Uday V. Shanbhag

ORCID

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 49

Top Venues

CDC

IEEE Trans. Autom. Control.

WSC

Math. Program.

Publications

Linyun He, Uday V. Shanbhag, Eunhye Song
Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data. ACM Trans. Model. Comput. Simul. 34 (2) (2024)
Russell R. Barton, Marvin K. Nakayama, Uday V. Shanbhag, Eunhye Song
Introduction to the Special Issue for INFORMS Simulation Society (I-Sim) Workshop, 2021. ACM Trans. Model. Comput. Simul. 34 (2) (2024)
Peixuan Zhang, Uday V. Shanbhag, Constantino M. Lagoa, Ibrahim E. Bardakci
Global Resolution of Chance-Constrained Optimization Problems: Minkowski Functionals and Monotone Inclusions. CDC (2023)
Shisheng Cui, Uday V. Shanbhag
On the computation of equilibria in monotone and potential stochastic hierarchical games. Math. Program. 198 (2) (2023)
Yuyang Qiu, Uday V. Shanbhag, Farzad Yousefian
Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization. NeurIPS (2023)
I. E. Bardakci, Afrooz Jalilzadeh, Constantino M. Lagoa, Uday V. Shanbhag
Probability maximization via Minkowski functionals: convex representations and tractable resolution. Math. Program. 199 (1) (2023)
Shisheng Cui, Uday V. Shanbhag
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations. IEEE Trans. Autom. Control. 68 (11) (2023)
Shisheng Cui, Uday V. Shanbhag, Farzad Yousefian
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs. Math. Program. 198 (2) (2023)
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl
A regularized variance-reduced modified extragradient method for stochastic hierarchical games. CoRR (2023)
Necdet Serhat Aybat, Hesam Ahmadi, Uday V. Shanbhag
On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs. IEEE Trans. Autom. Control. 67 (8) (2022)
Afrooz Jalilzadeh, Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization. Math. Oper. Res. 47 (1) (2022)
Jinlong Lei, Uday V. Shanbhag
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems. SIAM J. Optim. 32 (2) (2022)
Jinlong Lei, Uday V. Shanbhag
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes. Optim. Methods Softw. 37 (1) (2022)
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl, Phan Tu Vuong
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces. Comput. Optim. Appl. 83 (2) (2022)
Shisheng Cui, Barbara Franci, Sergio Grammatico, Uday V. Shanbhag, Mathias Staudigl
A relaxed-inertial forward-backward-forward algorithm for stochastic generalized Nash equilibrium seeking. CDC (2021)
Yue Xie, Uday V. Shanbhag
Tractable ADMM schemes for computing KKT points and local minimizers for $$\ell _0$$ ℓ 0 -minimization problems. Comput. Optim. Appl. 78 (1) (2021)
Shisheng Cui, Barbara Franci, Sergio Grammatico, Uday V. Shanbhag, Mathias Staudigl
A relaxed-inertial forward-backward-forward algorithm for Stochastic Generalized Nash equilibrium seeking. CoRR (2021)
Shijie Huang, Jinlong Lei, Yiguang Hong, Uday V. Shanbhag
No-Regret Distributed Learning in Two-Network Zero-Sum Games. CDC (2021)
Shisheng Cui, Uday V. Shanbhag
Variance-Reduced Proximal and Splitting Schemes for Monotone Stochastic Generalized Equations. CoRR (2020)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis. SIAM J. Optim. 30 (2) (2020)
Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games. Math. Oper. Res. 45 (1) (2020)
Yue Xie, Uday V. Shanbhag
SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs. IEEE Trans. Autom. Control. 65 (6) (2020)
Hesam Ahmadi, Uday V. Shanbhag
On the resolution of misspecified convex optimization and monotone variational inequality problems. Comput. Optim. Appl. 77 (1) (2020)
Jinlong Lei, Uday V. Shanbhag, Jie Chen
Distributed Computation of Nash Equilibria for Monotone Aggregative Games via Iterative Regularization. CDC (2020)
Jinlong Lei, Uday V. Shanbhag
Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization. Oper. Res. 68 (6) (2020)
Afrooz Jalilzadeh, Uday V. Shanbhag
Smoothed First-order Algorithms for Expectation-valued Constrained Problems. CISS (2019)
Eunhye Song, Uday V. Shanbhag
Stochastic Approximation for simulation Optimization under Input Uncertainty with Streaming Data. WSC (2019)
Aswin Kannan, Uday V. Shanbhag
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants. Comput. Optim. Appl. 74 (3) (2019)
Afrooz Jalilzadeh, Uday V. Shanbhag
A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems. WSC (2019)
Jinlong Lei, Uday V. Shanbhag
Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes. CDC (2018)
I. E. Bardakci, Constantino Lagoa, Uday V. Shanbhag
Probability Maximization with Random Linear Inequalities: Alternative Formulations and Stochastic Approximation Schemes. ACC (2018)
Afrooz Jalilzadeh, Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization. CDC (2018)
Hao Jiang, Uday V. Shanbhag, Sean P. Meyn
Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games. IEEE Trans. Autom. Control. 63 (2) (2018)
Jinlong Lei, Uday V. Shanbhag
A randomized inexact proximal best-response scheme for potential stochastic nash games. CDC (2017)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems. Math. Program. 165 (1) (2017)
Jong-Shi Pang, Suvrajeet Sen, Uday V. Shanbhag
Two-stage non-cooperative games with risk-averse players. Math. Program. 165 (1) (2017)
Uma Ravat, Uday V. Shanbhag
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems. Math. Program. 165 (1) (2017)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems. WSC (2017)
George Kesidis, Uday V. Shanbhag, Neda Nasiriani, Bhuvan Urgaonkar
Competition and Peak-Demand Pricing in Clouds Under Tenants' Demand Response. MASCOTS (2017)
Afrooz Jalilzadeh, Uday V. Shanbhag
eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs. WSC (2016)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games. IEEE Trans. Autom. Control. 61 (7) (2016)
Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis. CDC (2016)
Yue Xie, Uday V. Shanbhag
On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants. SIAM J. Optim. 26 (4) (2016)
Yue Xie, Uday V. Shanbhag
SI-ADMM: A stochastic inexact ADMM framework for resolving structured stochastic convex programs. WSC (2016)
Hesam Ahmadi, Necdet Serhat Aybat, Uday V. Shanbhag
On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints. ACC (2016)
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
Distributed Algorithms for Aggregative Games on Graphs. Oper. Res. 64 (3) (2016)
Shisheng Cui, Uday V. Shanbhag
On the analysis of reflected gradient and splitting methods for monotone stochastic variational inequality problems. CDC (2016)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
Stochastic quasi-Newton methods for non-strongly convex problems: Convergence and rate analysis. CDC (2016)
Hao Jiang, Uday V. Shanbhag
On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes. SIAM J. Optim. 26 (4) (2016)
Uday V. Shanbhag, Jose H. Blanchet
Budget-constrained stochastic approximation. WSC (2015)
Hao Jiang, Uday V. Shanbhag
Data-driven schemes for resolving misspecified MDPs: asymptotics and error analysis. WSC (2015)
Aswin Kannan, Angelia Nedic, Uday V. Shanbhag
Distributed stochastic optimization under imperfect information. CDC (2015)
Ankur A. Kulkarni, Uday V. Shanbhag
An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games. IEEE Trans. Autom. Control. 60 (12) (2015)
Yue Xie, Uday V. Shanbhag
On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants. CDC (2014)
Hesam Ahmadi, Uday V. Shanbhag
Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates. CDC (2014)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
On the Efficiency of Equilibria in Mean-Field Oscillator Games. Dyn. Games Appl. 4 (2) (2014)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems. CDC (2014)
Matthew J. Robbins, Sheldon H. Jacobson, Uday V. Shanbhag, Banafsheh Behzad
The Weighted Set Covering Game: A Vaccine Pricing Model for Pediatric Immunization. INFORMS J. Comput. 26 (1) (2014)
Cheng Wang, Bhuvan Urgaonkar, George Kesidis, Uday V. Shanbhag, Qian Wang
A Case for Virtualizing the Electric Utility in Cloud Data Centers. HotCloud (2014)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
Learning in Mean-Field Games. IEEE Trans. Autom. Control. 59 (3) (2014)
Uma Ravat, Uday V. Shanbhag, Richard B. Sowers
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions. Optim. Methods Softw. 29 (4) (2014)
Aswin Kannan, Uday V. Shanbhag
The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes. ACC (2014)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems. WSC (2013)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games. ACC (2013)
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems. IEEE Trans. Autom. Control. 58 (3) (2013)
Bhuvan Urgaonkar, George Kesidis, Uday V. Shanbhag, Cheng Wang
Pricing of service in clouds: optimal response and strategic interactions. SIGMETRICS Perform. Evaluation Rev. 41 (3) (2013)
Dane A. Schiro, Jong-Shi Pang, Uday V. Shanbhag
On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method. Math. Program. 142 (1-2) (2013)
Aswin Kannan, Uday V. Shanbhag, Harrison M. Kim
Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis. Optim. Methods Softw. 28 (5) (2013)
Hao Jiang, Uday V. Shanbhag
On the solution of stochastic optimization problems in imperfect information regimes. WSC (2013)
Ankur A. Kulkarni, Uday V. Shanbhag
On the consistency of leaders' conjectures in hierarchical games. CDC (2013)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
Synchronization of Coupled Oscillators is a Game. IEEE Trans. Autom. Control. 57 (4) (2012)
Ankur A. Kulkarni, Uday V. Shanbhag
Revisiting Generalized Nash Games and Variational Inequalities. J. Optim. Theory Appl. 154 (1) (2012)
Hao Jiang, Uday V. Shanbhag
On the convergence of joint schemes for online computation and supervised learning. CDC (2012)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
On stochastic gradient and subgradient methods with adaptive steplength sequences. Autom. 48 (1) (2012)
Ankur A. Kulkarni, Uday V. Shanbhag
On the variational equilibrium as a refinement of the generalized Nash equilibrium. Autom. 48 (1) (2012)
Gui Wang, Uday V. Shanbhag, Sean P. Meyn
On Nash equilibria in duopolistic power markets subject to make-whole uplift. CDC (2012)
Gui Wang, Matias Negrete-Pincetic, Anupama Kowli, Ehsan Shafieepoorfard, Sean P. Meyn, Uday V. Shanbhag
Real-time prices in an entropic grid. ISGT (2012)
Ankur A. Kulkarni, Uday V. Shanbhag
Global Equilibria of Multi-leader Multi-follower Games with Shared Constraints CoRR (2012)
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
A gossip algorithm for aggregative games on graphs. CDC (2012)
Ankur A. Kulkarni, Uday V. Shanbhag
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms. Comput. Optim. Appl. 51 (1) (2012)
Aswin Kannan, Uday V. Shanbhag
Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques. SIAM J. Optim. 22 (4) (2012)
Michael Roytman, Uday V. Shanbhag, Judith B. Cardell, C. Lindsay Anderson
Packaging Energy and Reserves Bids through Risk Penalties for Enhanced Reliability in Co-optimized Markets. HICSS (2012)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities. WSC (2011)
Uma Ravat, Uday V. Shanbhag
On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games. SIAM J. Optim. 21 (3) (2011)
Hao Jiang, Uday V. Shanbhag, Sean P. Meyn
Learning equilibria in constrained Nash-Cournot games with misspecified demand functions. CDC/ECC (2011)
Uday V. Shanbhag, Gerd Infanger, Peter W. Glynn
A Complementarity Framework for Forward Contracting Under Uncertainty. Oper. Res. 59 (4) (2011)
Huibing Yin, Uday V. Shanbhag, Prashant G. Mehta
Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints. IEEE Trans. Autom. Control. 56 (7) (2011)
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
Multiuser Optimization: Distributed Algorithms and Error Analysis. SIAM J. Optim. 21 (3) (2011)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
On the efficiency of equilibria in mean-field oscillator games. ACC (2011)
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
Single timescale stochastic approximation for stochastic Nash games in cognitive radio systems. DSP (2011)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
Bifurcation analysis of a heterogeneous mean-field oscillator game model. CDC/ECC (2011)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
On Stochastic Gradient and Subgradient Methods with Adaptive Steplength Sequences CoRR (2011)
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
Convex nondifferentiable stochastic optimization: A local randomized smoothing technique. ACC (2010)
Uma Ravat, Uday V. Shanbhag
On the characterization of solution sets of smooth and nonsmooth stochastic Nash games. ACC (2010)
Aswin Kannan, Uday V. Shanbhag
Distributed iterative regularization algorithms for monotone Nash games. CDC (2010)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
Learning in mean-field oscillator games. CDC (2010)
Umesh Vaidya, Prashant G. Mehta, Uday V. Shanbhag
Nonlinear Stabilization via Control Lyapunov Measure. IEEE Trans. Autom. Control. 55 (6) (2010)
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty. CDC (2010)
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday V. Shanbhag
Synchronization of coupled oscillators is a game. ACC (2010)
Huibing Yin, Uday V. Shanbhag, Prashant G. Mehta
Nash equilibrium problems with congestion costs and shared constraints. CDC (2009)

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Publication Activity (10 Years)

Top Topics

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Uday V. Shanbhag