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