@article{nestedstochasticgradientdescentfor, title = {Nested Stochastic Gradient Descent for (Generalized) Sinkhorn Distance-Regularized Distributionally Robust Optimization}, author = {Yufeng Yang and Yi Zhou and Zhaosong Lu}, year = {2025}, eprint = {2503.22923}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2503.22923v1}, }