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.


News

GPGame 1.0.1

Change / GPGame 1.0.0

  • non-domination function now mostly internal
  • use log determinant as a criterion
  • new CKS criterion
  • various bug corrections

Reference manual

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install.packages("GPGame")

1.1.0 by Victor Picheny, 10 months ago


Browse source code at https://github.com/cran/GPGame


Authors: Victor Picheny , Mickael Binois


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, DiceKriging, GPareto, KrigInv, DiceDesign, MASS, mnormt, mvtnorm, methods

Suggests DiceOptim

Linking to Rcpp


See at CRAN