mlsanityData to 14 Oct 2026

Expected Variational Inequalities

arXiv 2502.18605 ↗First posted 25 Feb 2025cs.GT cs.LG math.OCcited by 5

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Abstract (arXiv)

Variational inequalities (VIs) encompass many fundamental problems in diverse areas ranging from engineering to economics and machine learning. However, their considerable expressivity comes at the cost of computational intractability. In this paper, we introduce and analyze a natural relaxation -- which we refer to as expected variational inequalities (EVIs) -- where the goal is to find a distribution that satisfies the VI constraint in expectation. By adapting recent techniques from game theory, we show that, unlike VIs, EVIs can be solved in polynomial time under general (nonmonotone) operators. EVIs capture the seminal notion of correlated equilibria, but enjoy a greater reach beyond games. We also employ our framework to capture and generalize several existing disparate results, including from settings such as smooth games, and games with coupled constraints or nonconcave utilities.

Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 49 of its 102 references that are in the map. First posted on arXiv 25 Feb 2025.

Builds on

49 of 102 references.

References · 49

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37 more
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Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 1; 2026: 4.

5 papers.