Uday V. Shanbhag

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
No-regret distributed learning in subnetwork zero-sum games
IEEE Transactions on Automatic Control
2025-01-21Paper
Stochastic approximation for multi-period simulation optimization with streaming input data
ACM Transactions on Modeling and Computer Simulation
2024-11-15Paper
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations
IEEE Transactions on Automatic Control
2024-01-26Paper
Probability maximization via Minkowski functionals: convex representations and tractable resolution
Mathematical Programming. Series A. Series B
2023-05-02Paper
A Distributed Iterative Tikhonov Method for Networked Monotone Aggregative Hierarchical Stochastic Games2023-04-07Paper
On the computation of equilibria in monotone and potential stochastic hierarchical games
Mathematical Programming. Series A. Series B
2023-03-24Paper
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
Mathematical Programming. Series A. Series B
2023-03-24Paper
Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
Stochastic Systems
2023-01-23Paper
On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs
IEEE Transactions on Automatic Control
2022-10-11Paper
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
Computational Optimization and Applications
2022-10-04Paper
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes
Optimization Methods & Software
2022-09-29Paper
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
Mathematics of Operations Research
2022-05-17Paper
Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems
SIAM Journal on Optimization
2022-04-29Paper
On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
Set-Valued and Variational Analysis
2021-08-12Paper
No-regret distributed learning in subnetwork zero-sum games2021-08-04Paper
Zeroth-order randomized block methods for constrained minimization of expectation-valued Lipschitz continuous functions2021-07-15Paper
Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems
Computational Optimization and Applications
2021-05-20Paper
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
(available as arXiv preprint)
2021-04-16Paper
On the computation of equilibria in monotone and potential stochastic hierarchical games
(available as arXiv preprint)
2021-04-15Paper
Asynchronous schemes for stochastic and misspecified potential games and nonconvex optimization
Operations Research
2021-01-19Paper
SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs
IEEE Transactions on Automatic Control
2020-10-07Paper
On the resolution of misspecified convex optimization and monotone variational inequality problems
Computational Optimization and Applications
2020-07-29Paper
Open problem: Iterative schemes for stochastic optimization: convergence statements and limit theorems
Stochastic Systems
2020-06-18Paper
Variance-Reduced Accelerated First-order Methods: Central Limit Theorems and Confidence Statements2020-06-13Paper
On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
Mathematics of Operations Research
2020-04-30Paper
On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: asymptotic convergence and rate analysis
SIAM Journal on Optimization
2020-04-17Paper
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
Computational Optimization and Applications
2019-12-19Paper
A Proximal-Point Algorithm with Variable Sample-sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems2019-09-29Paper
On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
Set-Valued and Variational Analysis
2019-01-16Paper
Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes2018-10-25Paper
Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games
IEEE Transactions on Automatic Control
2018-06-27Paper
Smoothed Variable Sample-size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
(available as arXiv preprint)
2018-03-01Paper
Two-stage non-cooperative games with risk-averse players
Mathematical Programming. Series A. Series B
2017-11-17Paper
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
Mathematical Programming. Series A. Series B
2017-11-17Paper
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems
Mathematical Programming. Series A. Series B
2017-11-17Paper
Synchronization of Coupled Oscillators is a Game
IEEE Transactions on Automatic Control
2017-09-08Paper
Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
IEEE Transactions on Automatic Control
2017-09-08Paper
Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints
IEEE Transactions on Automatic Control
2017-08-25Paper
Nonlinear Stabilization via Control Lyapunov Measure
IEEE Transactions on Automatic Control
2017-08-25Paper
An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games
IEEE Transactions on Automatic Control
2017-05-16Paper
Learning in Mean-Field Games
IEEE Transactions on Automatic Control
2017-05-16Paper
Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games
IEEE Transactions on Automatic Control
2017-05-03Paper
The weighted set covering game: a vaccine pricing model for pediatric immunization
INFORMS Journal on Computing
2017-03-01Paper
On the solution of stochastic optimization and variational problems in imperfect information regimes
SIAM Journal on Optimization
2016-11-15Paper
Distributed algorithms for aggregative games on graphs
Operations Research
2016-10-31Paper
On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
(available as arXiv preprint)
2016-10-26Paper
On robust solutions to uncertain linear complementarity problems and their variants
SIAM Journal on Optimization
2016-10-25Paper
On the analysis of inexact augmented Lagrangian schemes for misspecified conic convex programs
(available as arXiv preprint)
2016-08-05Paper
On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints2015-10-02Paper
Distributed Stochastic Optimization under Imperfect Information2015-09-13Paper
On the efficiency of equilibria in mean-field oscillator games
Dynamic Games and Applications
2015-02-03Paper
A shared-constraint approach to multi-leader multi-follower games
Set-Valued and Variational Analysis
2014-11-26Paper
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions
Optimization Methods & Software
2014-10-29Paper
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems2014-03-21Paper
On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method
Mathematical Programming. Series A. Series B
2014-02-03Paper
Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
Optimization Methods & Software
2013-12-19Paper
Distributed computation of equilibria in monotone Nash games via iterative regularization techniques
SIAM Journal on Optimization
2013-04-09Paper
A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games2013-03-18Paper
Distributed adaptive steplength stochastic approximation schemes for Cartesian stochastic variational inequality problems2013-01-08Paper
Revisiting generalized Nash games and variational inequalities
Journal of Optimization Theory and Applications
2012-11-26Paper
On stochastic gradient and subgradient methods with adaptive steplength sequences
Automatica
2012-08-24Paper
On the variational equilibrium as a refinement of the generalized Nash equilibrium
Automatica
2012-08-24Paper
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
Computational Optimization and Applications
2012-07-10Paper
A Complementarity Framework for Forward Contracting Under Uncertainty
Operations Research
2012-03-26Paper
Multiuser optimization: distributed algorithms and error analysis
SIAM Journal on Optimization
2012-01-09Paper
On the characterization of solution sets of smooth and nonsmooth convex stochastic Nash games
SIAM Journal on Optimization
2012-01-09Paper
scientific article; zbMATH DE number 5066625 (Why is no real title available?)2006-10-24Paper
A local relaxation approach for the siting of electrical substations
Computational Optimization and Applications
2006-09-28Paper
Zeroth-Order Federated Methods for Stochastic MPECs and Nondifferentiable Nonconvex Hierarchical Optimization
(available as arXiv preprint)
N/APaper
Distributed Gradient Tracking Methods with Guarantees for Computing a Solution to Stochastic MPECs
(available as arXiv preprint)
N/APaper
Zeroth-order Gradient and Quasi-Newton Methods for Nonsmooth Nonconvex Stochastic Optimization
(available as arXiv preprint)
N/APaper


Research outcomes over time


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