By Uday Shanbhag and Farzad Yousefian

We consider the minimization of an *L_0*-Lipschitz continuous and expectation-valued function, denoted by *f* and defined as *f(x)\triangleq \mathbb{E}[\tilde{f}(x,\omega)]*, over a Cartesian product of closed and convex sets with a view towards obtaining both asymptotics as well as rate and complexity guarantees for computing an approximate stationary point (in a... Show more

July 15, 2021

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