The authors thank the department editor, Baris Ata; the anonymous associate editor; and three anonymous referees whose comments greatly improved the manuscript. The authors also thank Varun Gupta, Itai Gurvich, Itai Ashlagi, Suleyman Kerimov, and Peng Shi for helpful discussions, and Xiaojun Lin for suggesting the reference Huang and Neely (2011), which inspired the design of the authors’ primal-dual policies.