Publications

Journal Papers:

1.  Ayush Verma, Vikas Vikram Singh, Abdel Lisser, Single Controller Chance-constrained Stochastic Games, Journal of Optimization Theory and Applications, 2025 (Accepted).

2.  V Varagapriya, Vikas Vikram Singh, Abdel Lisser, Convex approximations of random constrained Markov Decision Processes, SIAM Journal on Optimization, Vol. 35, 1703--1730, 2025.

3.  Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh, Distributionally robust chance-constrained Markov Decision Processes  with random payoff,  Applied Mathematics and Optimization, Vol 90, 2024. 

4.  V Varagapriya, Vikas Vikram Singh, Abdel Lisser, Rank-1 transition uncertainties in constrained Markov decision processes,   European Journal of Operational Research, Vol. 318, 167-178, 2024. 

5.  Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh, Random games under normal mean-variance mixture distributed independent linear joint chance constraints.  Statistics and Probability Letters, Vol. 208, 10036,  2024.

6.  V Varagapriya, Vikas Vikram Singh, Abdel Lisser,  Joint chance-constrained Markov decision processes, Annals of Operations Research,  Vol. 322, 1013–1035, 2023 

7.  Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh, Random games under elliptically distributed dependent joint chance constraints,  Journal of Optimization Theory and Applications, Vol. 195,  249-264, 2022. 

8. V Varagapriya, Vikas Vikram Singh, Abdel Lisser,  Constrained Markov decision processes with uncertain costs,  Operations Research Letters, Vol. 50 (2), 218-223,  2022 .  

9. Peng Shen, Navnit Yadav, Abdel Lisser, Vikas Vikram Singh, Chance constrained games with mixture distributions, Mathematical Methods of Operations Research, Vol. 94, 71-97, 2021. 

10.    Vikas Vikram Singh, Abdel Lisser, Monika Arora, An equivalent mathematical program for games with random constraints,  Statistics and Probability Letters, Vol. 174, 109092, 2021. 

11. Peng Shen,  Abdel Lisser, Vikas Vikram Singh, Nalin Gupta, Eshan Balachandar, Games with distributionally robust joint chance constraints.  Optimization Letters, Vol. 15, 1931-1953, 2021.  

12.  Vikas Vikram Singh, Abdel Lisser, A Second order cone programming formulation for zero sum game with chance constraints, European Journal of Operational Research, Vol. 275(3), 839-845, 2019.

13. Peng Shen, Vikas Vikram Singh,  Abdel Lisser, General sum games with joint chance constraints, Operations Research Letters, Vol. 56 (5), 482-486, 2018.

14. Vikas Vikram Singh and Abdel Lisser,  A characterization of Nash equilibrium for the games with random payoffs, Journal of Optimization Theory and Applications, Vol. 178 (3), 998-1013, 2018. 

15. Vikas Vikram Singh and Abdel Lisser, Variational inequality formulation for the games with random payoffs,  Journal of Global Optimization, Volv. 72(4), 743-760, 2018.

16. Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Distributionally robust chance-constrained games: Existence and characterization of Nash equilibrium,  Optimization Letters Volume 11(7) pp 1385–1405 (2017).

17. Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Existence of Nash equilibrium for chance-constrained games, Operations Research Letters 44(5): 640-644 (2016).

18.  Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Equivalent nonlinear complementarity problem for chance-constrained games, Electronic Notes in Discrete Mathematics 55: 151-154 (2016).

19.  Konstantin Avrachenkov, Giovanni Neglia, Vikas Vikram Singh, Network formation games with teams, Journal of Dynamics and Games, Volume 3, Issue 4, Pages 303–318, 2016.

20.  Konstantin Avrachenkov, Vikas Vikram Singh, Stochastic coalitional better-response dynamics and stable equilibrium, Automation and Remote Control, Volume 77, Issue 12, Pages 2227–2238, 2016.

21.  Vikas Vikram Singh, N. Hemachandra, A characterization of stationary Nash equilibria of single controller constrained stochastic games, International Game Theory Review, Volume 17, Issue 02, 2015.

22. Vikas Vikram Singh, N. Hemachandra, A characterization of stationary Nash equilibria of constrained stochastic games with independent state processes, Operations Research Letters , Volume 42, Issue 1, Pages 48-52, 2014.

23. Vikas Vikram Singh, N. Hemachandra,  K.S. Mallikarjuna Rao, Blackwell optimality in stochastic games, International Game Theory Review, Volume 15, Issue 04, 2013. 

Book Chapter:

1.  Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Solving chance-constrained games using complementarity problems, In:Vitoriano B., Parlier G. (eds) Operations Research and Enterprise Systems. ICORES 2016. Communications in Computer and Information Science 695:52-67    (2017).

2.   Konstantin Avrachenkov, Vikas Vikram Singh, Stochastic coalitional better-response dynamics for finite games with application to network formation games, In: Altman E., Avrachenkov K., De Pellegrini F., El-Azouzi R., Wang H. (eds) Multilevel Strategic Interaction Game Models for Complex Networks. Springer, Cham, pp 185-199, 2019.          

Conference Proceedings:

• 1.   Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, A Complementarity Problem Formulation for Chance-Constrained Games, 5th International Conference on Operations Research and Enterprise Systems (ICORES), Pages 58–67, 2016. (Best Paper Award).

  2.  Hoang Nam Nguyen, Vikas Vikram Singh, Abdel Lisser, Monika Arora,  Zero-sum games with distributionally robust chance constraints, 17th International Conference on Internet and Web Applications and Services (ICIW), ISBN: 978-1-61208-957-7,  Pages 7-12, 2022 (Best Paper Award). 

  3. V. Varagapriya,  Vikas Vikram Singh, "Chance-constrained formulation of MDPs under total reward criteria: an application to advertisement model", European Control Conference (ECC), Bucharest, Romania, pp. 1-6, 2023 

  4. V Varagapriya, Vikas Vikram Singh, Abdel Lisser, Constrained Markov Decision Processes with uncertain transition probabilities,  European Control Conference (ECC), Stockholm, Sweden, pp 1-6, 2024. 

  5. Ayush Verma, Vikas Vikram Singh, Prashant Palkar, Mathematical Programming Formulation for Computing Nash Equilibrium of Stochastic Games. Indian Control Conference (ICC) (Accepted).

Unpublished work:

• 1.  Vikas Vikram Singh,  N. Hemachandra, Blackwell-Nash equilibrium for discrete and continuous time stochastic games,  http://arxiv.org/abs/1605.00977

Submitted Papers:

1. Vikas Vikram Singh, Varre Harsha Vardhan, Distributionally robust chance-constrained game model for portfolio selection in financial market. (Submitted) 

2.  Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh, Distributionally robust chance-constrained  Markov decision processes with random transition probabilities (Submitted) 

3. V Varagapriya, Vikas Vikram Singh, Abdel Lisser, Convex Approximations of Distributionally Robust Chance-constrained Markov Decision Processes. (Submitted)

4. Lucas Osmani,  Abdel Lisser, Vikas Vikram Singh, CHANCE-CONSTRAINED ZERO-SUM STOCHASTIC GAMES (Submitted).