**Book, Chapters**

- Gui Wang, Matias Negrete-Pincetic, Anupama Kowli, Ehsan Shafieepoorfard, Sean Meyn and Vinayak Shanbhag, 2012,
*Dynamic competitive equilibria in electricity markets*, Springer, New York, pp. 35–62

- Walter Murray and Vinayak Shanbhag, 2006,
*A local relaxation method for nonlinear facility location
problems*, Springer, New York, pp. 173–204

**Journal Articles**

- 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

- 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

- Jinlong Lei and Vinayak Shanbhag, , "A Limited Coordination Variance-reduced Randomized Block Scheme for Composite Nonconvex Stochastic Optimization", Optimization Methods and Software

- 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, Vinayak Shanbhag and Hesam Ahmadi, , "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**

- 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*

- 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*