9 citations · 47 across the 24 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…