Description
Solving Complex Game Problems using Gaussian Processes.
Description
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. V. Picheny, M. Binois, A. Habbal (2018) <doi:10.1007/s10898-018-0688-0>. M. Binois, V. Picheny, P. Taillandier, A. Habbal (2020) <arXiv:1902.06565v2>.
README.md
GPGame
GPGame: Solving Complex Game problems using Gaussian processes
This R package provides tools for finding game equilibria in a black-box setting (expensive pay-off evaluations, no derivatives). Two game setups are considered: Nash games and Kalai-Smorodinski games. Handles noiseless or noisy evaluations. Graphical outputs can be generated automatically.
Installation
For the stable version: http://cran.r-project.org/package=GPGame
This the development version.