Solving Complex Game Problems using Gaussian Processes
Probability for a strategy of being a Nash Equilibrium
SUR criterion for equilibria
All-purpose filter
Strategy generation
Equilibrium computation of a discrete game for a given matrix with obj...
Package GPGame
Generic non-domination computation
Plot equilibrium search result (2-objectives only)
Visualisation of equilibrium solution in input/output space
Restart existing run
Main solver
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) <doi:10.48550/arXiv.1902.06565>.