4 papers · 1 filter
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…
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…
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…
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…