Professor Vladimir Gaitsgory

For more detailed information about me, please click on the link below to take you to my personal home page at the School of Mathematics web site.

V.Gaitsgory: Selected papers

V.Gaitsgory: Research grants

• Teaching undergraduate and graduate courses in Mathematics and related areas including: Control and Optimization Theory, Operations Research and Financial Mathematics.

Ph.D. in Applied Mathematics - 1978, Institute for System Studies of the USSR Academy of Science (Moscow). M.Sc. in Automatic Control - 1973, Leningrad Polytechnic Institute.

• Asymptotic methods (averaging, singular and regular perturbations, multi-time scale analysis) in control, optimization, dynamic games and applications.

“Linear Programming Approach to Deterministic Long Run Average Problems of Optimal Control”, SIAM J. on Control and Optimization, 44:6 (2005/2006): 2006-2037 (with S. Rossomakhine)

“On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation”, SIAM J. on Control and Optimization, 44:4 (2005/2006): 1436-1473 (with V. Borkar)

“On a Representation of the Limit Occupational Measures Set of a Control System with Applications to Singularly perturbed Control Systems ", SIAM J. on Control and Optimization, Vol 43 (2004), No 1, pp 325-340

“Convergence to Convex Compact Sets in Infinite Dimensions”, J. Mathematical Analysis and Applications, 284(2003): 471-480. Z.Artstein and V.Gaitsgory

“Multiscale Singularly Perturbed Control systems: Limit Occupational Measures Sets and Averaging”, SIAM J. on Control and Optimization 41:3(2002): 954-974. V.Gaitsgory and M.T.Nguyen

"Control of Singularly Perturbed Hybrid Stochastic Systems", IEEE Trans. on Autom. Control, 46:2(2001): 179-190. J.A.Filar, V.Gaitsgory and A.Haurie

"The Value Function of Singularly Perturbed Control System", Applied Mathematics and Optimization, 41 (2000): 425-445. Z.Artestein and V.Gaitsgory

"On a Class of Nash Equilibria with Memory Atrategies for Nonzero-Sum Differential Games", International Game Theory Review 2:3 (2000): 173-192. J.M.Coulomb and V.Gaitsgory

"Limit Occupational Measures Set for a Control System and Averaging of Singularly Perturbed Control Systems", Journal of Mathematical Analysis and Applications, 233 (1999): 461-475. V.Gaitsgory and A.Leizarowitz

"Tracking Fast Trajectories Along a Slow Dynamics: A Singular Perturbations Approach", SIAM J. on Control and Optimization, 35:5 (1997): 1487-1507. Z.Artstein and V.Gaitsgory

"Asymptotic Optimization of a Nonlinear Hybrid System Governed By a Markov Decision Process", SIAM J. on Control and Optimization, 35:5 (1997): 2070-2085. E.Altman and V.Gaitsgory

Research Monograph: "Control of Systems with Slow and Fast Motions: Averaging and Asymptotic Analysis", Moscow: Nauka (1991) (in Russian). V.Gaitsgory.

Research Monograph: "Theory of Suboptimal Decisions", Dordrecht: Kluwer Academic Publishers, 1988 (Revised and extended translation from Russian of Decomposition, Aggregation and Suboptimization). A.Pervozvansky and V.Gaitsgory.

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