》  Research Fields

• Multi-agent systems

• Online decision making

• Distributed and stochastic optimization

• Distributed and stochastic Nash equilibrium computation

• Stochastic approximation and its applications

》  Courses

Undergraduate Courses: 《Introduction to Information Specialty》、《Stochastic Process》

》  Projects

1. National Natural Science Foundation of China under Grant 62003240, 2021.01-2023.12.

2. National Natural Science Foundation of China under Grant 72271187, 2023-01-01-2026-12-31.

3. Shanghai Young Talents of Science and Technology, Shanghai Sailing Program No. 20YF1452800, 2020.07-2023.06.

4. China Association for Science and Technology, "Young Talents Promotion Project", 2019-2021.

》  Publications

Paper

• Jinlong Lei, Peng Yi∗, Jie Chen, and Yiguang Hong, “Distributed Variable Sample-size Stochastic Optimization with Fixed Step-sizes", IEEE Transactions on Automatic Control, pp. 5630–5637, vol. 67, no. 10, 2022.

• Jinlong Lei and Uday V. Shanbhag, "Distributed Variable Sample-Size Gradient-response and Best-response Schemes for Stochastic Nash Games over Graphs", SIAM Journal on Optimization, pp. 573–603, vol. 32, no. 2, 2022.

• Jinlong Lei and Uday V. Shanbhag, “Stochastic Nash Equilibrium Problems: Models, Analysis, and Algorithms", IEEE Control Systems Magazine, vol. 42, no. 4, pp. 103–124, 2022.

• Xianlin Zeng, Jinlong Lei∗, and Jie Chen, ”Dynamical Primal-Dual Accelerated Method with Applications to Network Optimization", IEEE Transactions on Automatic Control, 10.1109/TAC.2022.3152720, 2022.

• Peng Yi, Jinlong Lei∗, Yiguang Hong, Jie Chen, and Guodong Shi, “Distributed Linear Equations over Random Networks", IEEE Transactions on Automatic Control, DOI 10.1109/TAC.2022.3187379, 2022.

• Shijie Huang, Jinlong Lei∗, Yiguang Hong, “A Linearly Convergent Distributed Nash Equilibrium Seeking algorithm for Aggregative Games", IEEE Transactions on Automatic Control, 10.1109/TAC.2022.3154356, 2022.

• Jinlong Lei and Uday V. Shanbhag, “Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes", Optimization Methods and Software, vol. 37, no. 1, pp. 264–294, 2022.

• Jinlong Lei, and Han-Fu Chen, "Distributed Stochastic Approximation Algorithm With Expanding Truncations: Algorithm and Applications", IEEE Transactions on Automatic Control, vol. 65, no. 2, pp. 664-679, Full Paper, 2020.

• Jinlong Lei and Uday V. Shanbhag, "Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization," Operations Research, vol. 68, no. 6, pp. 1742–1766, 2020.

• Jinlong Lei, Peng Yi, Guodong Shi, and Brian D. O. Anderson, ``Distributed Algorithms with Finite Data Rates that Solve Linear Equations", SIAM Journal on Optimization, vol. 30, no. 2, pp.1191–1222, 2020.

• Jinlong Lei, Peng Yi, Yiguang Hong, Jie Chen, and Guodong Shi, “Online Convex Optimization Over Erdos-Renyi Random Networks", Advances in Neural Information Processing Systems, 2020.

• Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang, and Suvrajeet Sen, “On Synchronous, Asynchronous, and Randomized Best-Response schemes for computing equilibria in Stochastic Nash games,” Mathematics of Operations Research, vol. 45, no.1, pp. 157-190, 2020.

• Jinlong Lei, Han-Fu Chen, and Hai-Tao Fang, "Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization Over Random Networks," SIAM Journal on Control and Optimization, vol. 56, no.3, pp. 2159--2188, 2018.

• Jinlong Lei, Han-Fu Chen, and Hai-Tao Fang, "Primal-Dual Algorithm for Constrained Network Optimization", Systems and Control Letters, vol. 96, pp. 110--117, 2016.

• Jinlong Lei and Han-Fu Chen, "Stochastic Approximation Based Distributed Randomized Page Rank Algorithm", IEEE Transactions on Automatic Control, vol. 60, no. 6, pp. 1641-1646, 2015.