Uday V. Shanbhag
Orcid: 0000-0001-5869-9561
According to our database1,
Uday V. Shanbhag
authored at least 98 papers
between 2006 and 2023.
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Bibliography
2023
IEEE Trans. Autom. Control., November, 2023
Probability maximization via Minkowski functionals: convex representations and tractable resolution.
Math. Program., May, 2023
Math. Program., April, 2023
On the computation of equilibria in monotone and potential stochastic hierarchical games.
Math. Program., April, 2023
A regularized variance-reduced modified extragradient method for stochastic hierarchical games.
CoRR, 2023
Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023
Global Resolution of Chance-Constrained Optimization Problems: Minkowski Functionals and Monotone Inclusions.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023
2022
On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs.
IEEE Trans. Autom. Control., 2022
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems.
SIAM J. Optim., 2022
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes.
Optim. Methods Softw., 2022
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization.
Math. Oper. Res., 2022
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces.
Comput. Optim. Appl., 2022
2021
Tractable ADMM schemes for computing KKT points and local minimizers for $$\ell _0$$ ℓ 0 -minimization problems.
Comput. Optim. Appl., 2021
Proceedings of the 2021 60th IEEE Conference on Decision and Control (CDC), 2021
A relaxed-inertial forward-backward-forward algorithm for stochastic generalized Nash equilibrium seeking.
Proceedings of the 2021 60th IEEE Conference on Decision and Control (CDC), 2021
2020
IEEE Trans. Autom. Control., 2020
On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis.
SIAM J. Optim., 2020
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games.
Math. Oper. Res., 2020
Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization.
Oper. Res., 2020
Variance-Reduced Proximal and Splitting Schemes for Monotone Stochastic Generalized Equations.
CoRR, 2020
On the resolution of misspecified convex optimization and monotone variational inequality problems.
Comput. Optim. Appl., 2020
Distributed Computation of Nash Equilibria for Monotone Aggregative Games via Iterative Regularization.
Proceedings of the 59th IEEE Conference on Decision and Control, 2020
2019
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants.
Comput. Optim. Appl., 2019
Stochastic Approximation for simulation Optimization under Input Uncertainty with Streaming Data.
Proceedings of the 2019 Winter Simulation Conference, 2019
A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems.
Proceedings of the 2019 Winter Simulation Conference, 2019
Proceedings of the 53rd Annual Conference on Information Sciences and Systems, 2019
2018
IEEE Trans. Autom. Control., 2018
Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018
Probability Maximization with Random Linear Inequalities: Alternative Formulations and Stochastic Approximation Schemes.
Proceedings of the 2018 Annual American Control Conference, 2018
2017
On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems.
Math. Program., 2017
On the existence of solutions to stochastic quasi-variational inequality and complementarity problems.
Math. Program., 2017
A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems.
Proceedings of the 2017 Winter Simulation Conference, 2017
Proceedings of the 25th IEEE International Symposium on Modeling, 2017
A randomized inexact proximal best-response scheme for potential stochastic nash games.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017
2016
Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games.
IEEE Trans. Autom. Control., 2016
SIAM J. Optim., 2016
On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes.
SIAM J. Optim., 2016
SI-ADMM: A stochastic inexact ADMM framework for resolving structured stochastic convex programs.
Proceedings of the Winter Simulation Conference, 2016
eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs.
Proceedings of the Winter Simulation Conference, 2016
Stochastic quasi-Newton methods for non-strongly convex problems: Convergence and rate analysis.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016
Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016
On the analysis of reflected gradient and splitting methods for monotone stochastic variational inequality problems.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016
On the rate analysis of inexact augmented Lagrangian schemes for convex optimization problems with misspecified constraints.
Proceedings of the 2016 American Control Conference, 2016
2015
IEEE Trans. Autom. Control., 2015
Proceedings of the 2015 Winter Simulation Conference, 2015
Proceedings of the 2015 Winter Simulation Conference, 2015
Proceedings of the 54th IEEE Conference on Decision and Control, 2015
2014
On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions.
Optim. Methods Softw., 2014
INFORMS J. Comput., 2014
Dyn. Games Appl., 2014
Proceedings of the 6th USENIX Workshop on Hot Topics in Cloud Computing, 2014
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014
On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014
Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014
The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes.
Proceedings of the American Control Conference, 2014
2013
Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems.
IEEE Trans. Autom. Control., 2013
SIGMETRICS Perform. Evaluation Rev., 2013
Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis.
Optim. Methods Softw., 2013
On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method.
Math. Program., 2013
A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013
On the solution of stochastic optimization problems in imperfect information regimes.
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games.
Proceedings of the American Control Conference, 2013
2012
Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques.
SIAM J. Optim., 2012
J. Optim. Theory Appl., 2012
CoRR, 2012
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms.
Comput. Optim. Appl., 2012
Autom., 2012
Autom., 2012
Proceedings of the IEEE PES Innovative Smart Grid Technologies Conference, 2012
Packaging Energy and Reserves Bids through Risk Penalties for Enhanced Reliability in Co-optimized Markets.
Proceedings of the 45th Hawaii International International Conference on Systems Science (HICSS-45 2012), 2012
Proceedings of the 51th IEEE Conference on Decision and Control, 2012
Proceedings of the 51th IEEE Conference on Decision and Control, 2012
Proceedings of the 51th IEEE Conference on Decision and Control, 2012
2011
IEEE Trans. Autom. Control., 2011
On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games.
SIAM J. Optim., 2011
SIAM J. Optim., 2011
Oper. Res., 2011
A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities.
Proceedings of the Winter Simulation Conference 2011, 2011
Single timescale stochastic approximation for stochastic Nash games in cognitive radio systems.
Proceedings of the 17th International Conference on Digital Signal Processing, 2011
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
Learning equilibria in constrained Nash-Cournot games with misspecified demand functions.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011
2010
IEEE Trans. Autom. Control., 2010
Proceedings of the 49th IEEE Conference on Decision and Control, 2010
Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010
Proceedings of the 49th IEEE Conference on Decision and Control, 2010
Convex nondifferentiable stochastic optimization: A local randomized smoothing technique.
Proceedings of the American Control Conference, 2010
On the characterization of solution sets of smooth and nonsmooth stochastic Nash games.
Proceedings of the American Control Conference, 2010
2009
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
New insights on generalized Nash games with shared constraints: Constrained and variational equilibria.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
Proceedings of the 48th IEEE Conference on Decision and Control, 2009
Proceedings of the American Control Conference, 2009
2007
Comput. Optim. Appl., 2007
2006
Comput. Optim. Appl., 2006