Vladimir Gaitsgory

control (2007)

Rachid El Azouzi, Eitan Altman, Vladimir Gaitsgory

averaging principle for perturbations of continuous time

Singular perturbations in ergodic control of diffusions (2007)

Borkar, Vivek S, Gaitsgory, Vladimir

Linear programming solutions of periodic optimization problems : approximation of the optimal control (2007)

Finlay, Luke, Gaitsgory, Vladimir, Lebedev, Ivan

Averaging of singularly perturbed controlled stochastic differntial equations (2007)

Borkar, Vivek S, Gaitsgory, Vladimir

Singular perturbations in ergodic control of diffusions (2007)

Borkar, Vivek S, Gaitsgory, Vladimir

Linear programming solutions of periodic optimization problems : approximation of the optimal control (2007)

Finlay, Luke, Gaitsgory, Vladimir, Lebedev, Ivan

Averaging of singularly perturbed controlled stochastic differntial equations (2007)

Borkar, Vivek S, Gaitsgory, Vladimir

Singular perturbations in ergodic control of diffusions (2007)

Borkar, Vivek S, Gaitsgory, Vladimir

Averaging of singularly perturbed controlled stochastic differntial equations (2007)

Borkar, Vivek S, Gaitsgory, Vladimir

Linear programming solutions of periodic optimization problems : approximation of the optimal control (2007)

Finlay, Luke, Gaitsgory, Vladimir, Lebedev, Ivan

Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control (2006)

Gaitsgory, Vladimir, Rossomakhine, Sergey

Averaging and near viability of singularly perturbed control systems (2006)

Gaitsgory, Vladimir

TCP-AQM interaction : periodic optimization via linear programming (2006)

Avrachenkov, Konstantin E, Finlay, Luke, Gaitsgory, Vladimir

Analysis of TCP-AQM interaction via periodic optimization and linear programming : the case of sigmoidal utility function (2006)

Avrachenkov, Konstantin E, Finlay, Luke, Gaitsgory, Vladimir

Occupational measures formulation and linear programming solution of deterministic long run average problems of optimal control (2006)

Gaitsgory, Vladimir, Rossomakhine, Sergey

Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control (2006)

Gaitsgory, Vladimir, Rossomakhine, Sergey

Averaging and near viability of singularly perturbed control systems (2006)

Gaitsgory, Vladimir

TCP-AQM interaction : periodic optimization via linear programming (2006)

Avrachenkov, Konstantin E, Finlay, Luke, Gaitsgory, Vladimir

Analysis of TCP-AQM interaction via periodic optimization and linear programming : the case of sigmoidal utility function (2006)

Avrachenkov, Konstantin E, Finlay, Luke, Gaitsgory, Vladimir

Occupational measures formulation and linear programming solution of deterministic long run average problems of optimal control (2006)

Gaitsgory, Vladimir, Rossomakhine, Sergey

Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control (2006)

Gaitsgory, Vladimir, Rossomakhine, Sergey

Occupational measures formulation and linear programming solution of deterministic long run average problems of optimal control (2006)

Gaitsgory, Vladimir, Rossomakhine, Sergey

Analysis of TCP-AQM interaction via periodic optimization and linear programming : the case of sigmoidal utility function (2006)

Avrachenkov, Konstantin E, Finlay, Luke, Gaitsgory, Vladimir

TCP-AQM interaction : periodic optimization via linear programming (2006)

Avrachenkov, Konstantin E, Finlay, Luke, Gaitsgory, Vladimir

Averaging and near viability of singularly perturbed control systems (2006)

Gaitsgory, Vladimir

On existence of limit occupational measures set of a controlled stochastic differential equation (2005)

Borkar, Vivek, Gaitsgory, Vladimir

On existence of limit occupational measures set of a controlled stochastic differential equation (2005)

Borkar, Vivek, Gaitsgory, Vladimir

On existence of limit occupational measures set of a controlled stochastic differential equation (2005)

Borkar, Vivek, Gaitsgory, Vladimir

On existence of limit occupational measures set of a controlled stochastic differential equation (2005)

Borkar, Vivek, Gaitsgory, Vladimir

On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems (2004)

Gaitsgory, Vladimir

Linear programming approximations to periodic optimization problems (2004)

Gaitsgory, Vladimir, Rossomakhine, Serguei, Alex Rubinov

On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems (2004)

Gaitsgory, Vladimir

Linear programming approximations to periodic optimization problems (2004)

Gaitsgory, Vladimir

On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems (2004)

Gaitsgory, Vladimir

Linear programming approximations to periodic optimization problems (2004)

Gaitsgory, Vladimir

On a representation of the limit occupational measures set of a control system with applications to singularly perturbed control systems (2004)

Gaitsgory, Vladimir

Linear programming approximations to periodic optimization problems (2004)

Gaitsgory, Vladimir

A theory of multi-period contest preparation (2003)

Gaitsgory, Vladimir, Zeif, Y

Convergence to convex compact sets in infinite dimensions (2003)

Artstein, Zvi, Gaitsgory, Vladimir

Multiscale singularly perturbed control systems: limit occupational measures sets and averaging (2003)

Gaitsgory, Vladimir, Nguyen, Minh-Tuan

A theory of multi-period contest preparation (2003)

Gaitsgory, Vladimir, Zeif, Y

Convergence to convex compact sets in infinite dimensions (2003)

Artstein, Zvi, Gaitsgory, Vladimir

Multiscale singularly perturbed control systems: limit occupational measures sets and averaging (2003)

Gaitsgory, Vladimir, Nguyen, Minh-Tuan

Convergence to convex compact sets in infinite dimensions (2003)

Artstein, Zvi, Gaitsgory, Vladimir

A theory of multi-period contest preparation (2003)

Gaitsgory, Vladimir, Zeif, Y

Multiscale singularly perturbed control systems (2002)

Gaitsgory, Vladimir, Nguyen, Minh-Tuan

Multiscale singularly perturbed control systems (2002)

Gaitsgory, Vladimir, Nguyen, Minh-Tuan

Multiscale singularly perturbed control systems (2002)

Gaitsgory, Vladimir, Nguyen, Minh-Tuan

Perturbed Zero-sum Games with Applications to Stochastic and Repeated Games (2001)

Altman, Eitan, Feinberg, Eugene, Filar, Jerzy A, Gaitsgory, Vladimir

Stochastic optimal control of a solar car (2001)

Boland, John, Gaitsgory, Vladimir, Howlett, Phil, Pudney, Peter

Control of singularly perturbed hybrid stochastic systems (2001)

Filar, Jerzy A, Gaitsgory, Vladimir, Haurie, Alain B

Perturbed Zero-sum Games with Applications to Stochastic and Repeated Games (2001)

Altman, Eitan, Feinberg, Eugene, Filar, Jerzy A, Gaitsgory, Vladimir

Stochastic optimal control of a solar car (2001)

Boland, John, Gaitsgory, Vladimir, Howlett, Phil, Pudney, Peter

Control of singularly perturbed hybrid stochastic systems (2001)

Filar, Jerzy A, Gaitsgory, Vladimir, Haurie, Alain B

Control of singularly perturbed hybrid stochastic systems (2001)

Filar, Jerzy A, Gaitsgory, Vladimir, Haurie, Alain B

Stochastic optimal control of a solar car (2001)

Boland, John, Gaitsgory, Vladimir, Howlett, Phil, Pudney, Peter

Perturbed Zero-sum Games with Applications to Stochastic and Repeated Games (2001)

Altman, Eitan, Feinberg, Eugene, Filar, Jerzy A, Gaitsgory, Vladimir

The value function of singularly perturbed control systems (2000)

Artstein, Zvi, Gaitsgory, Vladimir

The averaging principle for perturbations of continuous time control problems with fast controlled jump parameters (2000)

El Azouzi, Rashid, Altman, Eitan, Gaitsgory, Vladimir

The value function of singularly perturbed control systems (2000)

Artstein, Zvi, Gaitsgory, Vladimir

The averaging principle for perturbations of continuous time control problems with fast controlled jump parameters (2000)

El Azouzi, Rashid, Altman, Eitan, Gaitsgory, Vladimir

The value function of singularly perturbed control systems (2000)

Artstein, Zvi, Gaitsgory, Vladimir

The averaging principle for perturbations of continuous time control problems with fast controlled jump parameters (2000)

El Azouzi, Rashid, Altman, Eitan, Gaitsgory, Vladimir

Advances in dynamic games and applications (1999)

Filar, Jerzy A, Gaitsgory, Vladimir, Mizukami, Koichi

Limit Occupational Measures Set for a Control System and Averaging of Singularly Perturbed Control Systems (1999)

Gaitsgory, Vladimir, Leizarowitz, Arie

Advances in dynamic games and applications (1999)

Filar, Jerzy A, Gaitsgory, Vladimir, Mizukami, Koichi

Limit Occupational Measures Set for a Control System and Averaging of Singularly Perturbed Control Systems (1999)

Gaitsgory, Vladimir, Leizarowitz, Arie

Limit Occupational Measures Set for a Control System and Averaging of Singularly Perturbed Control Systems (1999)

Gaitsgory, Vladimir, Leizarowitz, Arie

Advances in dynamic games and applications (1999)

Filar, Jerzy A, Gaitsgory, Vladimir, Mizukami, Koichi

Efficient frontiers and solar cars (1998)

Boland, John, Gaitsgory, Vladimir, Howlett, Phil, Pudney, Peter

On Asymptotic Optimization of a Class of Nonlinear Stochastic Hybrid Systems (1998)

Shi, Peng, Altman, Eitan, Gaitsgory, Vladimir

Efficient frontiers and solar cars (1998)

Boland, John, Gaitsgory, Vladimir, Howlett, Phil, Pudney, Peter

On Asymptotic Optimization of a Class of Nonlinear Stochastic Hybrid Systems (1998)

Shi, Peng, Altman, Eitan, Gaitsgory, Vladimir

On Asymptotic Optimization of a Class of Nonlinear Stochastic Hybrid Systems (1998)

Shi, Peng, Altman, Eitan, Gaitsgory, Vladimir

Efficient frontiers and solar cars (1998)

Boland, John, Gaitsgory, Vladimir, Howlett, Phil, Pudney, Peter

Linear-Quadratic Tracking of Coupled Slow and Fast Targets (1997)

Artstein, Zvi, Gaitsgory, Vladimir

On the Construction of Asymptotically Optimal Controls for Singularly Perturbed Systems (1997)

Gaitsgory, Vladimir, Grammel, Goetz

Tracking fast trajectories along a slow dynamics (1997)

Artstein, Zvi, Gaitsgory, Vladimir

Linear-Quadratic Tracking of Coupled Slow and Fast Targets (1997)

Artstein, Zvi, Gaitsgory, Vladimir

On the Construction of Asymptotically Optimal Controls for Singularly Perturbed Systems (1997)

Gaitsgory, Vladimir, Grammel, Goetz

Tracking fast trajectories along a slow dynamics (1997)

Artstein, Zvi, Gaitsgory, Vladimir

On the Construction of Asymptotically Optimal Controls for Singularly Perturbed Systems (1997)

Gaitsgory, Vladimir, Grammel, Goetz

Linear-Quadratic Tracking of Coupled Slow and Fast Targets (1997)

Artstein, Zvi, Gaitsgory, Vladimir

Tracking fast trajectories along a slow dynamics (1997)

Artstein, Zvi, Gaitsgory, Vladimir

Folk theorem in dynamic games (1995)

Gaitsgory, Vladimir, Nitzan, Shmuel

A new reduction technique for a class of singularly perturbed optimal-control problems (1995)

Gaitsgory, Vladimir

A Hybrid (Differential-Stochastic) Zero-Sum Game with Fast Stochastic Part (1995)

Eitan Altman, Vladimir Gaitsgory

We consider in this paper a continuous time stochastic hybrid system with a finite time horizon, controlled by two players with opposite objectives (zero-sum game). Player one wishes to maximize some...

Folk theorem in dynamic games (1995)

Gaitsgory, Vladimir, Nitzan, Shmuel

A new reduction technique for a class of singularly perturbed optimal-control problems (1995)

Gaitsgory, Vladimir

A new reduction technique for a class of singularly perturbed optimal-control problems (1995)

Gaitsgory, Vladimir

Folk theorem in dynamic games (1995)

Gaitsgory, Vladimir, Nitzan, Shmuel

Suboptimal Control of Singularly Perturbed Systems and Periodic Optimization (1993)

Gaitsgory, Vladimir

Stability and singular perturbations in constrained Markov decision-problems (1993)

Altman, Eitan, Gaitsgory, Vladimir

Control Of A Hybrid Stochastic System (1993)

Eitan Altman, Centre Sophia Antipolis, Vladimir Gaitsgory

We consider in this paper a continuous time stochastic hybrid control system with a nite time horizon. The objective is to minimize a linear function of the expected state trajectory. The state...

Suboptimal Control of Singularly Perturbed Systems and Periodic Optimization (1993)

Gaitsgory, Vladimir

Stability and singular perturbations in constrained Markov decision-problems (1993)

Altman, Eitan, Gaitsgory, Vladimir

Stability and singular perturbations in constrained Markov decision-problems (1993)

Altman, Eitan, Gaitsgory, Vladimir

Suboptimal Control of Singularly Perturbed Systems and Periodic Optimization (1993)

Gaitsgory, Vladimir

Control Of A Hybrid Stochastic System (1992)

Eitan Altman, Vladimir Gaitsgory, France Centresophiaantipolis, Weconsiderinthispaperacontinuoustimestochastichybridcontrolsystemwitha Abstract

We consider in this paper a continuous time stochastic hybrid control system with a finite time horizon. The objective is to minimize a linear function of the expected state trajectory. The state...

A folk theorem for dynamic games

Gaitsgory, Vladimir, Nitzan, Shmuel

Tracking Fast Trajectories Along A Slow Dynamics: A Singular Perturbations Approach

Zvi Artstein, Vladimir Gaitsgory

. Controlled coupled slow and fast motions are examined in a singular perturbations setting. The objective is to minimize a cost functional that takes into account both the fast motion, supposing,...