Since November 2016, Uday V. Shanbhag has held the Gary and Sheila Chaired Professorsip in the department of Industrial and Manufacturing Engineering (IME) at the Pennsylvania State University, having been a tenured associate professor since arriving in Fall 2012. Prior to being at Penn. State, from 2006–2012, he was first an assistant professor, and subsequently a tenured associate professor (for approx. 10 days), in the department of Industrial and Enterprise Systems engineering (ISE) at the University of Illinois at Urbana-Champaign (UIUC).
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, nonsmoothness and nonconvexity. Much of his research finds application in the realm of power systems and markets, where he has examined a range of questions, including the examination of strategic interactions in multi-settlement markets under uncertainty, the location of electrical substations and dynamic competitive equilibrium models. More recently, he has begun working on a broad class of nonconvex and stochastic statistical learning problems.
His research honors include the triennial A.W. Tucker Prize by the mathematical programming society (MPS) in 2006, the NCSA Faculty Fellowship in 2006, the Computational Optimization and Applications (COAP) best paper award (with advisor Walter Murray) in 2007, and the best theoretical paper award in the Winter Simulation Conference (WSC) in 2013 (with Angelia Nedich and Farzad Yousefian). Additionally, he was a finalist for the Microsoft Faculty fellowship (2008) and was awarded the National Science Foundation (NSF) Faculty Early Career Development (CAREER) award in 2012 from the Operations Research program. Several of his doctoral students have been recognized by a range of honors including Uma Ravat (best student paper prize at the triennial International Conference on Stochastic Programming (2010)), Aswin Kannan (finalist for best student paper prize at the triennial International Conference on Stochastic Programming (2010)) and Huibing Yin (finalist for the best student paper prize at the IEEE Conference on Decision and Control (2009)). Finally, his teaching has been recognized through annual teaching awards by ISE in 2008 and 2011. He has given plenary talks at the International Conference on Continuous Optimization (Berlin 2019) and at the Workshop on Dynamics, Optimization and Variational Analysis in Applied Games (Fields Institute, Toronto, 2020). He has also given tutorial talks at ICCP 2012 and ICSP 2019.
His service-related activities include being an associate editor for the Allerton Conference on Computing, Communication, and Control, program committee member on Conference on High Confidence Networked Systems (HiCoNS) (2012, 2013), Vice-chair (Nonlinear Programming) in the Informs Optimization society (2009, 2010), and the cluster chair for Nonlinear programming in Informs (2009, 2010). Additionally, he was on the advisory committees for Informs Optimization conference in Gainesville, Fl. (2010), the Midwest Informs Conference (2011), and on the Nicholson paper prize committee in 2013. He also served as a co-chair of the Nicholson paper prize committee (with Kavita Ramanan) (2014).
Uday V. Shanbhag has a Ph.D. from Stanford University's department of Management Science and Engineering (2006), with a concentration in operations research and was associated with the Systems Optimization Laboratory when at Stanford. He also holds masters and undergraduate degrees from the Massachusetts Institute of Technology (MIT), Cambridge (in Operations Research) and the Indian Institute of Technology (IIT), Bombay, respectively.