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]
@article{GhadimiRW20,
title = {A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization},
author = {Saeed Ghadimi and Andrzej Ruszczynski and Mengdi Wang},
year = {2020},
doi = {10.1137/18M1230542},
url = {https://doi.org/10.1137/18M1230542},
researchr = {https://researchr.org/publication/GhadimiRW20},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {30},
number = {1},
pages = {960-979},
}