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Author

L. Vy

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Preprint Aug 2026

Kullback-Leibler Mirror-Prox for Measure-Valued Variational Inequalities and Mean-Field Equilibria

We study the computation of static mean-field equilibria on a compact state space by formulating the equilibrium condition as a variational inequality over probability measures. We propose an entropic variant of Korpelevich's extragradient algorithm---the Kullback--Leibler Mirror-Prox method---in which Euclidean projec...

Erhan Bayraktar, Ibrahim Ekren, Lukianiuk Vy et al. · 0 citations

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