$W$-algebras via Lax type operators

$W$-algebras are certain algebraic structures associated to a finite dimensional Lie algebra $\mathfrak g$ and a nilpotent element $f$ via Hamiltonian reduction. In this note we give a review of a recent approach to the study of (classical affine and quantum finite) $W$-algebras based on the notion of Lax type operators. For a finite dimensional representation of $\mathfrak g$ a Lax type operator for $W$-algebras is constructed using the theory of generalized quasideterminants. This operator carries several pieces of information about the structure and properties of the $W$-algebras and shows the deep connection of the theory of $W$-algebras with Yangians and integrable Hamiltonian hierarchies of Lax type equations.