5 citations · 5 across the 4 of their papers we have counts for
3 papers
Singularly perturbed linear programs and Markov decision processes
Konstantin Avrachenkov, Jerzy Filar, Vladimir Gaitsgory +1
Linear programming formulations for the discounted and long-run average MDPs have evolved along separate trajectories. In 2006, E. Altman conjectured that the two linear programmin…
On near optimal control of systems with slow observables
Vladimir Gaitsgory, Sergey Rossomakhine
The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called obser…
On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
Vladimir Gaitsgory, Ludmila Manic, Sergey Rossomakhine
The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average opti…