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Projects
Recent Publications
Introduction to the Special Issue for INFORMS Simulation Society (I-Sim) Workshop, 2021
Barton, R. R., Nakayama, M. K., Shanbhag, U. V. & Song, E., May 14 2024, In: ACM Transactions on Modeling and Computer Simulation. 34, 2, 5.Research output: Contribution to journal › Editorial › peer-review
Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data
He, L., Shanbhag, U. V. & Song, E., Apr 8 2024, In: ACM Transactions on Modeling and Computer Simulation. 34, 2, 6.Research output: Contribution to journal › Article › peer-review
No-Regret Distributed Learning in Subnetwork Zero-Sum Games
Huang, S., Lei, J., Hong, Y., Shanbhag, U. V. & Chen, J., 2024, (Accepted/In press) In: IEEE Transactions on Automatic Control. p. 1-16 16 p.Research output: Contribution to journal › Article › peer-review
Probability maximization via Minkowski functionals: convex representations and tractable resolution
Bardakci, I. E., Jalilzadeh, A., Lagoa, C. & Shanbhag, U. V., May 2023, In: Mathematical Programming. 199, 1-2, p. 595-637 43 p.Research output: Contribution to journal › Article › peer-review
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
Cui, S., Shanbhag, U. V. & Yousefian, F., Apr 2023, In: Mathematical Programming. 198, 2, p. 1153-1225 73 p.Research output: Contribution to journal › Article › peer-review
On the computation of equilibria in monotone and potential stochastic hierarchical games
Cui, S. & Shanbhag, U. V., Apr 2023, In: Mathematical Programming. 198, 2, p. 1227-1285 59 p.Research output: Contribution to journal › Article › peer-review
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations
Cui, S. & Shanbhag, U. V., Nov 1 2023, In: IEEE Transactions on Automatic Control. 68, 11, p. 6636-6648 13 p.Research output: Contribution to journal › Article › peer-review
Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization
Qiu, Y., Shanbhag, U. V. & Yousefian, F., 2023, In: Advances in Neural Information Processing Systems. 36Research output: Contribution to journal › Conference article › peer-review
On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs
Aybat, N. S., Ahmadi, H. & Shanbhag, U. V., Aug 1 2022, In: IEEE Transactions on Automatic Control. 67, 8, p. 3981-3996 16 p.Research output: Contribution to journal › Article › peer-review
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
Cui, S., Shanbhag, U., Staudigl, M. & Vuong, P., Nov 2022, In: Computational Optimization and Applications. 83, 2, p. 465-524 60 p.Research output: Contribution to journal › Article › peer-review
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
Jalilzadeh, A., Nedić, A., Shanbhag, U. V. & Yousefian, F., Feb 2022, In: Mathematics of Operations Research. 47, 1, p. 690-719 30 p.Research output: Contribution to journal › Article › peer-review
Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
Jalilzadeh, A., Shanbhag, U., Blanchet, J. & Glynn, P. W., Dec 2022, In: Stochastic Systems. 12, 4, p. 373-410 38 p.Research output: Contribution to journal › Article › peer-review
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes
Lei, J. & Shanbhag, U. V., 2022, In: Optimization Methods and Software. 37, 1, p. 264-294 31 p.Research output: Contribution to journal › Article › peer-review
DISTRIBUTED VARIABLE SAMPLE-SIZE GRADIENT-RESPONSE AND BEST-RESPONSE SCHEMES FOR STOCHASTIC NASH EQUILIBRIUM PROBLEMS
Lei, J. & Shanbhag, U. V., 2022, In: SIAM Journal on Optimization. 32, 2, p. 573-603 31 p.Research output: Contribution to journal › Article › peer-review
Stochastic Nash Equilibrium Problems: Models, Analysis, and Algorithms
Lei, J. & Shanbhag, U. V., Aug 1 2022, In: IEEE Control Systems. 42, 4, p. 103-124 22 p.Research output: Contribution to journal › Article › peer-review