times in 147 Documents Cited by Year
Linear programming approach to deterministic infinite horizon optimal control problems with discounting. Zbl 1201.49040
Gaitsgory, Vladimir; Quincampoix, Marc
2009
Suboptimization of singularly perturbed control systems. Zbl 0760.49014
1992
The value function of singularly perturbed control systems. Zbl 0958.49019
Artstein, Z.; Gaitsgory, V.
2000
On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems. Zbl 1101.49023
2004
Averaging of singularly perturbed controlled stochastic differential equations. Zbl 1139.93022
Borkar, Vivek; Gaitsgory, Vladimir
2007
Multiscale singularly perturbed control systems: Limit occupational measures sets and averaging. Zbl 1027.34071
Gaitsgory, Vladimir; Nguyen, Minh-Tuan
2002
Limit occupational measures set for a control system and averaging of singularity perturbed control systems. Zbl 0927.93007
Gaitsgory, V.; Leizarowitz, A.
1999
Linear programming approach to deterministic long run average problems of optimal control. Zbl 1109.93017
Gaitsgory, Vladimir; Rossomakhine, Sergey
2006
On sets of occupational measures generated by a deterministic control system on an infinite time horizon. Zbl 1278.49042
Gaitsgory, V.; Quincampoix, M.
2013
Tracking fast trajectories along a slow dynamics: A singular perturbations approach. Zbl 0908.49002
Artstein, Zvi; Gaitsgory, Vladimir
1997
Duality in linear programming problems related to deterministic long run average problems of optimal control. Zbl 1167.49032
Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan
2008
Suboptimal control of singularly perturbed systems and periodic optimization. Zbl 0783.93077
1993
Control of singularly perturbed hybrid stochastic systems. Zbl 0992.93054
Filar, Jerzy A.; Gaitsgory, Vladimir; Haurie, Alain B.
2001
Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting. Zbl 1266.49049
Gaitsgory, V.; Rossomakhine, S.; Thatcher, N.
2012
Averaging and linear programming in some singularly perturbed problems of optimal control. Zbl 1317.49042
Gaitsgory, Vladimir; Rossomakhine, Sergey
2015
Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games. Zbl 0869.49015
1996
Linear programming solutions of periodic optimization problems: approximation of the optimal control. Zbl 1163.49037
Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan
2007
On existence of limit occupational measures set of a controlled stochastic differential equation. Zbl 1109.93033
Borkar, Vivek; Gaitsgory, Vladimir
2005
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process. Zbl 0905.90176
Altman, Eitan; Gaitsgory, Vladimir
1997
Stabilization with discounted optimal control. Zbl 1327.93324
Gaitsgory, Vladimir; Grüne, Lars; Thatcher, Neil
2015
Singular perturbations in ergodic control of diffusions. Zbl 1143.93024
Borkar, Vivek S.; Gaitsgory, Vladimir
2007
On the construction of asymptotically optimal controls for singularly perturbed systems. Zbl 0901.93042
Gaitsgory, V.; Grammel, G.
1997
A hybrid (differential-stochastic) zero-sum game with a fast stochastic part. Zbl 0844.90133
Altman, Eitan; Gaitsgory, Vladimir
1995
Control of a hybrid stochastic system. Zbl 0780.93084
Altman, Eitan; Gaitsgory, Vladimir
1993
Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time. Zbl 1376.49044
Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya
2017
On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria. Zbl 1312.49037
Gaitsgory, Vladimir; Manic, Ludmila; Rossomakhine, Sergey
2015
Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems. Zbl 1325.49041
Gaitsgory, Vladimir; Manic, Ludmila
2014
Averaging and near viability of singularly perturbed control systems. Zbl 1102.93028
Gaitsgory, V.
2006
Averaging of three time scale singularly perturbed control systems. Zbl 0974.93037
Gaitsgory, V.; Nguyen, M.-T.
2001
On asymptotic optimization of a class of nonlinear stochastic hybrid systems. Zbl 0952.90045
Shi, Peng; Altman, Eitan; Gaitsgory, Vladimir
1998
Perturbation theory for mathematical programming problems. Zbl 0568.90089
Gaitsgory, V. A.; Pervozvanskij, A. A.
1986
Linear programming formulation of long-run average optimal control problem. Zbl 1417.49028
Borkar, Vivek S.; Gaitsgory, Vladimir
2019
Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time. Zbl 1415.49025
Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya
2019
Stabilization of strictly dissipative discrete time systems with discounted optimal control. Zbl 1400.93267
Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R.
2018
Constraint augmentation in pseudo-singularly perturbed linear programs. Zbl 1251.90267
Avrachenkov, K.; Burachik, R. S.; Filar, J. A.; Gaitsgory, V.
2012
A new reduction technique for a class of singularly perturbed optimal control problems. Zbl 0830.93046
1995
A folk theorem for dynamic games. Zbl 0802.90146
Gaitsgory, Vladimir; Nitzan, Shmuel
1994
On stability under perturbations of long-run average optimal control problems. Zbl 1401.49028
2017
On near optimal control of systems with slow observables. Zbl 1367.49014
Gaitsgory, Vladimir; Rossomakhine, Sergey
2017
Threshold value of the penalty parameter in the minimization of $$L_1$$-penalized conditional value-at-risk. Zbl 1264.91116
Gaitsgory, Vladimir; Tarnopolskaya, Tanya
2013
Advances in dynamic games and their applications. Analytical and numerical developments. Selected papers based on the presentations at the 12th international symposium on dynamic games (ISDG) and applications, Sophia Antipolis, France, July 3–6, 2006. Zbl 1175.91011
Bernhard, Pierre (ed.); Gaitsgory, Vladimir (ed.); Pourtallier, Odile (ed.)
2009
On stochastic hybrid zero-sum games with nonlinear slow dynamics. Zbl 1008.91007
Nguyen, Minh-Tuan; Altman, Eitan; Gaitsgory, Vladimir
2001
Stability and singular perturbations in constrained Markov decision problems. Zbl 0786.93088
Altman, Eitan; Gaitsgory, Vladimir A.
1993
Linear programming formulation of long-run average optimal control problem. Zbl 1417.49028
Borkar, Vivek S.; Gaitsgory, Vladimir
2019
Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time. Zbl 1415.49025
Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya
2019
Stabilization of strictly dissipative discrete time systems with discounted optimal control. Zbl 1400.93267
Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R.
2018
Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time. Zbl 1376.49044
Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya
2017
On stability under perturbations of long-run average optimal control problems. Zbl 1401.49028
2017
On near optimal control of systems with slow observables. Zbl 1367.49014
Gaitsgory, Vladimir; Rossomakhine, Sergey
2017
Averaging and linear programming in some singularly perturbed problems of optimal control. Zbl 1317.49042
Gaitsgory, Vladimir; Rossomakhine, Sergey
2015
Stabilization with discounted optimal control. Zbl 1327.93324
Gaitsgory, Vladimir; Grüne, Lars; Thatcher, Neil
2015
On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria. Zbl 1312.49037
Gaitsgory, Vladimir; Manic, Ludmila; Rossomakhine, Sergey
2015
Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems. Zbl 1325.49041
Gaitsgory, Vladimir; Manic, Ludmila
2014
On sets of occupational measures generated by a deterministic control system on an infinite time horizon. Zbl 1278.49042
Gaitsgory, V.; Quincampoix, M.
2013
Threshold value of the penalty parameter in the minimization of $$L_1$$-penalized conditional value-at-risk. Zbl 1264.91116
Gaitsgory, Vladimir; Tarnopolskaya, Tanya
2013
Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting. Zbl 1266.49049
Gaitsgory, V.; Rossomakhine, S.; Thatcher, N.
2012
Constraint augmentation in pseudo-singularly perturbed linear programs. Zbl 1251.90267
Avrachenkov, K.; Burachik, R. S.; Filar, J. A.; Gaitsgory, V.
2012
Linear programming approach to deterministic infinite horizon optimal control problems with discounting. Zbl 1201.49040
Gaitsgory, Vladimir; Quincampoix, Marc
2009
Advances in dynamic games and their applications. Analytical and numerical developments. Selected papers based on the presentations at the 12th international symposium on dynamic games (ISDG) and applications, Sophia Antipolis, France, July 3–6, 2006. Zbl 1175.91011
Bernhard, Pierre (ed.); Gaitsgory, Vladimir (ed.); Pourtallier, Odile (ed.)
2009
Duality in linear programming problems related to deterministic long run average problems of optimal control. Zbl 1167.49032
Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan
2008
Averaging of singularly perturbed controlled stochastic differential equations. Zbl 1139.93022
Borkar, Vivek; Gaitsgory, Vladimir
2007
Linear programming solutions of periodic optimization problems: approximation of the optimal control. Zbl 1163.49037
Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan
2007
Singular perturbations in ergodic control of diffusions. Zbl 1143.93024
Borkar, Vivek S.; Gaitsgory, Vladimir
2007
Linear programming approach to deterministic long run average problems of optimal control. Zbl 1109.93017
Gaitsgory, Vladimir; Rossomakhine, Sergey
2006
Averaging and near viability of singularly perturbed control systems. Zbl 1102.93028
Gaitsgory, V.
2006
On existence of limit occupational measures set of a controlled stochastic differential equation. Zbl 1109.93033
Borkar, Vivek; Gaitsgory, Vladimir
2005
On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems. Zbl 1101.49023
2004
Multiscale singularly perturbed control systems: Limit occupational measures sets and averaging. Zbl 1027.34071
Gaitsgory, Vladimir; Nguyen, Minh-Tuan
2002
Control of singularly perturbed hybrid stochastic systems. Zbl 0992.93054
Filar, Jerzy A.; Gaitsgory, Vladimir; Haurie, Alain B.
2001
Averaging of three time scale singularly perturbed control systems. Zbl 0974.93037
Gaitsgory, V.; Nguyen, M.-T.
2001
On stochastic hybrid zero-sum games with nonlinear slow dynamics. Zbl 1008.91007
Nguyen, Minh-Tuan; Altman, Eitan; Gaitsgory, Vladimir
2001
The value function of singularly perturbed control systems. Zbl 0958.49019
Artstein, Z.; Gaitsgory, V.
2000
Limit occupational measures set for a control system and averaging of singularity perturbed control systems. Zbl 0927.93007
Gaitsgory, V.; Leizarowitz, A.
1999
On asymptotic optimization of a class of nonlinear stochastic hybrid systems. Zbl 0952.90045
Shi, Peng; Altman, Eitan; Gaitsgory, Vladimir
1998
Tracking fast trajectories along a slow dynamics: A singular perturbations approach. Zbl 0908.49002
Artstein, Zvi; Gaitsgory, Vladimir
1997
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process. Zbl 0905.90176
Altman, Eitan; Gaitsgory, Vladimir
1997
On the construction of asymptotically optimal controls for singularly perturbed systems. Zbl 0901.93042
Gaitsgory, V.; Grammel, G.
1997
Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games. Zbl 0869.49015
1996
A hybrid (differential-stochastic) zero-sum game with a fast stochastic part. Zbl 0844.90133
Altman, Eitan; Gaitsgory, Vladimir
1995
A new reduction technique for a class of singularly perturbed optimal control problems. Zbl 0830.93046
1995
A folk theorem for dynamic games. Zbl 0802.90146
Gaitsgory, Vladimir; Nitzan, Shmuel
1994
Suboptimal control of singularly perturbed systems and periodic optimization. Zbl 0783.93077
1993
Control of a hybrid stochastic system. Zbl 0780.93084
Altman, Eitan; Gaitsgory, Vladimir
1993
Stability and singular perturbations in constrained Markov decision problems. Zbl 0786.93088
Altman, Eitan; Gaitsgory, Vladimir A.
1993
Suboptimization of singularly perturbed control systems. Zbl 0760.49014
1992
Perturbation theory for mathematical programming problems. Zbl 0568.90089
Gaitsgory, V. A.; Pervozvanskij, A. A.
1986
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#### Cited by 179 Authors

 21 Gaitsgory, Vladimir A. 12 Goreac, Dan 10 Quincampoix, Marc 10 Serea, Oana-Silvia 8 Grammel, Götz 6 Buckdahn, Rainer 6 Zaslavski, Alexander Yakovlevich 5 Altman, Eitan 5 Khlopin, Dmitriĭ Valer’evich 4 Artstein, Zvi 4 Henrion, Didier 4 Vrábel, Róbert 3 Avrachenkov, Konstantin Evgen’evich 3 Bright, Ido 3 Cardaliaguet, Pierre 3 Filar, Jerzy A. 3 Grüne, Lars 3 Li, Juan 3 Rossomakhine, Sergey 3 Shvartsman, Ilya A. 3 Subbotina, Nina N. 3 Yin, Gang George 3 Zhang, Qing 2 Bardi, Martino 2 Borkar, Vivek Shripad 2 Buşoniu, Lucian 2 Dshalalow, Jewgeni H. 2 Glizer, Valery Y. 2 Hahn, Ernst Moritz 2 Hartmann, Carsten 2 Hermanns, Holger 2 Huang, Weijun 2 Kellett, Christopher M. 2 Krawczyk, Jacek Bogdan 2 Kružík, Martin 2 Kushner, Harold J. 2 Parkinson, Alex 2 Piunovskiĭ, Alekseĭ Borisovich 2 Renault, Jérôme 2 Shi, Peng 2 Spiliopoulos, Konstantinos V. 2 Watbled, Frédérique 2 Weller, Steven R. 2 Zhang, Lijun 2 Zhang, Yi 2 Zhao, Nana 1 Abas, Marcel 1 Achdou, Yves 1 Ahmadi Javid, Amir 1 Alvarez, Olivier 1 Azzato, Jeffrey 1 Badowski, Grazyna 1 Bahmani, Erfan 1 Barles, Guy 1 Benner, Peter 1 Bloch, Anthony M. 1 Bonneau, Nicolas 1 Bragagnolo, Marcos Cesar 1 Breiten, Tobias 1 Brunetti, Ilaria 1 Camilli, Fabio 1 Cannarsa, Piermarco 1 Cao, Xi-Ren 1 Capuzzo Dolcetta, Italo 1 Cardin, Pedro Toniol 1 Cârjă, Ovidiu 1 Caroff, Nathalie 1 Cesaroni, Annalisa 1 Choi, Han-Lim 1 Claeys, Mathieu 1 Colonius, Fritz 1 Coulomb, Jean-Michel 1 Daafouz, Jamal 1 Debbah, Mérouane 1 Delanoue, Nicolas 1 Dmitriev, M. G. 1 Donchev, Tzanko Donchev 1 Dupuis, Paul G. 1 Ebadi, Mohsen 1 El Azouzi, Rachid 1 Evans, Robin James 1 Fabbri, Roberta 1 Ferrante, Augusto 1 Fiacco, Anthony V. 1 Gama, Ricardo 1 Gamkrelidze, Revaz Valerianovich 1 Gerdts, Matthias 1 Ghilli, Daria 1 Goberna, Miguel Angel 1 Gomes, Diogo Luís Aguiar 1 Guo, Xianping 1 Gupta, Rohit K. 1 Ha, Jung-Su 1 Hartmanns, Arnd 1 Haurie, Alain B. 1 Hespanha, João Pedro 1 Höger, Matthias 1 Ishizuka, Yo 1 Ivaşcu, Carina 1 Jiao, Chunxi ...and 79 more Authors
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#### Cited in 54 Serials

 15 Automatica 11 Journal of Mathematical Analysis and Applications 10 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 9 Applied Mathematics and Optimization 9 SIAM Journal on Control and Optimization 7 Journal of Optimization Theory and Applications 7 Systems & Control Letters 6 Set-Valued and Variational Analysis 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 4 Journal of Differential Equations 4 MCSS. Mathematics of Control, Signals, and Systems 4 Journal of Dynamical and Control Systems 3 Operations Research Letters 3 Dynamic Games and Applications 2 Stochastic Analysis and Applications 2 Annals of Operations Research 2 Automation and Remote Control 2 Stochastic Processes and their Applications 2 Journal of Mathematical Sciences (New York) 2 European Journal of Control 2 Discrete and Continuous Dynamical Systems. Series B 2 Optimization Letters 2 Journal of Computational Dynamics 1 Journal of the Franklin Institute 1 Prikladnaya Matematika i Mekhanika 1 Kybernetika 1 Proceedings of the American Mathematical Society 1 Optimal Control Applications & Methods 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Physica D 1 Optimization 1 Formal Aspects of Computing 1 Computational Statistics 1 Communications in Partial Differential Equations 1 Computational Optimization and Applications 1 Formal Methods in System Design 1 SIAM Journal on Scientific Computing 1 Set-Valued Analysis 1 Calculus of Variations and Partial Differential Equations 1 St. Petersburg Mathematical Journal 1 Journal of Convex Analysis 1 Sbornik: Mathematics 1 Mathematical Methods of Operations Research 1 International Game Theory Review 1 Stochastics and Dynamics 1 SIAM Journal on Applied Dynamical Systems 1 Computational Management Science 1 Boundary Value Problems 1 Nonlinear Analysis. Hybrid Systems 1 Discrete and Continuous Dynamical Systems. Series S 1 Matematicheskaya Teoriya Igr i eë Prilozheniya 1 Games 1 Journal of Dynamics and Games 1 Nonlinear Analysis. Theory, Methods & Applications
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#### Cited in 20 Fields

 74 Calculus of variations and optimal control; optimization (49-XX) 74 Systems theory; control (93-XX) 35 Operations research, mathematical programming (90-XX) 33 Ordinary differential equations (34-XX) 19 Probability theory and stochastic processes (60-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Partial differential equations (35-XX) 5 Numerical analysis (65-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 Real functions (26-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Sequences, series, summability (40-XX) 1 Operator theory (47-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX)

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