Xu, Huifu; Zhang, Dali - In: Computational Optimization and Applications 55 (2013) 3, pp. 597-645
probability one, a statistical estimator (a Nash equilibrium or a Nash-C-stationary point) obtained from sample average … point converges to a weak Nash-C-stationary point of the true problem. Finally, the model is applied to stochastic Nash … generalized derivatives, it is shown that with probability approaching one exponentially fast by increasing sample size, the Nash-C-stationary …