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We use a Bayesian optimization framework to obtain novel algorithms to solve finite (discrete action spaces) and infinite (real interval action spaces) potential games, utilizing the structure of potential games. Numerical results illustrate the efficiency of the approach in computing a Nash equilibrium of static potential games and linear Nash equilibrium of dynamic potential games.<\/jats:p>","DOI":"10.1093\/comjnl\/bxz146","type":"journal-article","created":{"date-parts":[[2019,10,25]],"date-time":"2019-10-25T11:09:47Z","timestamp":1572001787000},"page":"1801-1813","source":"Crossref","is-referenced-by-count":4,"title":["A Bayesian Optimization Approach to Compute Nash Equilibrium of Potential Games Using Bandit Feedback"],"prefix":"10.1093","volume":"64","author":[{"given":"Anup","family":"Aprem","sequence":"first","affiliation":[{"name":"Machine Learning Research Group, Information Engineering, University of Oxford"}]},{"given":"Stephen","family":"Roberts","sequence":"additional","affiliation":[{"name":"Machine Learning Research Group, Information Engineering, University of Oxford"}]}],"member":"286","published-online":{"date-parts":[[2019,12,5]]},"reference":[{"key":"2021121513290020800_ref1","volume-title":"Auction Theory","author":"Krishna","year":"2009"},{"key":"2021121513290020800_ref2","doi-asserted-by":"crossref","DOI":"10.2307\/j.ctvcm4gh1","volume-title":"Social and Economic Networks","author":"Jackson","year":"2010"},{"key":"2021121513290020800_ref3","volume-title":"A Course in Game Theory","author":"Osborne","year":"1994"},{"key":"2021121513290020800_ref4","doi-asserted-by":"crossref","first-page":"65","DOI":"10.1007\/BF01737559","article-title":"A class of games possessing pure-strategy Nash equilibria","volume":"2","author":"Rosenthal","year":"1973","journal-title":"Int. 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