Uday V. Shanbhag

发表

On the variational equilibrium as a refinement of the generalized Nash equilibrium

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2012, Autom..

An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2013, IEEE Transactions on Automatic Control.

A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2013, 2013 Winter Simulations Conference (WSC).

Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis

Jong-Shi Pang, Uday V. Shanbhag, Suvrajeet Sen, 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

Real-time prices in an entropic grid

Sean P. Meyn, Uday V. Shanbhag, Matias Negrete-Pincetic, 2012, 2012 IEEE PES Innovative Smart Grid Technologies (ISGT).

An extreme-point global optimization technique for convex hull pricing

Sean P. Meyn, Sean Meyn, Uday V. Shanbhag, 2011, 2011 IEEE Power and Energy Society General Meeting.

A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Bifurcation analysis of a thalamic relay neuron model

Prashant G. Mehta, Uday V. Shanbhag, Huibing Yin, 2009, 2009 American Control Conference.

Multiuser Optimization: Distributed Algorithms and Error Analysis

Angelia Nedic, Uday V. Shanbhag, Jayash Koshal, 2011, SIAM J. Optim..

Distributed multiuser optimization: Algorithms and error analysis

Angelia Nedic, Uday V. Shanbhag, Jayash Koshal, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

Data-driven schemes for resolving misspecified MDPs: Asymptotics and error analysis

Hao Jiang, Uday V. Shanbhag, Hao Jiang, 2015, 2015 Winter Simulation Conference (WSC).

Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates

Uday V. Shanbhag, Hesam Ahmadi, U. Shanbhag, 2014, 53rd IEEE Conference on Decision and Control.

On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2017, Math. Program..

Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization

Uday V. Shanbhag, Jinlong Lei, U. Shanbhag, 2017, Oper. Res..

Packaging Energy and Reserves Bids through Risk Penalties for Enhanced Reliability in Co-optimized Markets

C. Lindsay Anderson, Uday V. Shanbhag, Judith B. Cardell, 2012, 2012 45th Hawaii International Conference on System Sciences.

A gossip algorithm for aggregative games on graphs

Angelia Nedic, Uday V. Shanbhag, Jayash Koshal, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

On the existence of solutions to stochastic quasi-variational inequality and complementarity problems

Uday V. Shanbhag, Uma Ravat, 2017, Math. Program..

Distributed Algorithms for Aggregative Games on Graphs

Angelia Nedic, Uday V. Shanbhag, Jayash Koshal, 2016, Oper. Res..

Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

Angelia Nedic, Uday V. Shanbhag, Jayash Koshal, 2013, IEEE Transactions on Automatic Control.

On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions

Uday V. Shanbhag, Richard B. Sowers, Uma Ravat, 2014, Optim. Methods Softw..

New insights on generalized Nash games with shared constraints: Constrained and variational equilibria

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

On Nash equilibria in duopolistic power markets subject to make-whole uplift

Sean P. Meyn, Uday V. Shanbhag, Gui Wang, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

On the consistency of leaders' conjectures in hierarchical games

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2013, 52nd IEEE Conference on Decision and Control.

Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis

Uday V. Shanbhag, Aswin Kannan, Harrison M. Kim, 2013, Optim. Methods Softw..

A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems

Uday V. Shanbhag, Afrooz Jalilzadeh, U. Shanbhag, 2019, 2019 Winter Simulation Conference (WSC).

Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants

Uday V. Shanbhag, Aswin Kannan, U. Shanbhag, 2014, Computational Optimization and Applications.

On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games

Uday V. Shanbhag, Uma Ravat, U. Shanbhag, 2011, SIAM J. Optim..

A Shared-Constraint Approach to Multi-Leader Multi-Follower Games

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2012, 1206.2968.

A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2018, 2018 IEEE Conference on Decision and Control (CDC).

On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes

Hao Jiang, Uday V. Shanbhag, 2016, SIAM J. Optim..

Bifurcation analysis of a heterogeneous mean-field oscillator game model

Sean P. Meyn, Prashant G. Mehta, Uday V. Shanbhag, 2011, IEEE Conference on Decision and Control and European Control Conference.

On the convergence of joint schemes for online computation and supervised learning

Hao Jiang, Uday V. Shanbhag, Hao Jiang, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs

Uday V. Shanbhag, Afrooz Jalilzadeh, U. Shanbhag, 2016, 2016 Winter Simulation Conference (WSC).

Nonlinear Stabilization via Control Lyapunov Measure

Prashant G. Mehta, Umesh Vaidya, Uday V. Shanbhag, 2010, IEEE Transactions on Automatic Control.

Budget-constrained stochastic approximation

Uday V. Shanbhag, Jose H. Blanchet, J. Blanchet, 2015, 2015 Winter Simulation Conference (WSC).

On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke’s method

Jong-Shi Pang, Uday V. Shanbhag, Dane A. Schiro, 2013, Math. Program..

Smoothed First-order Algorithms for Expectation-valued Constrained Problems

Uday V. Shanbhag, Afrooz Jalilzadeh, 2019, 2019 53rd Annual Conference on Information Sciences and Systems (CISS).

Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2012, Comput. Optim. Appl..

SI-ADMM: A stochastic inexact ADMM framework for resolving structured stochastic convex programs

Yue Xie, Uday V. Shanbhag, U. Shanbhag, 2016, 2016 Winter Simulation Conference (WSC).

Revisiting Generalized Nash Games and Variational Inequalities

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2012, J. Optim. Theory Appl..

On the Efficiency of Equilibria in Mean-Field Oscillator Games

Sean P. Meyn, Prashant G. Mehta, Uday V. Shanbhag, 2011, Proceedings of the 2011 American Control Conference.

On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants

Yue Xie, Uday V. Shanbhag, U. Shanbhag, 2015, SIAM J. Optim..

A Complementarity Framework for Forward Contracting Under Uncertainty

Peter W. Glynn, Gerd Infanger, Uday V. Shanbhag, 2011, Oper. Res..

Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques

Uday V. Shanbhag, Aswin Kannan, U. Shanbhag, 2012, SIAM J. Optim..

A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2017, 2017 Winter Simulation Conference (WSC).

Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2014, 53rd IEEE Conference on Decision and Control.

On the analysis of reflected gradient and splitting methods for monotone stochastic variational inequality problems

Uday V. Shanbhag, Shisheng Cui, U. Shanbhag, 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

Tractable ADMM schemes for computing KKT points and local minimizers for ℓ0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{docume

Uday V. Shanbhag, Yue Xie, U. Shanbhag, 2017, Computational Optimization and Applications.

Learning equilibria in constrained Nash-Cournot games with misspecified demand functions

Hao Jiang, Sean P. Meyn, Uday V. Shanbhag, 2011, IEEE Conference on Decision and Control and European Control Conference.

Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes

Uday V. Shanbhag, Jinlong Lei, U. Shanbhag, 2018, 2018 IEEE Conference on Decision and Control (CDC).

Distributed stochastic optimization under imperfect information

Angelia Nedic, Uday V. Shanbhag, Aswin Kannan, 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

Competition and Peak-Demand Pricing in Clouds Under Tenants’ Demand Response

George Kesidis, Uday V. Shanbhag, Bhuvan Urgaonkar, 2017, 2017 IEEE 25th International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunication Systems (MASCOTS).

Nonlinear stabilization via control-Lyapunov measure

Prashant G. Mehta, Umesh Vaidya, Uday V. Shanbhag, 2007, 2007 46th IEEE Conference on Decision and Control.

On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints

Necdet Serhat Aybat, Uday V. Shanbhag, Hesam Ahmadi, 2015, 2016 American Control Conference (ACC).

The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes

Uday V. Shanbhag, Aswin Kannan, U. Shanbhag, 2014, 2014 American Control Conference.

EXTENDING THE REALM OF OPTIMIZATION FOR COMPLEX SYSTEMS: UNCERTAINTY, COMPETITION, AND DYNAMICS

Sean P. Meyn, Prashant G. Mehta, Tamer Basar, 2013 .

Global Equilibria of Multi-leader Multi-follower Games with Shared Constraints pdf

Ankur A. Kulkarni, Uday V. Shanbhag, U. Shanbhag, 2012, ArXiv.

On the solution of stochastic optimization problems in imperfect information regimes

Hao Jiang, Uday V. Shanbhag, Hao Jiang, 2013, 2013 Winter Simulations Conference (WSC).

A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2013, 2013 American Control Conference.

On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants

Yue Xie, Uday V. Shanbhag, U. Shanbhag, 2014, 53rd IEEE Conference on Decision and Control.

The Weighted Set Covering Game: A Vaccine Pricing Model for Pediatric Immunization

Banafsheh Behzad, Sheldon H. Jacobson, Uday V. Shanbhag, 2014, INFORMS J. Comput..

Stochastic quasi-Newton methods for non-strongly convex problems: Convergence and rate analysis

Uday V. Shanbhag, Farzad Yousefian, Angelia Nedić, 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).

On the resolution of misspecified convex optimization and monotone variational inequality problems

Uday V. Shanbhag, Hesam Ahmadi, U. Shanbhag, 2014, Computational Optimization and Applications.

A local relaxation approach for the siting of electrical substation

Walter Murray, Uday V. Shanbhag, 2007, Comput. Optim. Appl..

Nash equilibrium problems with congestion costs and shared constraints

Prashant G. Mehta, Uday V. Shanbhag, Huibing Yin, 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

Learning in Mean-Field Games

Sean P. Meyn, Prashant G. Mehta, Uday V. Shanbhag, 2014, IEEE Transactions on Automatic Control.

A Local Relaxation Approach for the Siting of Electrical Substations

Walter Murray, Uday V. Shanbhag, W. Murray, 2006, Comput. Optim. Appl..

Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games

Hao Jiang, Sean P. Meyn, Uday V. Shanbhag, 2013, IEEE Transactions on Automatic Control.

On stochastic gradient and subgradient methods with adaptive steplength sequences

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2011, Autom..

Two-stage non-cooperative games with risk-averse players

Jong-Shi Pang, Uday V. Shanbhag, Suvrajeet Sen, 2017, Math. Program..

Nash Equilibrium Problems With Scaled Congestion Costs and Shared Constraints

Prashant G. Mehta, Uday V. Shanbhag, Huibing Yin, 2011, IEEE Transactions on Automatic Control.

Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty

Angelia Nedic, Uday V. Shanbhag, Jayash Koshal, 2010, 49th IEEE Conference on Decision and Control (CDC).

Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations pdf

Uday V. Shanbhag, Shisheng Cui, U. Shanbhag, 2020, 2008.11348.

Synchronization of Coupled Oscillators is a Game

Sean P. Meyn, Prashant G. Mehta, Uday V. Shanbhag, 2010, IEEE Transactions on Automatic Control.

Distributed iterative regularization algorithms for monotone Nash games

Uday V. Shanbhag, Aswin Kannan, U. Shanbhag, 2010, 49th IEEE Conference on Decision and Control (CDC).

Learning in mean-field oscillator games

Sean P. Meyn, Prashant G. Mehta, Uday V. Shanbhag, 2010, 49th IEEE Conference on Decision and Control (CDC).

Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games

Angelia Nedic, Uday V. Shanbhag, Farzad Yousefian, 2016, IEEE Transactions on Automatic Control.

On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games

Jong-Shi Pang, Uday V. Shanbhag, Suvrajeet Sen, 2020, Math. Oper. Res..

A Case for Virtualizing the Electric Utility in Cloud Data Centers

George Kesidis, Qian Wang, Uday V. Shanbhag, 2014, HotCloud.

A randomized inexact proximal best-response scheme for potential stochastic nash games

Uday V. Shanbhag, Jinlong Lei, 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

A Local Relaxation Method for Nonlinear Facility Location Problems

Walter Murray, Uday V. Shanbhag, 2006 .

Pricing of service in clouds: optimal response and strategic interactions

George Kesidis, Uday V. Shanbhag, Bhuvan Urgaonkar, 2014, PERV.

Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs

Uday V. Shanbhag, Farzad Yousefian, Shisheng Cui, 2021 .

No-regret distributed learning in subnetwork zero-sum games

Yiguang Hong, Uday V. Shanbhag, Jinlong Lei, 2021 .

Stochastic Relaxed Inertial Forward-Backward-Forward splitting for Monotone Inclusions in Hilbert spaces

Mathias Staudigl, Uday V. Shanbhag, Phan Tu Vuong, 2021 .

Zeroth-order randomized block methods for constrained minimization of expectation-valued Lipschitz continuous functions

Uday V. Shanbhag, Farzad Yousefian, U. Shanbhag, 2021, 2021 Seventh Indian Control Conference (ICC).

A relaxed-inertial forward-backward-forward algorithm for stochastic generalized Nash equilibrium seeking pdf

Sergio Grammatico, Mathias Staudigl, Uday V. Shanbhag, 2021, 2021 60th IEEE Conference on Decision and Control (CDC).

On the computation of equilibria in monotone and potential stochastic hierarchical games

Uday V. Shanbhag, Shisheng Cui, U. Shanbhag, 2021, Mathematical Programming.

An Extreme-Point Subdifferential Method for Convex Hull Pricing in Energy and Reserve Markets—Part II: Convergence Analysis and Numerical Performance

Sean P. Meyn, Sean Meyn, Uday V. Shanbhag, 2013, IEEE Transactions on Power Systems.

Virtual Bidding and Financial Transmission Rights: An Equilibrium Model for Cross-Product Manipulation in Electricity Markets

Uday V. Shanbhag, Chiara Lo Prete, U. Shanbhag, 2019, IEEE Transactions on Power Systems.

Distributed Variable Sample-Size Gradient-response and Best-response Schemes for Stochastic Nash Games over Graphs

Uday V. Shanbhag, Jinlong Lei, U. Shanbhag, 2018, 1811.11246.

Strategic behavior in power markets under uncertainty

Uday V. Shanbhag, Aswin Kannan, U. Shanbhag, 2011 .

Nonlinear Stabilization via

Prashant G. Mehta, Umesh Vaidya, Uday V. Shanbhag, 2010 .

An Extreme-Point Subdifferential Method for Convex Hull Pricing in Energy and Reserve Markets—Part I: Algorithm Structure

Sean P. Meyn, Sean Meyn, Uday V. Shanbhag, 2013, IEEE Transactions on Power Systems.

On the Analysis of Variance-reduced and Randomized Projection Variants of Single Projection Schemes for Monotone Stochastic Variational Inequality Problems

Uday V. Shanbhag, Shisheng Cui, U. Shanbhag, 2019 .