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math.OC2026
Median-of-Means for Nash Equilibrium Seeking in Heavy-Tailed Games
Chao Sun, Huiming Zhang, Bo Chen +3
This paper studies the Nash equilibrium seeking problem for stochastic games under heavy-tailed noise. The gradient noise is considered to have a finite -th moment (),…
math.OC2023
Distributed Stochastic Optimization under Heavy-Tailed Noises
Chao Sun, Huiming Zhang, Bo Chen +1
This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily sa…