Uday V. Shanbhag

Email: vvs3@psu.edu

Phone: (814) 865-7266

Office Address:
353 Leonhard Bldg.

Title: Professor

Website:

Research Areas:
Initiative for Sustainable Electric Power Systems
Energy Economics

Education Background:
• Ph. D. , Management Science and Engineering (Op. Research), Stanford University,
• S. M. , Operations Research, Massachusetts Institute of Technology
• B. Tech. , Aerospace Engineering, Indian Institute of Technology (IIT), Mumbai

About:

Shanbhag is the Gary and Sheila Chair Professor of Industrial Engineering, having joined Penn State in 2012 as an associate professor. He holds a B.S. in aerospace engineering from the Indian Institute of Technology in India, M.S. degrees from the Massachusetts Institute of Technology, and a Ph.D. in management science and engineering from Stanford University. Prior to Penn State, he was an assistant professor, and subsequently a tenured associate professor (for 11 days), in the Department of Industrial and Enterprise Systems Engineering at the University of Illinois at Urbana- Champaign. His research interests lie in the development of analytical tools and scalable computational schemes for optimization and equilibrium problems, with a focus on addressing uncertainty, non-smoothness and non-convexity. His research honors include the triennial A.W. Tucker Prize by the Mathematical Programming Society, the National Center for Supercomputing Applications Faculty Fellowship, the Computational Optimization and Applications Best Paper Award, the Best Theoretical Paper Award in the Winter Simulation Conference, and the National Science Foundation (NSF) Faculty Early Career Development Award. He currently serves on the editorial boards of the SIAM Journal of Optimization, Computational Optimization and Applications, and Optimization Letters and a past associate editor for IEEE Transactions on Automatic Control. Finally, his research has been supported by the NSF and DOE’s Advanced Scientific Computing Research Program as well as DOE’s ARPA-E program.

Research Interests:

• Optimization (analysis, optimization algorithms)
• Noncooperative games (analysis, computation)
• Application areas: design and operation of electricity markets

Memberships & Committees:

• Society of Industrial and Applied Mathematics (SIAM)
• Mathematical Programming Society (MPS)
• Institute of Operations Research and Management Science (INFORMS)
• Institute of Electrical and Electronic Engineers (IEEE)

Honors & Awards:

• NSF Career Award (Operations Research), 2012-2017
• The triennial A.W. Tucker prize for outstanding Ph.D. dissertation from the Mathematical Programming Society (MPS), 2006
• Best paper prize for Computational Optimization and Applications (COAP) (Jointly with Walter Murray for A Local Relaxation Method for the Siting of Electrical Substations), 2008
• Excellence in Teaching Award, University of Illinois; 2008, 2011

Teaching:

• Theory and algorithms for optimization and equilibrium problems
• Analysis and solution of stochastic optimization and variational inequality problems
• Design and operation of power systems and markets

Publications:

Elsevier: https://pennstate.pure.elsevier.com/en/persons/uday-shanbhag/publications/

Google: https://scholar.google.com/citations?hl=en&user=i4Ohp3sAAAAJ

Uday V. Shanbhag's Publications
Record 1 - 10 of 66 View All
Lei, J. and U. V. Shanbhag,(2020) Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization, Operations Research, v. 68(6), pp. 1742-1766. https://doi.org/10.1287/opre.2019.1946
Lei, J., U. V. Shanbhag, J. S. Pang, and S. Sen, (2020). On Synchronous, Asynchronous, and Randomized Best-Response schemes for Stochastic Nash games, Mathematics of Operations Research, v. 45 (1), pp. 157-190. https://doi.org/10.1287/
moor.2018.0986
Lo Prete, C., N. Guo, and U. V. Shanbhag, (2019). Virtual bidding and financial transmission rights: An equilibrium model for cross-product manipulation in electricity markets, IEEE Transactions on Power Systems, v. 34.(2), pp. 953–967.
Pang, J.-S., S. Sen, and U. V. Shanbhag, (2017). Two-Stage Non-Cooperative Games with Risk-Averse Players, Mathematical Programming, v. 165 (1), pp 235–290. (Series B.)
Ravat, U. and U. V. Shanbhag, (2017). On the existence of solutions to stochastic variational inequality and complementarity problems, Mathematical Programming (Series B), v. 165 (1), pp. 291–330.
Yousefian, F., A. Nedic, and U. V. Shanbhag, (2017). On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems, Mathematical Programming, v. 165 (1), pp 391–431.
Jiang, H. and U. V. Shanbhag, (2016). On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes, SIAM Journal of Optimization,, v. 26 (4), pp. 2394–2429.
Xie, Y. and U. V. Shanbhag, (2016). On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants, SIAM Journal on Optimization, v. 26 (4), pp 2120–2159.
Kannan, A., and U. V. Shanbhag, (2014). The pseudomonotone stochastic variational inequality problem: Analytical statements and stochastic extragradient schemes, Proceedings of the American Control Conference.
Ravat, U., U. V. Shanbhag, and R. Sowers, (2014). On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions, Optimization Methods and Software, v. 29 (4), pp. 877-897.
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