Uday V. Shanbhag
Penn State University
H-index: 33
North America-United States
Top articles of Uday V. Shanbhag
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Stochastic Approximation for Multi-period Simulation Optimization with Streaming Input Data | ACM Transactions on Modeling and Computer Simulation | Linyun He Uday V Shanbhag Eunhye Song | 2023 |
No-regret distributed learning in subnetwork zero-sum games | IEEE Transactions on Automatic Control | Shijie Huang Jinlong Lei Yiguang Hong Uday V Shanbhag Jie Chen | 2024/3/19 |
Data-Driven Compositional Optimization in Misspecified Regimes | Operations Research | Shuoguang Yang Ethan X Fang Uday V Shanbhag | 2024/2/16 |
Zeroth-Order Methods for Nondifferentiable, Nonconvex, and Hierarchical Federated Optimization | Yuyang Qiu Uday Shanbhag Farzad Yousefian | 2024 | |
A Distributed Iterative Tikhonov Method for Networked Monotone Aggregative Hierarchical Stochastic Games | arXiv preprint arXiv:2304.03651 | Jinlong Lei Uday V Shanbhag Jie Chen | 2023/4/7 |
Global Resolution of Chance-Constrained Optimization Problems: Minkowski Functionals and Monotone Inclusions | Peixuan Zhang Uday V Shanbhag Constantino M Lagoa Ibrahim E Bardakci | 2023/12/13 | |
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs | Mathematical Programming | Shisheng Cui Uday V Shanbhag Farzad Yousefian | 2023/4 |
Distributed Gradient Tracking Methods with Guarantees for Computing a Solution to Stochastic MPECs | arXiv preprint arXiv:2310.09356 | Mohammadjavad Ebrahimi Uday V Shanbhag Farzad Yousefian | 2023/10/13 |
On the computation of equilibria in monotone and potential stochastic hierarchical games | Mathematical Programming | Shisheng Cui Uday V Shanbhag | 2023/4 |
A regularized variance-reduced modified extragradient method for stochastic hierarchical games | arXiv preprint arXiv:2302.06497 | Shisheng Cui Uday V Shanbhag Mathias Staudigl | 2023/2/13 |
Variance-reduced splitting schemes for monotone stochastic generalized equations | IEEE Transactions on Automatic Control | Shisheng Cui Uday V Shanbhag | 2023/6/28 |
Zeroth-order Gradient and Quasi-Newton Methods for Nonsmooth Nonconvex Stochastic Optimization | arXiv preprint arXiv:2401.08665 | Luke Marrinan Uday V Shanbhag Farzad Yousefian | 2023/12/27 |
Probability maximization via Minkowski functionals: convex representations and tractable resolution | Mathematical programming | IE Bardakci Afrooz Jalilzadeh C Lagoa Uday V Shanbhag | 2023/5 |
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces | Computational Optimization and Applications | Shisheng Cui Uday Shanbhag Mathias Staudigl Phan Vuong | 2022/11 |
Stochastic Nash equilibrium problems: Models, analysis, and algorithms | IEEE Control Systems Magazine | Jinlong Lei Uday V Shanbhag | 2022/7/19 |
Uncertainty-aware optimal dispatch of building thermal storage portfolios via smoothed variance-reduced accelerated gradient methods | Journal of Energy Storage | Min Gyung Yu Gregory S Pavlak Uday V Shanbhag | 2022/7/1 |
A variable sample-size stochastic quasi-Newton method for smooth and nonsmooth stochastic convex optimization | Mathematics of Operations Research | Afrooz Jalilzadeh Angelia Nedić Uday V Shanbhag Farzad Yousefian | 2022/2 |
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes | Optimization Methods and Software | Jinlong Lei Uday V Shanbhag | 2022/1/2 |
Smoothed variable sample-size accelerated proximal methods for nonsmooth stochastic convex programs | Stochastic Systems | Afrooz Jalilzadeh Uday Shanbhag Jose Blanchet Peter W Glynn | 2022/12 |
On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems | Set-Valued and Variational Analysis | Shisheng Cui Uday V Shanbhag | 2021/6 |