R package GPGame: Solving Complex Game Problems using Gaussian Processes. Sequential strategies for finding a game equilibrium are proposed in a black-box setting (expensive pay-off evaluations, no derivatives). The algorithm handles noiseless or noisy evaluations. Two acquisition functions are available. Graphical outputs can be generated automatically.
References in zbMATH (referenced in 2 articles , 2 standard articles )
Showing results 1 to 2 of 2.
- Binois, Mickael; Picheny, Victor; Taillandier, Patrick; Habbal, Abderrahmane: The Kalai-Smorodinsky solution for many-objective Bayesian optimization (2020)
- Picheny, Victor; Binois, Mickael; Habbal, Abderrahmane: A Bayesian optimization approach to find Nash equilibria (2019)