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]

Authors

Saeed Ghadimi

This author has not been identified. Look up 'Saeed Ghadimi' in Google

Andrzej Ruszczynski

This author has not been identified. Look up 'Andrzej Ruszczynski' in Google

Mengdi Wang

This author has not been identified. Look up 'Mengdi Wang' in Google