Directory

 

 
 
General InformationPublicationsResearch Projects

  • Hao Jiang and Vinayak Shanbhag, 2015, "Data-driven Schemes for Resolving Misspecified MDPs"
  • A. Kannan, A. Nedich and Vinayak Shanbhag, 2015, "Distributed Stochastic Optimization under Imperfect In- formation"
  • F. Yousefian, A. Nedich and Vinayak Shanbhag, 2015, "Stochastic approximation schemes for nonsmooth stochastic multi-user optimization and Nash games", IEEE Transactions on Automatic Control, pp. 32
  • Hesam Ahmadi and Uday V Shanbhag, 2014, "Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates", pp. 4228-4233
  • Farzad Yousefian, Angelia Nedic and Uday V Shanbhag, 2014, "Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems", pp. 5831-5836
  • Aswin Kannan and Uday V Shanbhag, 2014, "The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes", pp. 2930-2935
  • Uma Ravat, Uday V. Shanbhag and Richard B. Sowers, 2014, "On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinearinteractions", Optimization Methods and Software, 29, (4), pp. 877–897
  • Ankur A Kulkarni and Vinayak Shanbhag, 2014, "A shared-constraint approach to multi-leader multi-followergames", Set Valued and Variational Analysis, 22, (4), pp. 691–720
  • Huibing Yin, Prashant G. Mehta, Sean P. Meyn and Vinayak Shanbhag, 2014, "Learning in mean-field games", IEEE Trans. Automat. Control, 59, (3), pp. 629–644
  • Huibing Yin, Prashant G. Mehta, Sean P. Meyn and Vinayak Shanbhag, 2014, "On the efficiency of equilibria in mean-field oscillator games", Dyn. Games Appl., 4, (2), pp. 177–207
  • Matthew J. Robbins, Sheldon H. Jacobson, Vinayak Shanbhag and Banafsheh Behzad, 2014, "The Weighted Set Covering Game: A Vaccine Pricing Model for Pediatric Immunization", INFORMS Journal on Computing, 26, (1), pp. 183–198
  • Yue Xie and Uday V Shanbhag, 2014, "On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants", pp. 2834-2839
  • Cheng Wang, Bhuvan Urgaonkar, George Kesidis, Uday V Shanbhag and Qian Wang, 2014, "A Case for Virtualizing the Electric Utility in Cloud Data Centers"
  • Ankur A Kulkarni and Uday V Shanbhag, 2014, "An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games", IEEE Transactions on Automatic Control
  • F. Yousefian, A. Nedic and Vinayak Shanbhag, 2013, "A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems", pp. 933-944
  • Hao Jiang and Vinayak Shanbhag, 2013, "On the solution of stochastic optimization problems in imperfect information regimes", pp. 821-832
  • F. Yousefian, A. Nedic and Vinayak Shanbhag, 2013, "A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games", pp. 4765-4770
  • Bhuvan Urgaonkar, George Kesidis, Vinayak Shanbhag and C. Wang, 2013, "Pricing of Service in Clouds: Optimal Re-sponse and Strategic Interactions"
  • Vinayak Shanbhag, 2013, "Stochastic Variational Inequality Problems: Applications, Analysis, and Algorithms", Informs TUTORIALS in Operations Research, pp. 71 – 107
  • Vinayak Shanbhag, 2013, "On the consistency of leaders' conjectures in hierarchical games", CDC 2013, pp. 1180-1185
  • B. Urgaonkar, G. Kesidis, Vinayak Shanbhag and C. Wang, 2013, "Pricing of service in clouds: optimal response and strategic interactions", SIGMETRICS Performance Evaluation Review, 41, (3), pp. 28-30
  • G. Wang, Vinayak Shanbhag, T. Zheng, E. Litvinov and S. Meyn, 2013, "An Extreme-Point Subdifferential Method for Convex Hull Pricing in Energy and Reserve Markets: Part I: Algorithm Structure", IEEE Transactions on Power Systems, 28, (3), pp. 2111-2120
  • G. Wang, Vinayak Shanbhag, T. Zheng, E. Litvinov and S. Meyn, 2013, "An Extreme-Point Subdifferential Method for Convex Hull Pricing in Energy and Reserve Markets: Part II: Convergence Analysis and Numerical Performanc", IEEE Transactions on Power Systems, 28, (3), pp. 2121-2127
  • Aswin Kannan, Vinayak Shanbhag and Harrison M. Kim, 2013, "Addressing supply-side risk in uncertain power markets:stochastic Nash models, scalable algorithms and erroranalysis", Optim. Methods Softw., 28, (5), pp. 1095–1138
  • Dane A. Schiro, Jong-Shi Pang and Vinayak Shanbhag, 2013, "On the solution of affine generalized Nash games via Lemke's method", Mathematical Programming, 142, (1-2, Ser. A), pp. 1–46
  • Jayash Koshal, Angelia Nedic and Vinayak Shanbhag, 2013, "Regularized iterative stochastic approximation methods forstochastic variational inequality problems", IEEE Trans. Automat. Control, 58, (3), pp. 594–609
  • J. Koshal, A. Nedic and Vinayak Shanbhag, 2012, "A gossip algorithm for aggregative games on graphs", pp. 4840-4845
  • Gui Wang, Vinayak Shanbhag and S.P. Meyn, 2012, "On Nash equilibria in duopolistic power markets subject to make-whole uplift", pp. 472-477
  • Hao Jiang and Vinayak Shanbhag, 2012, "On the convergence of joint schemes for online computation and supervised learning", pp. 4462-4467
  • M. Roytman, Vinayak Shanbhag, J.B. Cardell and C.L. Anderson, 2012, "Packaging Energy and Reserves Bids through Risk Penalties for Enhanced Reliability in Co-optimized Markets", pp. 1915-1922
  • Gui Wang, M. Negrete-Pincetic, A. Kowli, E. Shafieepoorfard, S. Meyn and Vinayak Shanbhag, 2012, "Real-time prices in an entropic grid", pp. 1-8
  • Gui Wang, Matias Negrete-Pincetic, Anupama Kowli, Ehsan Shafieepoorfard, Sean Meyn and Vinayak Shanbhag, 2012, Dynamic competitive equilibria in electricity markets, Springer, New York, pp. 35–62
  • Aswin Kannan and Vinayak Shanbhag, 2012, "Distributed computation of equilibria in monotone Nash gamesvia iterative regularization techniques", SIAM J. Optim., 22, (4), pp. 1177–1205
  • Farzad Yousefian, Angelia Nedic and Vinayak Shanbhag, 2012, "On stochastic gradient and subgradient methods with adaptive steplength sequences", Automatica J. IFAC, 48, (1), pp. 56–67
  • Ankur A. Kulkarni and Vinayak Shanbhag, 2012, "On the variational equilibrium as a refinement of thegeneralized Nash equilibrium", Automatica J. IFAC, 48, (1), pp. 45–55
  • Ankur A. Kulkarni and Vinayak Shanbhag, 2012, "Recourse-based stochastic nonlinear programming: propertiesand Benders-SQP algorithms", Comput. Optim. Appl., 51, (1), pp. 77–123
  • Ankur A. Kulkarni and Vinayak Shanbhag, 2012, "Revisiting generalized Nash games and variationalinequalities", J. Optim. Theory Appl., 154, (1), pp. 175–186
  • H. Yin, P. G. Mehta, S. P. Meyn and U. V. Shanbhag, 2012, "Synchronization of Oscillators is a Game", IEEE Transactions on Automatic Control, 57, (4), pp. 920-935
  • Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2011, "Bifurcation analysis of a heterogeneous mean-field oscillator game model", pp. 3895-3900
  • Hao Jiang, Vinayak Shanbhag and S.P. Meyn, 2011, "Learning equilibria in constrained Nash-Cournot games with misspecified demand functions", pp. 1018-1023
  • J. Koshal, A. Nedic and Vinayak Shanbhag, 2011, "Single timescale stochastic approximation for stochastic Nash games in cognitive radio systems", pp. 1-8
  • Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2011, "On the efficiency of equilibria in mean-field oscillator games", pp. 5354-5359
  • Vinayak Shanbhag, Gerd Infanger and Peter W. Glynn, 2011, "A complementarity framework for forward contracting underuncertainty", Operations Research, 59, (4), pp. 810–834
  • Jayash Koshal, Angelia Nedic and Vinayak Shanbhag, 2011, "Multiuser optimization: distributed algorithms and erroranalysis", SIAM J. Optim., 21, (3), pp. 1046–1081
  • Huibing Yin, Vinayak Shanbhag and Prashant G. Mehta, 2011, "Nash equilibrium problems with scaled congestion costs andshared constraints", IEEE Trans. Automat. Control, 56, (7), pp. 1702–1708
  • Uma Ravat and Vinayak Shanbhag, 2011, "On the characterization of solution sets of smooth andnonsmooth convex stochastic Nash games", SIAM J. Optim., 21, (3), pp. 1168–1199
  • G. Wang, Vinayak Shanbhag, T. Zheng, E. Litvinov and S. P. Meyn, 2011, "A Pivot-Based Global Optimization Technique for Convex Hull Pricing"
  • A. Kannan, Vinayak Shanbhag and H. M. Kim, 2011, "Strategic Behavior in Power Markets under Uncertainty", Energy Systems, 2, (2), pp. 115 – 141
  • A. Kannan and Vinayak Shanbhag, 2010, "Distributed iterative regularization algorithms for monotone Nash games", pp. 1963-1968
  • Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2010, "Learning in mean-field oscillator games", pp. 3125-3132
  • J. Koshal, A. Nedic and Vinayak Shanbhag, 2010, "Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty", pp. 231-236
  • Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2010, "Synchronization of coupled oscillators is a game", pp. 1783-1790
  • U. Ravat and Vinayak Shanbhag, 2010, "On the characterization of solution sets of smooth and nonsmooth stochastic Nash games", pp. 5632-5637
  • F. Yousefian, Nedic´, A. and Vinayak Shanbhag, 2010, "Convex nondifferentiable stochastic optimization: A local randomized smoothing technique", pp. 4875-4880
  • Umesh Vaidya, Prashant G. Mehta and Vinayak Shanbhag, 2010, "Nonlinear stabilization via control Lyapunov measure", IEEE Trans. Automat. Control, 55, (6), pp. 1314–1328
  • S. Lakhera, Vinayak Shanbhag and M. McInerney, 2010, "Approximating Electrical Distribution Networks via Mixed-integer Nonlinear Programming", International Journal of Electric Power and Energy Systems, 33, (2), pp. 245 – 257
  • S. Lu, N. B. Schroeder, H. M. Kim and Vinayak Shanbhag, 2010, "Hybrid Power/Energy Generation Through Multi-disciplinary and Multilevel Design Optimization With Complementarity Constraints", Transactions of ASME: Journal of Mechanical Design, 132, (10)
  • J. Koshal, A. Nedic and Vinayak Shanbhag, 2009, "Distributed multiuser optimization: Algorithms and error analysis", pp. 4372-4377
  • Huibing Yin, Vinayak Shanbhag and P.G. Mehta, 2009, "Nash equilibrium problems with congestion costs and shared constraints", pp. 4649-4654
  • Huibing Yin, C.L. Cox, P.G. Mehta and Vinayak Shanbhag, 2009, "Bifurcation analysis of a thalamic relay neuron model", pp. 337-342
  • S. Lu, Vinayak Shanbhag and H. M. Kim, 2008, "Multidisciplinary and Multilevel Design Optimization Problems with Equilibrium Constraints"
  • U. Vaidya, P.G. Mehta and Vinayak Shanbhag, 2007, "Nonlinear stabilization via control-Lyapunov measure", pp. 1722-1727
  • A. A. Kulkarni, A. Rossi, J. Alameda and Vinayak Shanbhag, 2007, "A Grid-Computing Framework for Quadratic Programming under Uncertainty"
  • Walter Murray and Vinayak Shanbhag, 2006, A local relaxation method for nonlinear facility location problems, Springer, New York, pp. 173–204
  • Walter Murray and Vinayak Shanbhag, 2006, "A local relaxation approach for the siting of electricalsubstations", Comput. Optim. Appl., 33, (1), pp. 7–49
  • Vinayak Shanbhag, G. Infanger and P. W. Glynn, 2004, "On the Solution of Stochastic Equilibrium Problems in Electric Power Networks"
  • Vinayak Shanbhag, L. K. Norford, S. E. Englander and M. C. Caramanis, 1998, "Price Responsive Facility Control Optimization Software for a Changing Retail Market"
  • S. P. Koruthu and Vinayak Shanbhag, 1993, "A Distributed Parallel Processing Approach to Subsonic Potential Flow Analysis", Journal of Aeronautical Society of India, 45, (2)
  • Jayash Koshal, Angelia Nedich and Vinayak Shanbhag, , "Distributed Algorithms for Aggregative Games on Graphs", Operations Research
 

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Home of the first established industrial engineering program in the world, the Harold and Inge Marcus Department of Industrial and Manufacturing Engineering (IME) at Penn State has made a name for itself in the engineering industry through its storied tradition of unparalleled excellence and innovation in research, education, and outreach.

We are Innovators. We are Makers. We are Excellence in Engineering. We are Penn State IME.

The Harold and Inge Marcus Department of
Industrial and Manufacturing Engineering

310 Leonhard Building

The Pennsylvania State University

University Park, PA 16802-4400

Phone: 814-865-7601

FAX: 814-863-4745