Median-of-Means robustifies gradients to achieve almost sure convergence of Nash equilibrium seeking under heavy-tailed noise with finite δ-moments.
Distributed algorithms for searching gen- eralized nash equilibrium of noncooperative games
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Median-of-Means for Nash Equilibrium Seeking in Heavy-Tailed Games
Median-of-Means robustifies gradients to achieve almost sure convergence of Nash equilibrium seeking under heavy-tailed noise with finite δ-moments.