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Zi-Qing Zhang

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Preprint Aug 2026

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

An entropic variant of Korpelevich's extragradient algorithm---the Kullback--Leibler Mirror-Prox method---in which Euclidean projections are replaced by relative-entropy proximal steps, and a KL-type Tikhonov regularization that selects the equilibrium minimizing relative entropy with respect to a reference measure is...

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