activity
20142026
most citedOn Synchronous, Asynchronous, and Randomized Best-Response schemes for computing equilibria in Stochastic Nash games

9 citations · 47 across the 24 of their papers we have counts for

collaborators

25 papers

math.OC2026

Revealing Strategic Interactions in Network Games Under Decaying Active Probing

Xiaoyu Xin, Longxu Zhang, Jinlong Lei +1

Revealing the interaction topology underlying strategic behavior is fundamental to prediction, intervention, and policy design in networked systems. Yet the interaction matrix is o…

math.OC2024

Distributed Fractional Bayesian Learning for Adaptive Optimization

Yaqun Yang, Jinlong Lei, Guanghui Wen +1

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean…

cs.GT2023

Online Parameter Identification of Generalized Non-cooperative Game

Jianguo Chen, Jinlong Lei, Hongsheng Qi +1

This work studies the parameter identification problem of a generalized non-cooperative game, where each player's cost function is influenced by an observable signal and some unkno…

math.OC2023

A Distributed Iterative Tikhonov Method for Networked Monotone Aggregative Hierarchical Stochastic Games

Jinlong Lei, Uday V. Shanbhag, Jie Chen

We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function , is a smooth…

math.OC2023★ 1 cited

Distributed Non-Bayesian Learning for Games with Incomplete Information

Shijie Huang, Jinlong Lei, Yiguang Hong

We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the s…

math.OC2022

No-Regret Learning in Network Stochastic Zero-Sum Games

Shijie Huang, Jinlong Lei, Yiguang Hong

No-regret learning has been widely used to compute a Nash equilibrium in two-person zero-sum games. However, there is still a lack of regret analysis for network stochastic zero-su…

math.OC2022

Distributed coordination for seeking the optimal Nash equilibrium of aggregative games

Xiaoyu Ma, Jinlong Lei, Peng Yi +1

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equi…

cs.LG2022

No-regret learning for repeated non-cooperative games with lossy bandits

Wenting Liu, Jinlong Lei, Peng Yi +1

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions i…

cs.MA2021★ 1 cited

Distributed Policy Gradient with Variance Reduction in Multi-Agent Reinforcement Learning

Xiaoxiao Zhao, Jinlong Lei, Li Li +1

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal polic…

math.OC2021★ 3 cited

No-regret distributed learning in subnetwork zero-sum games

Shijie Huang, Jinlong Lei, Yiguang Hong +2

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through tim…

math.OC2021★ 1 cited

Distributed Variable Sample-size Stochastic Optimization with Fixed Step-sizes

Jinlong Lei, Peng Yi, Jie Chen +1

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued…

cs.CV2020★ 1 cited

Pose2Mesh: Graph Convolutional Network for 3D Human Pose and Mesh Recovery from a 2D Human Pose

Hongsuk Choi, Gyeongsik Moon, Kyoung Mu Lee

Most of the recent deep learning-based 3D human pose and mesh estimation methods regress the pose and shape parameters of human mesh models, such as SMPL and MANO, from an input im…

math.OC2020★ 1 cited

Variance-Reduced Accelerated First-order Methods: Central Limit Theorems and Confidence Statements

Jinlong Lei, Uday V. Shanbhag

In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard st…

math.OC2020★ 3 cited

Linearly Convergent Algorithm with Variance Reduction for Distributed Stochastic Optimization

Jinlong Lei, Peng Yi, Jie Chen +1

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cos…

math.OC2019★ 6 cited

Dynamical Primal-Dual Accelerated Method with Applications to Network Optimization

Xianlin Zeng, Jinlong Lei, Jie Chen

This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constra…

math.OC2018★ 6 cited

Distributed Variable Sample-Size Gradient-response and Best-response Schemes for Stochastic Nash Equilibrium Problems over Graphs

Jinlong Lei, Uday V. Shanbhag

This paper considers a stochastic Nash game in which each player minimizes an expectation valued composite objective. We make the following contributions. (I) Under suitable monoto…

math.OC2018★ 2 cited

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

Jinlong Lei, Uday V. Shanbhag

This paper considers an -player stochastic Nash game in which the th player minimizes a composite objective , where is expectation-valued and h…

math.OC2018★ 1 cited

Data Rates for Network Linear Equations

Jinlong Lei, Peng Yi, Guodong Shi +1

In this paper, we study network linear equations subject to digital communications with a finite data rate, where each node is associated with one equation from a system of linear…

math.OC2018

Asynchronous Variance-reduced Block Schemes for Composite Nonconvex Stochastic Optimization: Block-specific Steplengths and Adapted Batch-sizes

Jinlong Lei, Uday V. Shanbhag

We consider the minimization of a sum of an expectation-valued coordinate-wise -smooth nonconvex function and a nonsmooth block-separable convex regularizer. We propose an asy…

math.OC2017★ 3 cited

Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization

Jinlong Lei, Uday V. Shanbhag

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stoc…

math.OC2017★ 9 cited

On Synchronous, Asynchronous, and Randomized Best-Response schemes for computing equilibria in Stochastic Nash games

Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang +1

This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been sh…

math.OC2016

Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization Over Random Networks

Jinlong Lei, Han-Fu Chen, Hai-Tao Fang

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of loc…

math.OC2015★ 1 cited

Distributed Resource Allocation Over Random Networks Based on Stochastic Approximation

Peng Yi, Jinlong Lei, Yiguang Hong

In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents…

math.OC2015★ 2 cited

Primal-Dual Algorithm for Distributed Constrained Optimization

Jinlong Lei, Han-Fu Chen, Hai-Tao Fang

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subje…