• BS, Aerospace Engineering, Indian Institute of Technology, 1993
• MS, Operations Research, Massachusetts Institute of Technology, 1998
• MS, Technology and Policy Program, Massachusetts Institute of Technology, 1998
• Ph D, Management Science and Engineering, Stanford University, 2006

Journal Articles

Shisheng Cui and Uday V Shanbhag, 2021, "On the Analysis of Variance-reduced and Randomized Projection Variants of Single Projection Schemes for Monotone Stochastic Variational Inequality Problems", Set-Valued and Variational Analysis

Yue Xie and Uday V Shanbhag, 2021, "Tractable ADMM schemes for computing KKT points and local minimizers for l0 -minimization problems", Computational Optimization and Applications, 78, (1), pp. 43-85

Jinlong Lei and Uday V Shanbhag, 2020, "Asynchronous schemes for stochastic and misspecified potential games and nonconvex optimization", Operations Research, 68, (6), pp. 1742-1766

Hesam Ahmadi and Uday V Shanbhag, 2020, "On the resolution of misspecified convex optimization and monotone variational inequality problems", Computational Optimization and Applications, 77, (1), pp. 125-161

Yue Xie and Uday V Shanbhag, 2020, "SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs", IEEE Transactions on Automatic Control, 65, (6), pp. 2355-2370

Jinlong Lei, Uday V Shanbhag, Jong Shi Pang and Suvrajeet Sen, 2020, "On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games", Mathematics of Operations Research, 45, (1), pp. 157-190

Jinlong Lei and Uday V Shanbhag, 2020, "Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes", Optimization Methods and Software

Aswin Kannan and Uday V. Shanbhag, 2019, "Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants", Computational Optimization and Applications, 74, (3), pp. 779-820

Afrooz Jalilzadeh, Angelia Nedich, Vinayak Shanbhag and Farzad Yousefian, 2018, "A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization", IEEE Conference on Decision and Control

Jong-Shi Pang, Suvrajeet Sen and Uday V Shanbhag, 2017, "Two-Stage Non-Cooperative Games with Risk-Averse Players", Mathematical Programming

Uma Ravat, Vinayak Shanb andag, , 2017, "On the existence of solutions to stochastic quasi-variational inequality and complementarity problems", Mathematical Programming

Farzad Yousefian, Angelia Nedic and Vinayak Shanbhag, 2017, "On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems", Mathematical Programming

Hao Jiang and Uday V Shanbhag, 2016, "On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes", SIAM Journal of Optimization, pp. 32

Yue Xie and Vinayak Shanbhag, 2016, "On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants", SIAM Journal on Optimization, 26, (4), pp. 2120–2159

Farzad Yousefian, Angelia Nedich and Vinayak Shanbhag, 2016, "Self-Tuned Stochastic Approximation Schemes for Non-Lipschitzian Stochastic Multi-User Optimization and Nash Games.", IEEE Transactions on Automatic Control

F. Yousefian, A. Nedich and Vinayak Shanbhag, 2015, "Stochastic approximation schemes for nonsmooth stochastic multi-user optimization and Nash games", IEEE Transactions on Automatic Control, pp. 32

Uma Ravat, Uday V. Shanbhag and Richard B. Sowers, 2014, "On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinearinteractions", Optimization Methods and Software, 29, (4), pp. 877–897

Ankur A Kulkarni and Vinayak Shanbhag, 2014, "A shared-constraint approach to multi-leader multi-followergames", Set Valued and Variational Analysis, 22, (4), pp. 691–720

Huibing Yin, Prashant G. Mehta, Sean P. Meyn and Vinayak Shanbhag, 2014, "Learning in mean-field games", IEEE Trans. Automat. Control, 59, (3), pp. 629–644

Huibing Yin, Prashant G. Mehta, Sean P. Meyn and Vinayak Shanbhag, 2014, "On the efficiency of equilibria in mean-field oscillator games", Dyn. Games Appl., 4, (2), pp. 177–207

Matthew J. Robbins, Sheldon H. Jacobson, Vinayak Shanbhag and Banafsheh Behzad, 2014, "The Weighted Set Covering Game: A Vaccine Pricing Model for Pediatric Immunization", INFORMS Journal on Computing, 26, (1), pp. 183–198

Ankur A Kulkarni and Uday V Shanbhag, 2014, "An Existence Result for Hierarchical Stackelberg v/s Stackelberg Games", IEEE Transactions on Automatic Control

Vinayak Shanbhag, 2013, "Stochastic Variational Inequality Problems: Applications, Analysis, and Algorithms", Informs TUTORIALS in Operations Research, pp. 71 – 107

G. Wang, Vinayak Shanbhag, T. Zheng, E. Litvinov and S. Meyn, 2013, "An Extreme-Point Subdifferential Method for Convex Hull Pricing in Energy and Reserve Markets: Part I: Algorithm Structure", IEEE Transactions on Power Systems, 28, (3), pp. 2111-2120

G. Wang, Vinayak Shanbhag, T. Zheng, E. Litvinov and S. Meyn, 2013, "An Extreme-Point Subdifferential Method for Convex Hull Pricing in Energy and Reserve Markets: Part II: Convergence Analysis and Numerical Performanc", IEEE Transactions on Power Systems, 28, (3), pp. 2121-2127

Aswin Kannan, Vinayak Shanbhag and Harrison M. Kim, 2013, "Addressing supply-side risk in uncertain power markets:stochastic Nash models, scalable algorithms and erroranalysis", Optim. Methods Softw., 28, (5), pp. 1095–1138

Dane A. Schiro, Jong-Shi Pang and Vinayak Shanbhag, 2013, "On the solution of affine generalized Nash games via Lemke's method", Mathematical Programming, 142, (1-2, Ser. A), pp. 1–46

Jayash Koshal, Angelia Nedic and Vinayak Shanbhag, 2013, "Regularized iterative stochastic approximation methods forstochastic variational inequality problems", IEEE Trans. Automat. Control, 58, (3), pp. 594–609

Aswin Kannan and Vinayak Shanbhag, 2012, "Distributed computation of equilibria in monotone Nash gamesvia iterative regularization techniques", SIAM J. Optim., 22, (4), pp. 1177–1205

Farzad Yousefian, Angelia Nedic and Vinayak Shanbhag, 2012, "On stochastic gradient and subgradient methods with adaptive steplength sequences", Automatica J. IFAC, 48, (1), pp. 56–67

Ankur A. Kulkarni and Vinayak Shanbhag, 2012, "On the variational equilibrium as a refinement of thegeneralized Nash equilibrium", Automatica J. IFAC, 48, (1), pp. 45–55

Ankur A. Kulkarni and Vinayak Shanbhag, 2012, "Recourse-based stochastic nonlinear programming: propertiesand Benders-SQP algorithms", Comput. Optim. Appl., 51, (1), pp. 77–123

Ankur A. Kulkarni and Vinayak Shanbhag, 2012, "Revisiting generalized Nash games and variationalinequalities", J. Optim. Theory Appl., 154, (1), pp. 175–186

H. Yin, P. G. Mehta, S. P. Meyn and U. V. Shanbhag, 2012, "Synchronization of Oscillators is a Game", IEEE Transactions on Automatic Control, 57, (4), pp. 920-935

Vinayak Shanbhag, Gerd Infanger and Peter W. Glynn, 2011, "A complementarity framework for forward contracting underuncertainty", Operations Research, 59, (4), pp. 810–834

Jayash Koshal, Angelia Nedic and Vinayak Shanbhag, 2011, "Multiuser optimization: distributed algorithms and erroranalysis", SIAM J. Optim., 21, (3), pp. 1046–1081

Huibing Yin, Vinayak Shanbhag and Prashant G. Mehta, 2011, "Nash equilibrium problems with scaled congestion costs andshared constraints", IEEE Trans. Automat. Control, 56, (7), pp. 1702–1708

Uma Ravat and Vinayak Shanbhag, 2011, "On the characterization of solution sets of smooth andnonsmooth convex stochastic Nash games", SIAM J. Optim., 21, (3), pp. 1168–1199

A. Kannan, Vinayak Shanbhag and H. M. Kim, 2011, "Strategic Behavior in Power Markets under Uncertainty", Energy Systems, 2, (2), pp. 115 – 141

Umesh Vaidya, Prashant G. Mehta and Vinayak Shanbhag, 2010, "Nonlinear stabilization via control Lyapunov measure", IEEE Trans. Automat. Control, 55, (6), pp. 1314–1328

S. Lakhera, Vinayak Shanbhag and M. McInerney, 2010, "Approximating Electrical Distribution Networks via Mixed-integer Nonlinear Programming", International Journal of Electric Power and Energy Systems, 33, (2), pp. 245 – 257

S. Lu, N. B. Schroeder, H. M. Kim and Vinayak Shanbhag, 2010, "Hybrid Power/Energy Generation Through Multi-disciplinary and Multilevel Design Optimization With Complementarity Constraints", Transactions of ASME: Journal of Mechanical Design, 132, (10)

Walter Murray and Vinayak Shanbhag, 2006, "A local relaxation approach for the siting of electricalsubstations", Comput. Optim. Appl., 33, (1), pp. 7–49

S. P. Koruthu and Vinayak Shanbhag, 1993, "A Distributed Parallel Processing Approach to Subsonic Potential Flow Analysis", Journal of Aeronautical Society of India, 45, (2)

Jayash Koshal, Angelia Nedich and Vinayak Shanbhag, , "Distributed Algorithms for Aggregative Games on Graphs", Operations Research

Hao Jiang, Vinayak Shanbhag and Sean P Meyn, , "Distributed computation of equilibria in misspecified convex stochastic Nash games", IEEE Transactions on Automatic Control (Conditionally Accepted)

Jinlong Lei, Uday V Shanbhag, Jong-Shi Pang, Suvrajeet anden, , , "On Synchronous, Asynchronous, and Randomized Best-Response schemes for Stochastic Nash games", Mathematics of Operations Research

Afrooz Jalilzadeh, Vinayak Shanbhag, Jose Blanchet and Peter Glynn, , "A Variable Sample-size Accelerated Proximal Method (VS-APM) for Structured Nonsmooth Strongly Convex Stochastic Optimization", Stochastic Systems

Afrooz Jalilzadeh, Angelia Nedich, Uday V Shanbhag and Farzad Yousefian, , "A Variable Sample-size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization", Mathematics of Operations Research

Farzad Yousefian, Angelia Nedich and Uday V Shanbhag, , "On stochastic and deterministic quasi-Newton methods for non-Strongly convex optimization: convergence and rate analysis", SIAM Journal of Optimization, 30, (2), pp. 1144--1172

Jinlong Lei and Uday V Shanbhag, , "Distributed Variable Sample-Size Gradient-response and Best-response Schemes for Stochastic Nash Equilibrium Problems over Graphs", SIAM Journal of Optimization

Min Gyung Yu, Gregory Pavlak and Vinayak Shanbhag, , "Uncertainty-aware optimal dispatch of building thermal storage portfolios via smoothed variance-reduced accelerated gradient methods", Journal of Energy Storage

Farzad Yousefian, Angelia Nedich and Vinayak Shanbhag, , "On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes", Set-Valued and Variational Analysis

Afrooz Jalilzadeh, Angelia Nedich, Vinayak Shanbhag and Farzad Yousefian, , "A Variable Sample-size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization", Mathematics of Operations Research

Chiara Lo Prete, Nongchao Guo and Vinayak Shanbhag, , "Virtual Bidding and Financial Transmission Rights: An Equilibrium Model for Cross-Product Manipulation in Electricity Markets", IEEE Transactions on Power Systems

Necdet S Aybat, Hesam Ahmadi and Uday V Shanbhag, , "On the analysis of inexact augmented Lagrangian schemes for misspecified conic convex programs", IEEE Transactions on Automatic Control

Hesam Ahmadi and Vinayak Shanbhag, , "On the resolution of misspecified convex optimization and monotone variational inequality problems", Computational Optimization and Applications

Aswin Kannan and Vinayak Shanbhag, , "Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants", Computational Optimization and Applications

Yue Xie and Vinayak Shanbhag, , "SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs", IEEE Transactions on Automatic Control

Jinlong Lei and Vinayak Shanbhag, , "Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization", Operations Research

Conference Proceedings

Jinlong Lei, Uday V Shanbhag and Jie Chen, 2020, "Distributed Computation of Nash Equilibria for Monotone Aggregative Games via Iterative Regularization", 2020-December, pp. 2285-2290

Afrooz Jalilzadeh and Vinayak Shanbhag, 2019, "A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems", Winter Simulation Conference

Eunhye Song and Vinayak Shanbhag, 2019, "Stochastic Approximation for simulation Optimization under Input Uncertainty with Streaming Data", Winter Simulation Conference

Afrooz Jalilzadeh and Uday V. Shanbhag, 2019, "A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems", 2019-December, pp. 3551-3562

Eunhye Song and Uday V. Shanbhag, 2019, "Stochastic Approximation for simulation Optimization under Input Uncertainty with Streaming Data", 2019-December, pp. 3597-3608

Jinlong Lei and Vinayak Shanbhag, 2018, "Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes.", IEEE Conference on Decision and Control

Jinlong Lei and Uday V Shanbhag, 2017, "An Inexact Randomized Best Response Scheme for Stochastic Potential Games"

Farzad Yousefian, Angelia Nedic and Vinayak Shanbhag, 2017, "A smoothing stochastic quasi-Newton method for non-Lipschitzian stochastic optimization problems", Winter Simulation Conference

George Kesidis, Vinayak Shanbhag, Neda Nasirani and Bhuvan Urgaonkar, 2017, "Competition and Peak-Demand Pricing in Clouds Under Tenants' Demand Response", MASCOTS

Afrooz Jalilzadeh and Vinayak Shanbhag, 2016, "eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs", pp. 690–701

Vinayak Shanbhag, Jong-Shi Pang and Suvrajeet Sen, 2016, "Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis", pp. 3591–3596

Yue Xie and Vinayak Shanbhag, 2016, "SI-ADMM: A stochastic inexact ADMM framework for resolving structured stochastic convex programs", pp. 714–725

Farzad Yousefian, Angelia Nedic and Vinayak Shanbhag, 2016, "Stochastic quasi-Newton methods for non-strongly convex problems: Convergence and rate analysis", pp. 4496–4503

Hao Jiang and Vinayak Shanbhag, 2015, "Data-driven Schemes for Resolving Misspecified MDPs"

A. Kannan, A. Nedich and Vinayak Shanbhag, 2015, "Distributed Stochastic Optimization under Imperfect In-formation"

Hesam Ahmadi and Uday V Shanbhag, 2014, "Data-driven first-order methods for misspecified convex optimization problems: Global convergence and Rate estimates", pp. 4228-4233

Farzad Yousefian, Angelia Nedic and Uday V Shanbhag, 2014, "Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems", pp. 5831-5836

Aswin Kannan and Uday V Shanbhag, 2014, "The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes", pp. 2930-2935

Yue Xie and Uday V Shanbhag, 2014, "On robust solutions to uncertain monotone linear complementarity problems (LCPs) and their variants", pp. 2834-2839

Cheng Wang, Bhuvan Urgaonkar, George Kesidis, Uday V Shanbhag and Qian Wang, 2014, "A Case for Virtualizing the Electric Utility in Cloud Data Centers"

F. Yousefian, A. Nedic and Vinayak Shanbhag, 2013, "A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems", pp. 933-944

Hao Jiang and Vinayak Shanbhag, 2013, "On the solution of stochastic optimization problems in imperfect information regimes", pp. 821-832

F. Yousefian, A. Nedic and Vinayak Shanbhag, 2013, "A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games", pp. 4765-4770

Bhuvan Urgaonkar, George Kesidis, Vinayak Shanbhag and C. Wang, 2013, "Pricing of Service in Clouds: Optimal Re-sponse and Strategic Interactions"

Vinayak Shanbhag, 2013, "On the consistency of leaders' conjectures in hierarchical games", CDC 2013, pp. 1180-1185

B. Urgaonkar, G. Kesidis, Vinayak Shanbhag and C. Wang, 2013, "Pricing of service in clouds: optimal response and strategic interactions", SIGMETRICS Performance Evaluation Review, 41, (3), pp. 28-30

J. Koshal, A. Nedic and Vinayak Shanbhag, 2012, "A gossip algorithm for aggregative games on graphs", pp. 4840-4845

Gui Wang, Vinayak Shanbhag and S.P. Meyn, 2012, "On Nash equilibria in duopolistic power markets subject to make-whole uplift", pp. 472-477

Hao Jiang and Vinayak Shanbhag, 2012, "On the convergence of joint schemes for online computation and supervised learning", pp. 4462-4467

M. Roytman, Vinayak Shanbhag, J.B. Cardell and C.L. Anderson, 2012, "Packaging Energy and Reserves Bids through Risk Penalties for Enhanced Reliability in Co-optimized Markets", pp. 1915-1922

Gui Wang, M. Negrete-Pincetic, A. Kowli, E. Shafieepoorfard, S. Meyn and Vinayak Shanbhag, 2012, "Real-time prices in an entropic grid", pp. 1-8

Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2011, "Bifurcation analysis of a heterogeneous mean-field oscillator game model", pp. 3895-3900

Hao Jiang, Vinayak Shanbhag and S.P. Meyn, 2011, "Learning equilibria in constrained Nash-Cournot games with misspecified demand functions", pp. 1018-1023

J. Koshal, A. Nedic and Vinayak Shanbhag, 2011, "Single timescale stochastic approximation for stochastic Nash games in cognitive radio systems", pp. 1-8

Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2011, "On the efficiency of equilibria in mean-field oscillator games", pp. 5354-5359

G. Wang, Vinayak Shanbhag, T. Zheng, E. Litvinov and S. P. Meyn, 2011, "A Pivot-Based Global Optimization Technique for Convex Hull Pricing"

A. Kannan and Vinayak Shanbhag, 2010, "Distributed iterative regularization algorithms for monotone Nash games", pp. 1963-1968

Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2010, "Learning in mean-field oscillator games", pp. 3125-3132

J. Koshal, A. Nedic and Vinayak Shanbhag, 2010, "Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty", pp. 231-236

Huibing Yin, P.G. Mehta, S.P. Meyn and Vinayak Shanbhag, 2010, "Synchronization of coupled oscillators is a game", pp. 1783-1790

U. Ravat and Vinayak Shanbhag, 2010, "On the characterization of solution sets of smooth and nonsmooth stochastic Nash games", pp. 5632-5637

F. Yousefian, Nedic´, A. and Vinayak Shanbhag, 2010, "Convex nondifferentiable stochastic optimization: A local randomized smoothing technique", pp. 4875-4880

J. Koshal, A. Nedic and Vinayak Shanbhag, 2009, "Distributed multiuser optimization: Algorithms and error analysis", pp. 4372-4377

Huibing Yin, Vinayak Shanbhag and P.G. Mehta, 2009, "Nash equilibrium problems with congestion costs and shared constraints", pp. 4649-4654

Huibing Yin, C.L. Cox, P.G. Mehta and Vinayak Shanbhag, 2009, "Bifurcation analysis of a thalamic relay neuron model", pp. 337-342

S. Lu, Vinayak Shanbhag and H. M. Kim, 2008, "Multidisciplinary and Multilevel Design Optimization Problemswith Equilibrium Constraints"

U. Vaidya, P.G. Mehta and Vinayak Shanbhag, 2007, "Nonlinear stabilization via control-Lyapunov measure", pp. 1722-1727

A. A. Kulkarni, A. Rossi, J. Alameda and Vinayak Shanbhag, 2007, "A Grid-Computing Framework for QuadraticProgramming under Uncertainty"

Vinayak Shanbhag, G. Infanger and P. W. Glynn, 2004, "On the Solution of Stochastic Equilibrium Problems inElectric Power Networks"

Vinayak Shanbhag, L. K. Norford, S. E. Englander and M. C. Caramanis, 1998, "Price Responsive Facility ControlOptimization Software for a Changing Retail Market"

Ibrahim E Bardakc, Constantino M Lagoa and Vinayak Shanbhag, , "Probability Maximization with Random Linear Inequalities: Alternative Formulations and Stochastic Approximation Schemes", American Control Conference

Service to Penn State:

Service to External Organizations:

• Participation in or Service to Professional and Learned Societies, Board Member, Associate Editor, SIAM Journal of Optimization, January 2020

• Participation in or Service to Professional and Learned Societies, Board Member, Associate Editor, Computational Optimization and Applications, July 2019

• Participation in or Service to Professional and Learned Societies, Board Member, Associate Editor, Optimization Letters, July 2019