Research

Publications

1. J. Koshal, A. Nedich, and U. V. Shanbhag, Distributed Algorithms for Aggregative Games on Graphs, Operations Research, 201664:3, pg. 680-704. Preliminary version at ARXIV. Special thanks to Ankur Kulkarni and Behrouz Touri in providing some helpful suggestions regarding the proof of Lemma 10.
2. J. Koshal, A. Nedich, and U. V. Shanbhag, Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems, IEEE Transactions on Automatic Control, Volume 58, No. 3, Pages 594-609, 2012.
3. J. Koshal, A. Nedich, and U. V. Shanbhag, Multiuser Optimization: Distributed Algorithms and Error Analysis, SIAM Journal of Optimization,Volume 21, No. 3, Pages 1168-1199, 2011.

Conference proceedings

1. J. Koshal, A. Nedich and U.V. Shanbhag, A Gossip Algorithm for Aggregative Games on Graphs, Proceedings of 51st IEEE Conference on Decision and Control (CDC), Maui, Hawaii, December 9-13, 2012, pp. 4840-4845.
2. J. Koshal, A. Nedich and U.V. Shanbhag, Single timescale Stochastic Approximation for Stochastic Nash Games in Cognitive Radio Systems, Proceedings of the 17th International Conference on Digital Signal Processing (DSP), Pages 1-8, 2011.
3. J. Koshal, A. Nedich, and U. V. Shanbhag, Single Timescale Regularized Stochastic Approximation Schemes for Monotone Nash Games under Uncertainty, Proceedings of the IEEE Conference on Decision and Control (CDC), Pages 231-236, 2010.
4. J. Koshal, A. Nedich, and U. V. Shanbhag, Distributed Multiuser Optimization: Algorithms and Error Analysis, Proceedings of the IEEE Conference on Decision and Control (CDC), Pages 4372 - 4377, 2009.

Internship

• Givens Associate, Mathematics and Computer Science Division, Argonne National Laboratory, May-August 2011.
  • Designed, implemented and tested multiple heuristics for MINOTAUR. Preliminary version HERE.

Invited Talks

1. Applications of Optimization Models in the Business Problems, Information Management and Business Analytics Department, Montclair State University, Montclair, NJ.
2. Multiuser Optimization under Limited Coordination using Stochastic Approximation and Game Theoretic Methods, Industrial & Systems Engineering Department, Oakland University, Oakland, MI.

Talks and presentations

1. Maximum Entropy Utility Function Assessment using RenyiEntropy, Informs Annual Meeting, Philadephia, PA, 2015
2. Single Timescale Regularized Stochastic Approximation Schemes for Monotone Stochastic Nash Games, 49th Conference on Decision and Control (CDC), 2010.
3. Single Timescale Regularized Stochastic Approximation Schemes for Monotone Nash Games under Uncertainty, Informs Annual Meeting, Austin, TX 2010.
4. Multiuser Optimization: Distributed Algorithms and Error Analysis, Informs Annual Meeting, San Diego, CA 2009.

Projects

1. Teaching Assistantship and Research Assistantship at the Department of Industrial and Enterprise Systems Engineering, UIUC, 2008 - 2012.
2. Levy Process Simulation for Option Pricing Using Fast Fourier Transform, Stochastic Calculus and Simulation Methods in Finance, Fall 2011.
3. Stock Trend Prediction using Statistical Learning Methods, Statistical Learning, Fall 2011.
4. CRR Binomial Model for Vanilla Option Pricing, Financial Engineering Project, Fall 2010
5. Timetabling and Resource Scheduling, B. Tech. Project, IIT Bombay, 2007-2008.

Academic Service

• Session Chair
  • Design Engineering for Informs Annual Meeting 2015, Philadephia, PA.
• Referee
  • IEEE Transactions on Automatic Control
  • IEEE Conference on Decision and Control
  • IEEE Transactions on Automation Science and Engineering
  • IEEE Systems, Man and Cybernetics: Systems
  • IFAC Workshop on Estimation and Control of Networked Systems (NECSYS)
  • Allerton Conference on Communication, Control, and Computing

1. R. Patil, J. Shah and J. Koshal, Understanding the Strategic Role of Six SigmaProjects in Global Supply Chains, Proceedings of IMRC 2008, Global Supply ChainManagement: Role of Emerging Economies, December 22-24, 2008, IIM Bangalore, India.