Uday V. Shanbhag

116 papers A* 1B 1C 10Misc 13Journal 59Unranked 32
YearRankTypeTitle / Venue / Authors
2026 J jnl
Zeroth-Order Gradient and Quasi-Newton Methods for Nonsmooth Nonconvex Stochastic Optimization.
SIAM J. Optim.
Luke Marrinan, Uday V. Shanbhag, Farzad Yousefian
2025 J jnl
A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games.
J. Optim. Theory Appl.
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl
2025 J jnl
A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Constraints.
J. Sci. Comput.
Peixuan Zhang, Uday V. Shanbhag, Ethan X. Fang
2025 — conf
Computing Quasi-Nash Equilibria via Gradient-Response Schemes.
L4DC
Zhuoyu Xiao, Uday V. Shanbhag
2025 J jnl
Data-Driven Compositional Optimization in Misspecified Regimes.
Oper. Res.
Shuoguang Yang, Ethan X. Fang, Uday V. Shanbhag
2025 J jnl
Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements.
Math. Oper. Res.
Jinlong Lei, Uday V. Shanbhag
2024 Misc conf
A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Stochastic Constraints.
WSC
Peixuan Zhang, Uday V. Shanbhag
2024 C conf
Distributed Gradient Tracking Methods with Guarantees for Computing a Solution to Stochastic MPECs.
ACC
Mohammadjavad Ebrahimi, Uday V. Shanbhag, Farzad Yousefian
2024 Misc conf
Improving Dimension Dependence in Complexity Guarantees for Zeroth-Order Methods via Exponentially-Shifted Gaussian Smoothing.
WSC
Mingrui Wang, Prakash Chakraborty, Uday V. Shanbhag
2024 J jnl
Introduction to the Special Issue for INFORMS Simulation Society (I-Sim) Workshop, 2021.
ACM Trans. Model. Comput. Simul.
Russell R. Barton, Marvin K. Nakayama, Uday V. Shanbhag, Eunhye Song
2024 J jnl
No-Regret Distributed Learning in Subnetwork Zero-Sum Games.
IEEE Trans. Autom. Control.
Shijie Huang, Jinlong Lei, Yiguang Hong, Uday V. Shanbhag, Jie Chen
2024 J jnl
Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data.
ACM Trans. Model. Comput. Simul.
Linyun He, Uday V. Shanbhag, Eunhye Song
2023 J jnl
A regularized variance-reduced modified extragradient method for stochastic hierarchical games.
CoRR
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl
2023 J jnl
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs.
Math. Program.
Shisheng Cui, Uday V. Shanbhag, Farzad Yousefian
2023 — conf
Global Resolution of Chance-Constrained Optimization Problems: Minkowski Functionals and Monotone Inclusions.
CDC
Peixuan Zhang, Uday V. Shanbhag, Constantino M. Lagoa, Ibrahim E. Bardakci
2023 J jnl
On the computation of equilibria in monotone and potential stochastic hierarchical games.
Math. Program.
Shisheng Cui, Uday V. Shanbhag
2023 J jnl
Probability maximization via Minkowski functionals: convex representations and tractable resolution.
Math. Program.
I. E. Bardakci, Afrooz Jalilzadeh, Constantino M. Lagoa, Uday V. Shanbhag
2023 J jnl
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations.
IEEE Trans. Autom. Control.
Shisheng Cui, Uday V. Shanbhag
2023 A* conf
Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization.
NeurIPS
Yuyang Qiu, Uday V. Shanbhag, Farzad Yousefian
2022 J jnl
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization.
Math. Oper. Res.
Afrooz Jalilzadeh, Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian
2022 J jnl
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes.
Optim. Methods Softw.
Jinlong Lei, Uday V. Shanbhag
2022 J jnl
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems.
SIAM J. Optim.
Jinlong Lei, Uday V. Shanbhag
2022 J jnl
On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs.
IEEE Trans. Autom. Control.
Necdet Serhat Aybat, Hesam Ahmadi, Uday V. Shanbhag
2022 J jnl
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces.
Comput. Optim. Appl.
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl, Phan Tu Vuong
2021 J jnl
A relaxed-inertial forward-backward-forward algorithm for Stochastic Generalized Nash equilibrium seeking.
CoRR
Shisheng Cui, Barbara Franci, Sergio Grammatico, Uday V. Shanbhag, Mathias Staudigl
2021 — conf
A relaxed-inertial forward-backward-forward algorithm for stochastic generalized Nash equilibrium seeking.
CDC
Shisheng Cui, Barbara Franci, Sergio Grammatico, Uday V. Shanbhag, Mathias Staudigl
2021 — conf
No-Regret Distributed Learning in Two-Network Zero-Sum Games.
CDC
Shijie Huang, Jinlong Lei, Yiguang Hong, Uday V. Shanbhag
2021 J jnl
Tractable ADMM schemes for computing KKT points and local minimizers for $$\ell _0$$ ℓ 0 -minimization problems.
Comput. Optim. Appl.
Yue Xie, Uday V. Shanbhag
2020 J jnl
Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization.
Oper. Res.
Jinlong Lei, Uday V. Shanbhag
2020 — conf
Distributed Computation of Nash Equilibria for Monotone Aggregative Games via Iterative Regularization.
CDC
Jinlong Lei, Uday V. Shanbhag, Jie Chen
2020 J jnl
On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis.
SIAM J. Optim.
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2020 J jnl
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games.
Math. Oper. Res.
Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
2020 J jnl
On the resolution of misspecified convex optimization and monotone variational inequality problems.
Comput. Optim. Appl.
Hesam Ahmadi, Uday V. Shanbhag
2020 J jnl
SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs.
IEEE Trans. Autom. Control.
Yue Xie, Uday V. Shanbhag
2020 J jnl
Variance-Reduced Proximal and Splitting Schemes for Monotone Stochastic Generalized Equations.
CoRR
Shisheng Cui, Uday V. Shanbhag
2019 Misc conf
A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems.
WSC
Afrooz Jalilzadeh, Uday V. Shanbhag
2019 J jnl
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants.
Comput. Optim. Appl.
Aswin Kannan, Uday V. Shanbhag
2019 Misc conf
Smoothed First-order Algorithms for Expectation-valued Constrained Problems.
CISS
Afrooz Jalilzadeh, Uday V. Shanbhag
2019 Misc conf
Stochastic Approximation for simulation Optimization under Input Uncertainty with Streaming Data.
WSC
Eunhye Song, Uday V. Shanbhag
2018 — conf
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization.
CDC
Afrooz Jalilzadeh, Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian
2018 J jnl
Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games.
IEEE Trans. Autom. Control.
Hao Jiang, Uday V. Shanbhag, Sean P. Meyn
2018 — conf
Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes.
CDC
Jinlong Lei, Uday V. Shanbhag
2018 C conf
Probability Maximization with Random Linear Inequalities: Alternative Formulations and Stochastic Approximation Schemes.
ACC
I. E. Bardakci, Constantino Lagoa, Uday V. Shanbhag
2017 — conf
A randomized inexact proximal best-response scheme for potential stochastic nash games.
CDC
Jinlong Lei, Uday V. Shanbhag
2017 Misc conf
A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems.
WSC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2017 B conf
Competition and Peak-Demand Pricing in Clouds Under Tenants' Demand Response.
MASCOTS
George Kesidis, Uday V. Shanbhag, Neda Nasiriani, Bhuvan Urgaonkar
2017 J jnl
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems.
Math. Program.
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2017 J jnl
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems.
Math. Program.
Uma Ravat, Uday V. Shanbhag
2017 J jnl
Two-stage non-cooperative games with risk-averse players.
Math. Program.
Jong-Shi Pang, Suvrajeet Sen, Uday V. Shanbhag
2016 J jnl
Distributed Algorithms for Aggregative Games on Graphs.
Oper. Res.
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2016 — conf
Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis.
CDC
Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
2016 J jnl
On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants.
SIAM J. Optim.
Yue Xie, Uday V. Shanbhag
2016 J jnl
On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes.
SIAM J. Optim.
Hao Jiang, Uday V. Shanbhag
2016 — conf
On the analysis of reflected gradient and splitting methods for monotone stochastic variational inequality problems.
CDC
Shisheng Cui, Uday V. Shanbhag
2016 C conf
On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints.
ACC
Hesam Ahmadi, Necdet Serhat Aybat, Uday V. Shanbhag
2016 Misc conf
SI-ADMM: A stochastic inexact ADMM framework for resolving structured stochastic convex programs.
WSC
Yue Xie, Uday V. Shanbhag
2016 J jnl
Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games.
IEEE Trans. Autom. Control.
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2016 — conf
Stochastic quasi-Newton methods for non-strongly convex problems: Convergence and rate analysis.
CDC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2016 Misc conf
eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs.
WSC
Afrooz Jalilzadeh, Uday V. Shanbhag
2015 J jnl
An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games.
IEEE Trans. Autom. Control.
Ankur A. Kulkarni, Uday V. Shanbhag
2015 Misc conf
Budget-constrained stochastic approximation.
WSC
Uday V. Shanbhag, Jose H. Blanchet
2015 Misc conf
Data-driven schemes for resolving misspecified MDPs: asymptotics and error analysis.
WSC
Hao Jiang, Uday V. Shanbhag
2015 — conf
Distributed stochastic optimization under imperfect information.
CDC
Aswin Kannan, Angelia Nedic, Uday V. Shanbhag
2014 — conf
A Case for Virtualizing the Electric Utility in Cloud Data Centers.
HotCloud
Cheng Wang, Bhuvan Urgaonkar, George Kesidis, Uday V. Shanbhag, Qian Wang
2014 — conf
Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates.
CDC
Hesam Ahmadi, Uday V. Shanbhag
2014 J jnl
Learning in Mean-Field Games.
IEEE Trans. Autom. Control.
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2014 — conf
On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants.
CDC
Yue Xie, Uday V. Shanbhag
2014 J jnl
On the Efficiency of Equilibria in Mean-Field Oscillator Games.
Dyn. Games Appl.
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2014 J jnl
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions.
Optim. Methods Softw.
Uma Ravat, Uday V. Shanbhag, Richard B. Sowers
2014 — conf
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems.
CDC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2014 J jnl
The Weighted Set Covering Game: A Vaccine Pricing Model for Pediatric Immunization.
INFORMS J. Comput.
Matthew J. Robbins, Sheldon H. Jacobson, Uday V. Shanbhag, Banafsheh Behzad
2014 C conf
The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes.
ACC
Aswin Kannan, Uday V. Shanbhag
2013 C conf
A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games.
ACC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2013 Misc conf
A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems.
WSC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2013 J jnl
Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis.
Optim. Methods Softw.
Aswin Kannan, Uday V. Shanbhag, Harrison M. Kim
2013 — conf
On the consistency of leaders' conjectures in hierarchical games.
CDC
Ankur A. Kulkarni, Uday V. Shanbhag
2013 J jnl
On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method.
Math. Program.
Dane A. Schiro, Jong-Shi Pang, Uday V. Shanbhag
2013 Misc conf
On the solution of stochastic optimization problems in imperfect information regimes.
WSC
Hao Jiang, Uday V. Shanbhag
2013 J jnl
Pricing of service in clouds: optimal response and strategic interactions.
SIGMETRICS Perform. Evaluation Rev.
Bhuvan Urgaonkar, George Kesidis, Uday V. Shanbhag, Cheng Wang
2013 J jnl
Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems.
IEEE Trans. Autom. Control.
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2012 — conf
A gossip algorithm for aggregative games on graphs.
CDC
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2012 J jnl
Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques.
SIAM J. Optim.
Aswin Kannan, Uday V. Shanbhag
2012 J jnl
Global Equilibria of Multi-leader Multi-follower Games with Shared Constraints
CoRR
Ankur A. Kulkarni, Uday V. Shanbhag
2012 — conf
On Nash equilibria in duopolistic power markets subject to make-whole uplift.
CDC
Gui Wang, Uday V. Shanbhag, Sean P. Meyn
2012 J jnl
On stochastic gradient and subgradient methods with adaptive steplength sequences.
Autom.
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2012 — conf
On the convergence of joint schemes for online computation and supervised learning.
CDC
Hao Jiang, Uday V. Shanbhag
2012 J jnl
On the variational equilibrium as a refinement of the generalized Nash equilibrium.
Autom.
Ankur A. Kulkarni, Uday V. Shanbhag
2012 — conf
Packaging Energy and Reserves Bids through Risk Penalties for Enhanced Reliability in Co-optimized Markets.
HICSS
Michael Roytman, Uday V. Shanbhag, Judith B. Cardell, C. Lindsay Anderson
2012 — conf
Real-time prices in an entropic grid.
ISGT
Gui Wang, Matias Negrete-Pincetic, Anupama Kowli, Ehsan Shafieepoorfard, Sean P. Meyn, Uday V. Shanbhag
2012 J jnl
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms.
Comput. Optim. Appl.
Ankur A. Kulkarni, Uday V. Shanbhag
2012 J jnl
Revisiting Generalized Nash Games and Variational Inequalities.
J. Optim. Theory Appl.
Ankur A. Kulkarni, Uday V. Shanbhag
2012 J jnl
Synchronization of Coupled Oscillators is a Game.
IEEE Trans. Autom. Control.
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2011 J jnl
A Complementarity Framework for Forward Contracting Under Uncertainty.
Oper. Res.
Uday V. Shanbhag, Gerd Infanger, Peter W. Glynn
2011 Misc conf
A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities.
WSC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2011 — conf
Bifurcation analysis of a heterogeneous mean-field oscillator game model.
CDC/ECC
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2011 — conf
Learning equilibria in constrained Nash-Cournot games with misspecified demand functions.
CDC/ECC
Hao Jiang, Uday V. Shanbhag, Sean P. Meyn
2011 J jnl
Multiuser Optimization: Distributed Algorithms and Error Analysis.
SIAM J. Optim.
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2011 J jnl
Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints.
IEEE Trans. Autom. Control.
Huibing Yin, Uday V. Shanbhag, Prashant G. Mehta
2011 J jnl
On Stochastic Gradient and Subgradient Methods with Adaptive Steplength Sequences
CoRR
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2011 J jnl
On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games.
SIAM J. Optim.
Uma Ravat, Uday V. Shanbhag
2011 C conf
On the efficiency of equilibria in mean-field oscillator games.
ACC
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2011 — conf
Single timescale stochastic approximation for stochastic Nash games in cognitive radio systems.
DSP
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2010 C conf
Convex nondifferentiable stochastic optimization: A local randomized smoothing technique.
ACC
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
2010 — conf
Distributed iterative regularization algorithms for monotone Nash games.
CDC
Aswin Kannan, Uday V. Shanbhag
2010 — conf
Learning in mean-field oscillator games.
CDC
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2010 J jnl
Nonlinear Stabilization via Control Lyapunov Measure.
IEEE Trans. Autom. Control.
Umesh Vaidya, Prashant G. Mehta, Uday V. Shanbhag
2010 C conf
On the characterization of solution sets of smooth and nonsmooth stochastic Nash games.
ACC
Uma Ravat, Uday V. Shanbhag
2010 — conf
Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty.
CDC
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2010 C conf
Synchronization of coupled oscillators is a game.
ACC
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
2009 C conf
Bifurcation analysis of a thalamic relay neuron model.
ACC
Huibing Yin, Charles L. Cox, Prashant G. Mehta, Uday V. Shanbhag
2009 — conf
Distributed multiuser optimization: Algorithms and error analysis.
CDC
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
2009 — conf
Nash equilibrium problems with congestion costs and shared constraints.
CDC
Huibing Yin, Uday V. Shanbhag, Prashant G. Mehta
2009 — conf
New insights on generalized Nash games with shared constraints: Constrained and variational equilibria.
CDC
Ankur A. Kulkarni, Uday V. Shanbhag
2007 J jnl
A local relaxation approach for the siting of electrical substation.
Comput. Optim. Appl.
Walter Murray, Uday V. Shanbhag
2007 — conf
Nonlinear stabilization via control-Lyapunov measure.
CDC
Umesh Vaidya, Prashant G. Mehta, Uday V. Shanbhag
2006 J jnl
A Local Relaxation Approach for the Siting of Electrical Substations.
Comput. Optim. Appl.
Walter Murray, Uday V. Shanbhag