A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization

Saeed Ghadimi, Andrzej Ruszczynski, Mengdi Wang. A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization. SIAM Journal on Optimization, 30(1):960-979, 2020. [doi]

Abstract

Abstract is missing.