9 citations · 18 across the 6 of their papers we have counts for
13 papers
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…
Zeroth-order randomized block methods for constrained minimization of expectation-valued Lipschitz continuous functions
Uday V. Shanbhag, Farzad Yousefian
We consider the minimization of an -Lipschitz continuous and expectation-valued function, denoted by and defined as , over a Car…
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…
A Proximal-Point Algorithm with Variable Sample-sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems
Afrooz Jalilzadeh, Uday V. Shanbhag
We consider a stochastic variational inequality (SVI) problem with a continuous and monotone mapping over a closed and convex set. In strongly monotone regimes, we present a variab…
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…
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…