Make the nomadic confederations centralized and developed enough that they're the ones concerned with guarding their territory and maintaining trading posts, fighting off raiders from the sedentary realms.
During the Khazar Khaganate, war-parties and armies from agriculturalist lands (Abbasid, Byzantine, Viking, Rus') probably invaded the Khazar empire more than the other way around.
What you wrote is well supported by the history of the post-Golden Horde Tatar states on Volga and in the Crimea even if in the case of at least Crimean Khanate they kept raiding almost until the very end. But the case of the Crimea was somewhat different on 2 main accounts:
1st, their settled area was within a peninsula well defended by the combination of the fortifications (Perekop) and environment (an open steppe with a little water, very hot and dry summers and very cold winters) and big enough to accommodate most of the nomadic population with their herds.
2nd, they had a powerful protector, the Ottoman Empire, which may or may not object against specific anti-Tatar expedition (there was certain understanding of self-defense rights) but definitely would object against conquest of the Khanate (hence 2nd Russian-Ottoman War of the reign of Catherine II) both as a matter of principle and by the purely economic reasons like slave trade and salt extraction in Siwash.
As for the Khazars, by the time you are taking about the Khazars became semi-nomadic (had numerous cities) and at least some of their sedentary opponents had either cavalry-based armies or at least armies that was moving on a horseback and fought on foot (early Rus armies) while it seems that a military power of the Khaganate was on a serious decline even if just in the terms of an armored cavalry . Vulnerability of the Khazar state also was in the fact that at least some of their important cities had been on the rivers which made them easily reachable for the opponents skillful in a "river warfare" like Rus and Vikings. But then, again, by the time most these opponents became aggressive, the Khazar state already was much weaker that at its peak when it managed to subdue a vast area which included a lot of sedentary people so the whole thing may also be attributed to a growth of the new powers, especially the Muslims. Still, they won the 1st Arab-Khazar War and launched a number of raids into Transcaucasian principalities under Muslim dominion. Even in 722 they invaded Arab-held Armenia and defeated the Muslim troops there and (after some defeats) went on a new offensive in 726 "launching a major invasion of Albania and Azerbaijan; by 729, the Arabs had lost control of northeastern Transcaucasia and were thrust again into the defensive. In 730, Barjik invaded Iranian Azerbaijan and
defeated Arab forces at
Ardabil in before series of their defeats started." Only after 737 the Arabs started getting an upper hand but even then "Khazar general
Ras Tarkhan invaded south of the Caucasus in 762–764, devastating Albania, Armenia, and Iberia, and capturing Tiflis. Thereafter relations became increasingly cordial between the Khazars and the Abbasids, whose foreign policies were generally less expansionist than the Umayyads, broken only by a series of raids in 799 over another failed marriage alliance." By the Xth century the Khazars had been squeezed between the nomadic Pechenegs in the steppe and emerging Kievan Rus on the North and the Alans encouraged by the Byzantines. In the case of Rus the main conflict was over the attempt to prevent the Russian looting raids by Volga and then Caspian Sea into the Muslim-held territories. Rather typically, by plotting defeating of the Khazar state Byzantines shot themselves in a foot: after destruction of the Kaghanate the same Russian prince Svyatoslav became a major pain in the Byzantine posteriors by (after being paid for fighting the Bulgarians) trying to create his own state in Northern Bulgaria with a capital on the Danube.
Strictly speaking, even if the nomads are not even united, they are still vulnerable to a reasonably mobile enemy familiar with the area. Each tribe has a limited area in which it moves and it has herds of a cattle which could not gallop away. And it usually has winter camps where at least some of the tribe stays even during the summer preparing the hay for the horses. Anyway, the yurts (or whatever is their equivalent) can not be moved fast especially if they are being transported by the oxen as was seemingly the case with the big yurts in Mongolia (
http://originalyurts.com/yurt-gallery/yurts-in-history-and-art/) and probably Pechenegs, Cumans, etc. were not too different. So if you know whom you are trying to punish and have an adequate force, then you can invade the nomadic territory with a noticeable success .