2 citations · 2 across the 9 of their papers we have counts for
10 papers
On Averaging of a Class of "Non-Singularly Perturbed" Control Systems
Vladimir Gaitsgory, Ilya Shvartsman
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude.…
Linear Programming Estimates for Cesaro and Abel Limits of Optimal Values in Optimal Control Problems
Vladimir Gaitsgory, Ilya Shvartsman
We consider infinite horizon optimal control problems with time averaging and time discounting criteria and give estimates for the Cesaro and Abel limits of their optimal values in…
LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Non-Ergodic Case
Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem.…
Linear Programming Formulation of Long Run Average Optimal Control Problem
Vivek S. Borkar, Vladimir Gaitsgory
We introduce and study the infinite dimensional linear programming problem which along with its dual allows one to characterize the optimal value of the deterministic long-run aver…
Linear Programming Based Optimality Conditions and Approximate Solution of a Deterministic Infinite Horizon Discounted Optimal Control Problem in Discrete Time
Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional line…
Linear Programming Formulations of Deterministic Infinite Horizon Optimal Control Problems in Discrete Time
Vladimir Gaitsgory, Alex Parkinson, I. Shvartsman
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems a…
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…
Use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems
Vladimir Gaitsgory, Ludmila Manic
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latte…
Averaging and linear programming in some singularly perturbed problems of optimal control
Vladimir Gaitsgory, Sergei Rossomakhine
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems…