GPGame

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) .