A Appendix: Proofs and Algorithms A.1 Proofs of results in Section 4 Proof of Proposition 4.1. Plug B

(Bertsekas, 1999). Algorithm 1. Furthermore, we call ˆ f (), X We can show that | f () ˆ f () |, 8 2 [, ] . Besides, computing the upper bound claimed in Proposition 4.2 requires finding The second equality is from the fact that the objective function is affine w.r.t. Finally, we verify the rest two components. Finally, we verify the rest two components. This finishes the proof of our claim.