8 citations · 15 across the 9 of their papers we have counts for
9 papers
Complexity guarantees for risk-neutral generalized Nash equilibrium problems
Haochen Tao, Andrea Iannelli, Meggie Marschner +3
In this paper, we address \ac{SGNEP} seeking with risk-neutral agents. Our main contribution lies the development of a stochastic variance-reduced gradient (SVRG) technique, modifi…
A regularized variance-reduced modified extragradient method for stochastic hierarchical games
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl
We consider an N-player hierarchical game in which the i-th player's objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Su…
Stochastic Relaxed Inertial Forward-Backward-Forward splitting for Monotone Inclusions in Hilbert spaces
Shisheng Cui, Uday V. Shanbhag, Mathias Staudigl +1
We consider monotone inclusions defined on a Hilbert space where the operator is given by the sum of a maximal monotone operator and a single-valued monotone, Lipschitz continu…
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
Shisheng Cui, Uday V. Shanbhag, Farzad Yousefian
Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes…
On the computation of equilibria in monotone and potential stochastic hierarchical games
Shisheng Cui, Uday V. Shanbhag
We consider a class of hierarchical noncooperative -player games where the th player solves a parametrized stochastic mathematical program with equilibrium constraints (MPEC)…
A relaxed-inertial forward-backward-forward algorithm for Stochastic Generalized Nash equilibrium seeking
Shisheng Cui, Barbara Franci, Sergio Grammatico +2
In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our wo…
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations
Shisheng Cui, Uday V. Shanbhag
We consider monotone inclusion problems where the operators may be expectation-valued, a class of problems that subsumes convex stochastic optimization problems as well as subclass…
Development of modeling and control strategies for an approximated Gaussian process
Shisheng Cui, Chia-Jung Chang
The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameter…
On the analysis of variance-reduced and randomized projection variants of single projection schemes for monotone stochastic variational inequality problems
Shisheng Cui, Uday V. Shanbhag
Classical extragradient schemes and their stochastic counterpart represent a cornerstone for resolving monotone variational inequality problems. Yet, such schemes have a per-iterat…