Edit Profile Gaitsgory, Vladimir A. Compute Distance To: Compute 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 all top 5 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. all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 1201.49040Gaitsgory, Vladimir; Quincampoix, Marc 36 2009 Suboptimization of singularly perturbed control systems. Zbl 0760.49014Gaitsgory, Vladimir 32 1992 The value function of singularly perturbed control systems. Zbl 0958.49019Artstein, Z.; Gaitsgory, V. 28 2000 On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems. Zbl 1101.49023Gaitsgory, Vladimir 24 2004 Averaging of singularly perturbed controlled stochastic differential equations. Zbl 1139.93022Borkar, Vivek; Gaitsgory, Vladimir 17 2007 Multiscale singularly perturbed control systems: Limit occupational measures sets and averaging. Zbl 1027.34071Gaitsgory, Vladimir; Nguyen, Minh-Tuan 17 2002 Limit occupational measures set for a control system and averaging of singularity perturbed control systems. Zbl 0927.93007Gaitsgory, V.; Leizarowitz, A. 17 1999 Linear programming approach to deterministic long run average problems of optimal control. Zbl 1109.93017Gaitsgory, Vladimir; Rossomakhine, Sergey 16 2006 On sets of occupational measures generated by a deterministic control system on an infinite time horizon. Zbl 1278.49042Gaitsgory, V.; Quincampoix, M. 15 2013 Tracking fast trajectories along a slow dynamics: A singular perturbations approach. Zbl 0908.49002Artstein, Zvi; Gaitsgory, Vladimir 12 1997 Duality in linear programming problems related to deterministic long run average problems of optimal control. Zbl 1167.49032Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan 11 2008 Suboptimal control of singularly perturbed systems and periodic optimization. Zbl 0783.93077Gaitsgory, Vladimir 10 1993 Control of singularly perturbed hybrid stochastic systems. Zbl 0992.93054Filar, Jerzy A.; Gaitsgory, Vladimir; Haurie, Alain B. 9 2001 Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting. Zbl 1266.49049Gaitsgory, V.; Rossomakhine, S.; Thatcher, N. 8 2012 Averaging and linear programming in some singularly perturbed problems of optimal control. Zbl 1317.49042Gaitsgory, Vladimir; Rossomakhine, Sergey 7 2015 Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games. Zbl 0869.49015Gaitsgory, Vladimir 7 1996 Linear programming solutions of periodic optimization problems: approximation of the optimal control. Zbl 1163.49037Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan 6 2007 On existence of limit occupational measures set of a controlled stochastic differential equation. Zbl 1109.93033Borkar, Vivek; Gaitsgory, Vladimir 6 2005 Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process. Zbl 0905.90176Altman, Eitan; Gaitsgory, Vladimir 6 1997 Stabilization with discounted optimal control. Zbl 1327.93324Gaitsgory, Vladimir; Grüne, Lars; Thatcher, Neil 5 2015 Singular perturbations in ergodic control of diffusions. Zbl 1143.93024Borkar, Vivek S.; Gaitsgory, Vladimir 5 2007 On the construction of asymptotically optimal controls for singularly perturbed systems. Zbl 0901.93042Gaitsgory, V.; Grammel, G. 5 1997 A hybrid (differential-stochastic) zero-sum game with a fast stochastic part. Zbl 0844.90133Altman, Eitan; Gaitsgory, Vladimir 4 1995 Control of a hybrid stochastic system. Zbl 0780.93084Altman, Eitan; Gaitsgory, Vladimir 4 1993 Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time. Zbl 1376.49044Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya 3 2017 On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria. Zbl 1312.49037Gaitsgory, Vladimir; Manic, Ludmila; Rossomakhine, Sergey 3 2015 Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems. Zbl 1325.49041Gaitsgory, Vladimir; Manic, Ludmila 3 2014 Averaging and near viability of singularly perturbed control systems. Zbl 1102.93028Gaitsgory, V. 3 2006 Averaging of three time scale singularly perturbed control systems. Zbl 0974.93037Gaitsgory, V.; Nguyen, M.-T. 3 2001 On asymptotic optimization of a class of nonlinear stochastic hybrid systems. Zbl 0952.90045Shi, Peng; Altman, Eitan; Gaitsgory, Vladimir 3 1998 Perturbation theory for mathematical programming problems. Zbl 0568.90089Gaitsgory, V. A.; Pervozvanskij, A. A. 3 1986 Linear programming formulation of long-run average optimal control problem. Zbl 1417.49028Borkar, Vivek S.; Gaitsgory, Vladimir 2 2019 Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time. Zbl 1415.49025Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya 2 2019 Stabilization of strictly dissipative discrete time systems with discounted optimal control. Zbl 1400.93267Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R. 2 2018 Constraint augmentation in pseudo-singularly perturbed linear programs. Zbl 1251.90267Avrachenkov, K.; Burachik, R. S.; Filar, J. A.; Gaitsgory, V. 2 2012 A new reduction technique for a class of singularly perturbed optimal control problems. Zbl 0830.93046Gaitsgory, Vladimir 2 1995 A folk theorem for dynamic games. Zbl 0802.90146Gaitsgory, Vladimir; Nitzan, Shmuel 2 1994 On stability under perturbations of long-run average optimal control problems. Zbl 1401.49028Gaitsgory, Vladimir; Mammadov, Musa; Manic, Ludmila 1 2017 On near optimal control of systems with slow observables. Zbl 1367.49014Gaitsgory, Vladimir; Rossomakhine, Sergey 1 2017 Threshold value of the penalty parameter in the minimization of \(L_1\)-penalized conditional value-at-risk. Zbl 1264.91116Gaitsgory, Vladimir; Tarnopolskaya, Tanya 1 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 1175.91011Bernhard, Pierre (ed.); Gaitsgory, Vladimir (ed.); Pourtallier, Odile (ed.) 1 2009 On stochastic hybrid zero-sum games with nonlinear slow dynamics. Zbl 1008.91007Nguyen, Minh-Tuan; Altman, Eitan; Gaitsgory, Vladimir 1 2001 Stability and singular perturbations in constrained Markov decision problems. Zbl 0786.93088Altman, Eitan; Gaitsgory, Vladimir A. 1 1993 Linear programming formulation of long-run average optimal control problem. Zbl 1417.49028Borkar, Vivek S.; Gaitsgory, Vladimir 2 2019 Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time. Zbl 1415.49025Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya 2 2019 Stabilization of strictly dissipative discrete time systems with discounted optimal control. Zbl 1400.93267Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R. 2 2018 Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time. Zbl 1376.49044Gaitsgory, Vladimir; Parkinson, Alex; Shvartsman, Ilya 3 2017 On stability under perturbations of long-run average optimal control problems. Zbl 1401.49028Gaitsgory, Vladimir; Mammadov, Musa; Manic, Ludmila 1 2017 On near optimal control of systems with slow observables. Zbl 1367.49014Gaitsgory, Vladimir; Rossomakhine, Sergey 1 2017 Averaging and linear programming in some singularly perturbed problems of optimal control. Zbl 1317.49042Gaitsgory, Vladimir; Rossomakhine, Sergey 7 2015 Stabilization with discounted optimal control. Zbl 1327.93324Gaitsgory, Vladimir; Grüne, Lars; Thatcher, Neil 5 2015 On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria. Zbl 1312.49037Gaitsgory, Vladimir; Manic, Ludmila; Rossomakhine, Sergey 3 2015 Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems. Zbl 1325.49041Gaitsgory, Vladimir; Manic, Ludmila 3 2014 On sets of occupational measures generated by a deterministic control system on an infinite time horizon. Zbl 1278.49042Gaitsgory, V.; Quincampoix, M. 15 2013 Threshold value of the penalty parameter in the minimization of \(L_1\)-penalized conditional value-at-risk. Zbl 1264.91116Gaitsgory, Vladimir; Tarnopolskaya, Tanya 1 2013 Approximate solution of the HJB inequality related to the infinite horizon optimal control problem with discounting. Zbl 1266.49049Gaitsgory, V.; Rossomakhine, S.; Thatcher, N. 8 2012 Constraint augmentation in pseudo-singularly perturbed linear programs. Zbl 1251.90267Avrachenkov, K.; Burachik, R. S.; Filar, J. A.; Gaitsgory, V. 2 2012 Linear programming approach to deterministic infinite horizon optimal control problems with discounting. Zbl 1201.49040Gaitsgory, Vladimir; Quincampoix, Marc 36 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 1175.91011Bernhard, Pierre (ed.); Gaitsgory, Vladimir (ed.); Pourtallier, Odile (ed.) 1 2009 Duality in linear programming problems related to deterministic long run average problems of optimal control. Zbl 1167.49032Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan 11 2008 Averaging of singularly perturbed controlled stochastic differential equations. Zbl 1139.93022Borkar, Vivek; Gaitsgory, Vladimir 17 2007 Linear programming solutions of periodic optimization problems: approximation of the optimal control. Zbl 1163.49037Finlay, Luke; Gaitsgory, Vladimir; Lebedev, Ivan 6 2007 Singular perturbations in ergodic control of diffusions. Zbl 1143.93024Borkar, Vivek S.; Gaitsgory, Vladimir 5 2007 Linear programming approach to deterministic long run average problems of optimal control. Zbl 1109.93017Gaitsgory, Vladimir; Rossomakhine, Sergey 16 2006 Averaging and near viability of singularly perturbed control systems. Zbl 1102.93028Gaitsgory, V. 3 2006 On existence of limit occupational measures set of a controlled stochastic differential equation. Zbl 1109.93033Borkar, Vivek; Gaitsgory, Vladimir 6 2005 On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems. Zbl 1101.49023Gaitsgory, Vladimir 24 2004 Multiscale singularly perturbed control systems: Limit occupational measures sets and averaging. Zbl 1027.34071Gaitsgory, Vladimir; Nguyen, Minh-Tuan 17 2002 Control of singularly perturbed hybrid stochastic systems. Zbl 0992.93054Filar, Jerzy A.; Gaitsgory, Vladimir; Haurie, Alain B. 9 2001 Averaging of three time scale singularly perturbed control systems. Zbl 0974.93037Gaitsgory, V.; Nguyen, M.-T. 3 2001 On stochastic hybrid zero-sum games with nonlinear slow dynamics. Zbl 1008.91007Nguyen, Minh-Tuan; Altman, Eitan; Gaitsgory, Vladimir 1 2001 The value function of singularly perturbed control systems. Zbl 0958.49019Artstein, Z.; Gaitsgory, V. 28 2000 Limit occupational measures set for a control system and averaging of singularity perturbed control systems. Zbl 0927.93007Gaitsgory, V.; Leizarowitz, A. 17 1999 On asymptotic optimization of a class of nonlinear stochastic hybrid systems. Zbl 0952.90045Shi, Peng; Altman, Eitan; Gaitsgory, Vladimir 3 1998 Tracking fast trajectories along a slow dynamics: A singular perturbations approach. Zbl 0908.49002Artstein, Zvi; Gaitsgory, Vladimir 12 1997 Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process. Zbl 0905.90176Altman, Eitan; Gaitsgory, Vladimir 6 1997 On the construction of asymptotically optimal controls for singularly perturbed systems. Zbl 0901.93042Gaitsgory, V.; Grammel, G. 5 1997 Limit Hamilton-Jacobi-Isaacs equations for singularly perturbed zero-sum differential games. Zbl 0869.49015Gaitsgory, Vladimir 7 1996 A hybrid (differential-stochastic) zero-sum game with a fast stochastic part. Zbl 0844.90133Altman, Eitan; Gaitsgory, Vladimir 4 1995 A new reduction technique for a class of singularly perturbed optimal control problems. Zbl 0830.93046Gaitsgory, Vladimir 2 1995 A folk theorem for dynamic games. Zbl 0802.90146Gaitsgory, Vladimir; Nitzan, Shmuel 2 1994 Suboptimal control of singularly perturbed systems and periodic optimization. Zbl 0783.93077Gaitsgory, Vladimir 10 1993 Control of a hybrid stochastic system. Zbl 0780.93084Altman, Eitan; Gaitsgory, Vladimir 4 1993 Stability and singular perturbations in constrained Markov decision problems. Zbl 0786.93088Altman, Eitan; Gaitsgory, Vladimir A. 1 1993 Suboptimization of singularly perturbed control systems. Zbl 0760.49014Gaitsgory, Vladimir 32 1992 Perturbation theory for mathematical programming problems. Zbl 0568.90089Gaitsgory, V. A.; Pervozvanskij, A. A. 3 1986 all cited Publications top 5 cited Publications all top 5 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 all top 5 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 all top 5 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.