• 940 Citations
  • 17 h-Index
20062019
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Fingerprint Dive into the research topics where Uday Shanbhag is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Game Mathematics
Convex optimization Engineering & Materials Science
Stochastic Approximation Mathematics
Variational Inequality Problem Mathematics
Stochastic Optimization Mathematics
Monotone Mathematics
Nash Equilibrium Mathematics
Approximation Scheme Mathematics

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Research Output 2006 2019

  • 940 Citations
  • 17 h-Index
  • 40 Conference contribution
  • 38 Article
  • 6 Conference article
  • 1 Chapter

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

Jalilzadeh, A., Nedic, A., Shanbhag, V. V. & Yousefian, F., Jan 18 2019, 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., p. 4097-4102 6 p. 8619209. (Proceedings of the IEEE Conference on Decision and Control; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Quasi-Newton Method
Convex optimization
Stochastic Optimization
Stochastic Methods
Newton-Raphson method

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

Lei, J. & Shanbhag, V. V., Jan 18 2019, 2018 IEEE Conference on Decision and Control, CDC 2018. Institute of Electrical and Electronics Engineers Inc., p. 3547-3552 6 p. 8618953. (Proceedings of the IEEE Conference on Decision and Control; vol. 2018-December).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Sample Size
Linearly
Game
Gradient
Stochastic Gradient

Smoothed First-order Algorithms for Expectation-valued Constrained Problems

Jalilzadeh, A. & Shanbhag, V. V., Apr 16 2019, 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019. Institute of Electrical and Electronics Engineers Inc., 8692925. (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)
Electricity
Profitability
Power markets
Economics
Computer simulation
2 Citations (Scopus)

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

Lei, J. & Shanbhag, V. V., Jan 18 2018, 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Institute of Electrical and Electronics Engineers Inc., p. 1646-1651 6 p. (2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017; vol. 2018-January).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Convex optimization
Nash Equilibrium
Potential Games
Game
Mean Convergence