Items where Author is "Gaitsgory, Vladimir"

Article

Borkar, Vivek S. ; Gaitsgory, Vladimir ; Shvartsman, Ilya (2019) LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case SIAM Journal on Control and Optimization, 57 (3). pp. 1783-1817. ISSN 0363-0129

Borkar, Vivek S. ; Gaitsgory, Vladimir (2019) Linear Programming Formulation of Long-Run Average Optimal Control Problem Journal of Optimization Theory and Applications, 181 (1). pp. 101-125. ISSN 0022-3239

Borkar, Vivek ; Gaitsgory, Vladimir (2007) On averaging of singularly perturbed stochastic differential equations Applied Mathematics and Optimization, 56 (2). pp. 169-209. ISSN 0095-4616

Borkar, Vivek S. ; Gaitsgory, Vladimir (2007) Singular perturbations in ergodic control of diffusions SIAM Journal on Control and Optimization, 46 (5). pp. 1562-1577. ISSN 0363-0129

Borkar, Vivek ; Gaitsgory, Vladimir (2005) On existence of limit occupational measures set of a controlled stochastic differential equation SIAM Journal on Control and Optimization, 44 (4). pp. 1436-1473. ISSN 0363-0129

Conference or Workshop Item

Borkar, Vivek ; Gaitsgory, Vladimir ; Shvartsman, Ilya (2019) On LP Formulations of Optimal Control Problems with Time Averaging and Time Discounting Criteria in Non-Ergodic Case In: 2019 IEEE 58th Conference on Decision and Control (CDC), 11-13 December 2019, Nice, France.