The next NEO Internal Meeting will take place on Wednesday 2 October, 14h30.
Prof. Vladimir Gaitsgory will make a presentation about: Linear Programming Approach to Long Run Average Optimal Control: The Non-Ergodic Case
An abstract of this talk and a short bio are below.
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Abstract:
We will discuss properties of the infinite dimensional linear programming
problem, which along with its dual allow one to characterize the optimal value
of the deterministic long-run average optimal control problem. The novelty of
the consideration is that it is focused on the general case, when this optimal
value may depend on initial conditions of the system. The talk is based on
results obtained in collaboration with V. Borkar and I. Shvartsman.
Bio:
Vladimir Gaitsgory received his M.Sc. degree in automatic control from the
Department of Control Processes at Leningrad Polytechnic Institute in 1973 and
his Ph.D. in applied mathematics from the Institute for System Studies of the
USSR Academy of Science in 1978. He is currently a Professor in the Department
of Mathematics and Statistics at Macquarie University.
Vladimir is an applied mathematician with broad areas of interest in control,
optimization, dynamical systems and games theories, and their applications. His
most important contributions are in the areas of singularly perturbed (SP)
controlled dynamical systems and SP Markov Decision processes and mathematical
programming problems.
