A new class of completely integrable models is constructed. These models are deformations of the famous integrable and exactly solvable Gaudin models. In contrast with the latter, they are quasi-exactly solvable, i.e. admit the algebraic Bethe ansatz solution only for some limited parts of the spectrum. An underlying algebra responsible for both the phenomena of complete integrability and quasi-exact solvability is constructed. We call it "quasi-Gaudin algebra" and demonstrate that it is a special non-Lie-algebraic deformation of the ordinary Gaudin algebra.
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