72 citations · 296 across the 47 of their papers we have counts for
6 papers · 1 filter
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…
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…
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…
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…