4 citations · 4 across the 6 of their papers we have counts for
7 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.…
Compactification Method in Linear Programming Approach to Infinite-Horizon Optimal Control Problems with a Noncompact State Constraint
Ilya Shvartsman
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems ar…
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…
Lack of Equality between Abel and Cesaro Limits in Discrete Optimal Control and the Implied Duality Gap
Ilya Shvartsman
In a recent paper it has been shown that if Cesaro and Abel limits for a certain discrete time optimal control problem are not equal, then there is a duality gap between a certain…
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 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…