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Uday V. Shanbhag - Publications

Affiliations: 
University of Illinois, Urbana-Champaign, Urbana-Champaign, IL 
Area:
Mechanical Engineering, Applied Mathematics, Operations Research
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69 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Lei J, Shanbhag UV. Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization Operations Research. DOI: 10.1287/Opre.2019.1946  0.502
2020 Lei J, Shanbhag UV, Pang JS, Sen S. On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games Mathematics of Operations Research. 45: 157-190. DOI: 10.1287/Moor.2018.0986  0.474
2020 Yousefian F, Nedić A, Shanbhag UV. On stochastic and deterministic quasi-Newton methods for nonstrongly convex optimization: Asymptotic convergence and rate analysis Siam Journal On Optimization. 30: 1144-1172. DOI: 10.1137/17M1152474  0.444
2020 Xie Y, Shanbhag UV. SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs Ieee Transactions On Automatic Control. 65: 2355-2370. DOI: 10.1109/Tac.2019.2953209  0.453
2020 Lei J, Shanbhag UV. Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes Optimization Methods & Software. 1-31. DOI: 10.1080/10556788.2020.1746963  0.457
2020 Ahmadi H, Shanbhag UV. On the resolution of misspecified convex optimization and monotone variational inequality problems Computational Optimization and Applications. 77: 125-161. DOI: 10.1007/S10589-020-00193-Z  0.444
2019 Prete CL, Guo N, Shanbhag UV. Virtual Bidding and Financial Transmission Rights: An Equilibrium Model for Cross-Product Manipulation in Electricity Markets Ieee Transactions On Power Systems. 34: 953-967. DOI: 10.1109/Tpwrs.2018.2875624  0.355
2019 Kannan A, Shanbhag UV. Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants Computational Optimization and Applications. 74: 779-820. DOI: 10.1007/S10589-019-00120-X  0.565
2018 Jiang H, Shanbhag UV, Meyn SP. Distributed Computation of Equilibria in Misspecified Convex Stochastic Nash Games Ieee Transactions On Automatic Control. 63: 360-371. DOI: 10.1109/Tac.2017.2742061  0.529
2018 Yousefian F, Nedić A, Shanbhag UV. On Stochastic Mirror-prox Algorithms for Stochastic Cartesian Variational Inequalities: Randomized Block Coordinate and Optimal Averaging Schemes Set-Valued and Variational Analysis. 26: 789-819. DOI: 10.1007/S11228-018-0472-9  0.545
2017 Ravat UV, Shanbhag UV. On the existence of solutions to stochastic quasi-variational inequality and complementarity problems Mathematical Programming. 165: 291-330. DOI: 10.1007/S10107-017-1179-7  0.514
2017 Yousefian F, Nedić A, Shanbhag UV. On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems Mathematical Programming. 165: 391-431. DOI: 10.1007/S10107-017-1175-Y  0.431
2017 Pang J, Sen S, Shanbhag UV. Two-stage non-cooperative games with risk-averse players Mathematical Programming. 165: 235-290. DOI: 10.1007/S10107-017-1148-1  0.51
2016 Koshal J, Nediæ A, Shanbhag UV. Distributed algorithms for aggregative games on graphs Operations Research. 64: 680-704. DOI: 10.1287/Opre.2016.1501  0.416
2016 Xie Y, Shanbhag UV. On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants Siam Journal On Optimization. 26: 2120-2159. DOI: 10.1137/15M1010427  0.465
2016 Jiang H, Shanbhag UV. On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes Siam Journal On Optimization. 26: 2394-2429. DOI: 10.1137/140955495  0.528
2016 Jiang H, Shanbhag UV. Data-driven schemes for resolving misspecified MDPs: Asymptotics and error analysis Proceedings - Winter Simulation Conference. 2016: 3801-3812. DOI: 10.1109/WSC.2015.7408537  0.302
2016 Shanbhag UV, Blanchet JH. Budget-constrained stochastic approximation Proceedings - Winter Simulation Conference. 2016: 368-379. DOI: 10.1109/WSC.2015.7408179  0.307
2016 Yousefian F, Nedić A, Shanbhag UV. Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games Ieee Transactions On Automatic Control. 61: 1753-1766. DOI: 10.1109/Tac.2015.2478124  0.554
2016 Kannan A, Nedic A, Shanbhag UV. Distributed stochastic optimization under imperfect information Proceedings of the Ieee Conference On Decision and Control. 2016: 400-405. DOI: 10.1109/CDC.2015.7402233  0.411
2015 Kulkarni AA, Shanbhag UV. An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games Ieee Transactions On Automatic Control. 60: 3379-3384. DOI: 10.1109/Tac.2015.2423891  0.519
2014 Robbins MJ, Jacobson SH, Shanbhag UV, Behzad B. The weighted set covering game: A vaccine pricing model for pediatric immunization Informs Journal On Computing. 26: 183-198. DOI: 10.1287/Ijoc.2013.0556  0.35
2014 Yin H, Mehta PG, Meyn SP, Shanbhag UV. Learning in mean-field games Ieee Transactions On Automatic Control. 59: 629-644. DOI: 10.1109/Tac.2013.2287733  0.436
2014 Yousefian F, Nedic A, Shanbhag UV. Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems Proceedings of the Ieee Conference On Decision and Control. 2015: 5831-5836. DOI: 10.1109/CDC.2014.7040302  0.342
2014 Ahmadi H, Shanbhag UV. Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates Proceedings of the Ieee Conference On Decision and Control. 2015: 4228-4233. DOI: 10.1109/CDC.2014.7040048  0.359
2014 Xie Y, Shanbhag UV. On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants Proceedings of the Ieee Conference On Decision and Control. 2015: 2834-2839. DOI: 10.1109/CDC.2014.7039824  0.429
2014 Kannan A, Shanbhag UV. The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes Proceedings of the American Control Conference. 2930-2935. DOI: 10.1109/ACC.2014.6859377  0.465
2014 Ravat UV, Shanbhag UV, Sowers RB. On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions Optimization Methods and Software. 29: 877-897. DOI: 10.1080/10556788.2013.860528  0.318
2014 Yin H, Mehta PG, Meyn SP, Shanbhag UV. On the Efficiency of Equilibria in Mean-Field Oscillator Games Dynamic Games and Applications. 4: 177-207. DOI: 10.1007/s13235-013-0100-0  0.372
2014 Kulkarni AA, Shanbhag UV. A shared-constraint approach to multi-leader multi-follower games Set-Valued and Variational Analysis. 22: 691-720. DOI: 10.1007/S11228-014-0292-5  0.52
2013 Yousefian F, Nedic A, Shanbhag UV. A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, Wsc 2013. 933-944. DOI: 10.1109/WSC.2013.6721484  0.323
2013 Jiang H, Shanbhag UV. On the solution of stochastic optimization problems in imperfect information regimes Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, Wsc 2013. 821-832. DOI: 10.1109/WSC.2013.6721474  0.419
2013 Wang G, Shanbhag UV, Zheng T, Litvinov E, Meyn S. An extreme-point subdifferential method for convex hull pricing in energy and reserve markets-part ii: Convergence analysis and numerical performance Ieee Transactions On Power Systems. 28: 2121-2127. DOI: 10.1109/Tpwrs.2012.2229303  0.441
2013 Wang G, Shanbhag UV, Zheng T, Litvinov E, Meyn S. An extreme-point subdifferential method for convex hull pricing in energy and reserve markets-part i: Algorithm structure Ieee Transactions On Power Systems. 28: 2111-2120. DOI: 10.1109/Tpwrs.2012.2229302  0.45
2013 Koshal J, Nedic A, Shanbhag UV. Regularized iterative stochastic approximation methods for stochastic variational inequality problems Ieee Transactions On Automatic Control. 58: 594-609. DOI: 10.1109/Tac.2012.2215413  0.539
2013 Kulkarni AA, Shanbhag UV. On the consistency of leaders' conjectures in hierarchical games Proceedings of the Ieee Conference On Decision and Control. 1180-1185. DOI: 10.1109/CDC.2013.6760042  0.372
2013 Kannan A, Shanbhag UV, Kim HM. Addressing supply-side risk in uncertain power markets: Stochastic Nash models, scalable algorithms and error analysis Optimization Methods and Software. 28: 1095-1138. DOI: 10.1080/10556788.2012.676756  0.501
2013 Schiro DA, Pang JS, Shanbhag UV. On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method Mathematical Programming. 142: 1-46. DOI: 10.1007/S10107-012-0558-3  0.556
2013 Yousefian F, Nedic A, Shanbhag UV. A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games Proceedings of the American Control Conference. 4765-4770.  0.308
2012 Kannan A, Shanbhag UV. Distributed computation of equilibria in monotone nash games via iterative regularization techniques Siam Journal On Optimization. 22: 1177-1205. DOI: 10.1137/110825352  0.549
2012 Wang G, Shanbhag UV, Meyn SP. On Nash equilibria in duopolistic power markets subject to make-whole uplift Proceedings of the Ieee Conference On Decision and Control. 472-477. DOI: 10.1109/CDC.2012.6425983  0.372
2012 Jiang H, Shanbhag UV. On the convergence of joint schemes for online computation and supervised learning Proceedings of the Ieee Conference On Decision and Control. 4462-4467. DOI: 10.1109/CDC.2012.6425811  0.421
2012 Yousefian F, Nedi A, Shanbhag UV. On stochastic gradient and subgradient methods with adaptive steplength sequences Automatica. 48: 56-67. DOI: 10.1016/J.Automatica.2011.09.043  0.539
2012 Kulkarni AA, Shanbhag UV. On the variational equilibrium as a refinement of the generalized Nash equilibrium Automatica. 48: 45-55. DOI: 10.1016/J.Automatica.2011.09.042  0.464
2012 Kulkarni AA, Shanbhag UV. Revisiting Generalized Nash Games and Variational Inequalities Journal of Optimization Theory and Applications. 154: 175-186. DOI: 10.1007/S10957-011-9981-5  0.433
2012 Kulkarni AA, Shanbhag UV. Recourse-based stochastic nonlinear programming: Properties and Benders-SQP algorithms Computational Optimization and Applications. 51: 77-123. DOI: 10.1007/S10589-010-9316-8  0.418
2011 Shanbhag UV, Infanger G, Glynn PW. A complementarity framework for forward contracting under uncertainty Operations Research. 59: 810-834. DOI: 10.1287/Opre.1110.0947  0.54
2011 Ravat U, Shanbhag UV. On the characterization of solution sets of smooth and nonsmooth convex stochastic nash games Siam Journal On Optimization. 21: 1168-1199. DOI: 10.1137/100792644  0.509
2011 Koshal J, Nedić A, Shanbhag UV. Multiuser optimization: Distributed algorithms and error analysis Siam Journal On Optimization. 21: 1046-1081. DOI: 10.1137/090770102  0.47
2011 Yousefian F, Nedić A, Shanbhag UV. A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities Proceedings - Winter Simulation Conference. 4110-4121. DOI: 10.1109/WSC.2011.6148100  0.358
2011 Yin H, Shanbhag UV, Mehta PG. Nash equilibrium problems with scaled congestion costs and shared constraints Ieee Transactions On Automatic Control. 56: 1702-1708. DOI: 10.1109/TAC.2011.2137590  0.489
2011 Wang G, Shanbhag UV, Zheng T, Litvinov E, Meyn S. An extreme-point global optimization technique for convex hull pricing Ieee Power and Energy Society General Meeting. DOI: 10.1109/PES.2011.6039395  0.442
2011 Jiang H, Shanbhag UV, Meyn SP. Learning equilibria in constrained Nash-Cournot games with misspecified demand functions Proceedings of the Ieee Conference On Decision and Control. 1018-1023. DOI: 10.1109/CDC.2011.6161248  0.323
2011 Yin H, Mehta PG, Meyn SP, Shanbhag UV. Bifurcation analysis of a heterogeneous mean-field oscillator game model Proceedings of the Ieee Conference On Decision and Control. 3895-3900. DOI: 10.1109/CDC.2011.6161203  0.301
2011 Lakhera S, Shanbhag UV, McInerney MK. Approximating electrical distribution networks via mixed-integer nonlinear programming International Journal of Electrical Power and Energy Systems. 33: 245-257. DOI: 10.1016/J.Ijepes.2010.08.020  0.446
2011 Kannan A, Shanbhag UV, Kim HM. Strategic behavior in power markets under uncertainty Energy Systems. 2: 115-141. DOI: 10.1007/S12667-011-0032-Y  0.437
2010 Lu S, Schroeder NB, Kim HM, Shanbhag UV. Hybrid power/energy generation through multidisciplinary and multilevel design optimization with complementarity constraints Journal of Mechanical Design, Transactions of the Asme. 132. DOI: 10.1115/1.4002292  0.402
2010 Yin H, Mehta PG, Meyn SP, Shanbhag UV. Synchronization of coupled oscillators is a game Proceedings of the 2010 American Control Conference, Acc 2010. 1783-1790. DOI: 10.1109/Tac.2011.2168082  0.386
2010 Vaidya U, Mehta PG, Shanbhag UV. Nonlinear stabilization via control lyapunov measure Ieee Transactions On Automatic Control. 55: 1314-1328. DOI: 10.1109/Tac.2010.2042226  0.44
2010 Kannan A, Shanbhag UV. Distributed iterative regularization algorithms for monotone Nash games Proceedings of the Ieee Conference On Decision and Control. 1963-1968. DOI: 10.1109/CDC.2010.5717545  0.463
2010 Koshal J, Nedić A, Shanbhag UV. Single timescale regularized stochastic approximation schemes for monotone nash games under uncertainty Proceedings of the Ieee Conference On Decision and Control. 231-236. DOI: 10.1109/CDC.2010.5717489  0.428
2010 Yin H, Mehta PG, Meyn SP, Shanbhag UV. Learning in mean-field oscillator games Proceedings of the Ieee Conference On Decision and Control. 3125-3132. DOI: 10.1109/CDC.2010.5717142  0.34
2010 Ravat U, Shanbhag UV. On the characterization of solution sets of smooth and nonsmooth stochastic nash games Proceedings of the 2010 American Control Conference, Acc 2010. 5632-5637.  0.425
2010 Yousefian F, Nedić A, Shanbhag UV. Convex nondifferentiable stochastic optimization: A local randomized smoothing technique Proceedings of the 2010 American Control Conference, Acc 2010. 4875-4880.  0.402
2009 Yin H, Shanbhag UV, Mehta PG. Nash equilibrium problems with congestion costs and shared constraints Proceedings of the Ieee Conference On Decision and Control. 4649-4654. DOI: 10.1109/CDC.2009.5400502  0.437
2009 Kulkarni AA, Shanbhag UV. New insights on generalized nash games with shared constraints: Constrained and variational equilibria Proceedings of the Ieee Conference On Decision and Control. 151-156. DOI: 10.1109/CDC.2009.5399507  0.322
2008 Lu S, Shanbhag UV, Kim HM. Multidisciplinary and multilevel design optimization problems with equilibrium constraints 12th Aiaa/Issmo Multidisciplinary Analysis and Optimization Conference, Mao.  0.433
2007 Vaidya U, Mehta PG, Shanbhag UV. Nonlinear stabilization via control-Lyapunov measure Proceedings of the Ieee Conference On Decision and Control. 1722-1727. DOI: 10.1109/CDC.2007.4434956  0.345
2006 Murray W, Shanbhag UV. A local relaxation approach for the siting of electrical substations Computational Optimization and Applications. 33: 7-49. DOI: 10.1007/S10589-005-5957-4  0.445
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