Subject: [ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC] | [ MATH ] Mathematics [math] | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST]
International audience; An ongoing scope of research in multi-objective Bayesian optimization is to extend its applicability to a large number of objectives. Recovering the set of optimal compromise solution generally requires lots of observations while being less inter... View more
 Victor Picheny. Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction. Statistics and Computing, pages 1-16, 2013.
 Julien Bect, François Bachoc, and David Ginsbourger. A supermartingale approach to Gaussian process based sequential design of experiments. arXiv preprint arXiv:1608.01118, 2016.
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 Victor Picheny, Mickael Binois, and Abderrahmane Habbal. A Bayesian optimization approach to find Nash equilibria. arXiv preprint arXiv:1611.02440, 2016.
 Victor Picheny and Mickael Binois. GPGame: Solving Complex Game problems using Gaussian processes, 2017. R package version 1.0.0.