vpicheny/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.

Getting started

Package details

AuthorVictor Picheny, Mickael Binois
MaintainerVictor Picheny <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
vpicheny/GPGame documentation built on Sept. 11, 2019, 1:41 p.m.