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Related papers: Artificial intelligence for Bidding Hex

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We present a Spades bidding algorithm that is superior to recreational human players and to publicly available bots. Like in Bridge, the game of Spades is composed of two independent phases, \textit{bidding} and \textit{playing}. This paper…

Artificial Intelligence · Computer Science 2020-02-11 Gal Cohensius , Reshef Meir , Nadav Oved , Roni Stern

We study a method, Extra Chance Generalized Hybrid Monte Carlo, to avoid rejections in the Hybrid Monte Carlo method and related algorithms. In the spirit of delayed rejection, whenever a rejection would occur, extra work is done to find a…

Probability · Mathematics 2014-10-29 Cédric M. Campos , J. M. Sanz-Serna

Understanding bidding behavior in multi-unit auctions remains an ongoing challenge for researchers. Despite their widespread use, theoretical insights into the bidding behavior, revenue ranking, and efficiency of commonly used multi-unit…

Computer Science and Game Theory · Computer Science 2024-08-09 Peyman Khezr , Kendall Taylor

We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…

Computational Finance · Quantitative Finance 2019-03-27 Antoine Jacquier , Emma R. Malone , Mugad Oumgari

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

We propose an algorithm for computing approximate Nash equilibria of partially observable games using Monte-Carlo tree search based on recent bandit methods. We obtain experimental results for the game of phantom tic-tac-toe, showing that…

Computer Science and Game Theory · Computer Science 2011-02-09 David Auger

The AlphaZero algorithm has achieved superhuman performance in two-player, deterministic, zero-sum games where perfect information of the game state is available. This success has been demonstrated in Chess, Shogi, and Go where learning…

Artificial Intelligence · Computer Science 2019-12-10 Nick Petosa , Tucker Balch

We investigate the impact of supervised prediction models on the strength and efficiency of artificial agents that use the Monte-Carlo Tree Search (MCTS) algorithm to play a popular video game Hearthstone: Heroes of Warcraft. We overview…

Artificial Intelligence · Computer Science 2018-08-15 Maciej Świechowski , Tomasz Tajmajer , Andrzej Janusz

We study Monte Carlo tree search (MCTS) in zero-sum extensive-form games with perfect information and simultaneous moves. We present a general template of MCTS algorithms for these games, which can be instantiated by various selection…

Computer Science and Game Theory · Computer Science 2013-12-16 Viliam Lisý , Vojtěch Kovařík , Marc Lanctot , Branislav Bošanský

Recent progress in reinforcement learning (RL) using self-game-play has shown remarkable performance on several board games (e.g., Chess and Go) as well as video games (e.g., Atari games and Dota2). It is plausible to consider that RL,…

Artificial Intelligence · Computer Science 2019-05-10 Ruiyang Xu , Karl Lieberherr

The game of bridge consists of two stages: bidding and playing. While playing is proved to be relatively easy for computer programs, bidding is very challenging. During the bidding stage, each player knowing only his/her own cards needs to…

Artificial Intelligence · Computer Science 2019-03-06 Jiang Rong , Tao Qin , Bo An

Decades of research have been invested in making computer programs for playing games such as Chess and Go. This paper focuses on a new game, Tetris Link, a board game that is still lacking any scientific analysis. Tetris Link has a large…

Artificial Intelligence · Computer Science 2020-04-02 Matthias Muller-Brockhausen , Mike Preuss , Aske Plaat

This paper sets up a methodology for approximately solving optimal investment problems using duality methods combined with Monte Carlo simulations. In particular, we show how to tackle high dimensional problems in incomplete markets, where…

Computational Finance · Quantitative Finance 2013-05-16 L C G Rogers , Pawel Zaczkowski

We propose a class of subspace ascent methods for computing optimal approximate designs that covers both existing as well as new and more efficient algorithms. Within this class of methods, we construct a simple, randomized exchange…

Computation · Statistics 2018-01-18 Radoslav Harman , Lenka Filová , Peter Richtárik

This paper investigates the problems arising in the construction of a program to play the game of contract bridge. These problems include both the difficulty of solving the game's perfect information variant, and techniques needed to…

Artificial Intelligence · Computer Science 2011-06-06 M. L. Ginsberg

In this paper, we consider the online computation of a strategy that aims at optimizing the expected average reward in a Markov decision process. The strategy is computed with a receding horizon and using Monte Carlo tree search (MCTS). We…

Computer Science and Game Theory · Computer Science 2020-07-17 Damien Busatto-Gaston , Debraj Chakraborty , Jean-Francois Raskin

Artificial Intelligence, when amalgamated with games makes the ideal structure for research and advancing the field. Multi-agent games have multiple controls for each agent which generates huge amounts of data while increasing search…

Artificial Intelligence · Computer Science 2021-11-30 Harsh Panwar , Saswata Chatterjee , Wil Dube

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…

Computation · Statistics 2025-12-23 Ravi Prasad

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…

Artificial Intelligence · Computer Science 2023-09-19 Zhang Hong-Peng