| 2024 | WSC | Improving Dimension Dependence in Complexity Guarantees for Zeroth-Order Methods via Exponentially-Shifted Gaussian Smoothing. | Mingrui Wang, Prakash Chakraborty, Uday V. Shanbhag |
| 2024 | WSC | A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Stochastic Constraints. | Peixuan Zhang, Uday V. Shanbhag |
| 2019 | CISS | Smoothed First-order Algorithms for Expectation-valued Constrained Problems. | Afrooz Jalilzadeh, Uday V. Shanbhag |
| 2019 | WSC | A Proximal-Point Algorithm with Variable Sample-Sizes (PPAWSS) for Monotone Stochastic Variational Inequality Problems. | Afrooz Jalilzadeh, Uday V. Shanbhag |
| 2019 | WSC | Stochastic Approximation for simulation Optimization under Input Uncertainty with Streaming Data. | Eunhye Song, Uday V. Shanbhag |
| 2017 | MASCOTS | Competition and Peak-Demand Pricing in Clouds Under Tenants' Demand Response. | George Kesidis, Uday V. Shanbhag, Neda Nasiriani, Bhuvan Urgaonkar |
| 2017 | WSC | A smoothing stochastic quasi-newton method for non-lipschitzian stochastic optimization problems. | Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag |
| 2016 | WSC | eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs. | Afrooz Jalilzadeh, Uday V. Shanbhag |
| 2016 | WSC | SI-ADMM: A stochastic inexact ADMM framework for resolving structured stochastic convex programs. | Yue Xie, Uday V. Shanbhag |
| 2015 | WSC | Data-driven schemes for resolving misspecified MDPs: asymptotics and error analysis. | Hao Jiang, Uday V. Shanbhag |
| 2015 | WSC | Budget-constrained stochastic approximation. | Uday V. Shanbhag, Jose H. Blanchet |
| 2013 | WSC | On the solution of stochastic optimization problems in imperfect information regimes. | Hao Jiang, Uday V. Shanbhag |
| 2013 | WSC | A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems. | Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag |
| 2011 | WSC | A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities. | Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag |