Related papers: How to Combine Tree-Search Methods in Reinforcemen…
The construction of approximate replication strategies for pricing and hedging of derivative contracts in incomplete markets is a key problem of financial engineering. Recently Reinforcement Learning algorithms for hedging under realistic…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy…
We propose a planning-based method to teach an agent to manage portfolio from scratch. Our approach combines deep reinforcement learning techniques with search techniques like AlphaGo. By uniting the advantages in A* search algorithm with…
Some of the most powerful reinforcement learning frameworks use planning for action selection. Interestingly, their planning horizon is either fixed or determined arbitrarily by the state visitation history. Here, we expand beyond the naive…
A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…
Search missions require motion planning and navigation methods for information gathering that continuously replan based on new observations of the robot's surroundings. Current methods for information gathering, such as Monte Carlo Tree…
Recent research suggests that tree search algorithms (e.g. Monte Carlo Tree Search) can dramatically boost LLM performance on complex mathematical reasoning tasks. However, they often require more than 10 times the computational resources…
Gradient-based methods are often used for policy optimization in deep reinforcement learning, despite being vulnerable to local optima and saddle points. Although gradient-free methods (e.g., genetic algorithms or evolution strategies) help…
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…
Tactical decision making for autonomous driving is challenging due to the diversity of environments, the uncertainty in the sensor information, and the complex interaction with other road users. This paper introduces a general framework for…
Recent advances in reinforcement learning (RL) have significantly enhanced the agentic capabilities of large language models (LLMs). In long-term and multi-turn agent tasks, existing approaches driven solely by outcome rewards often suffer…
We consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of finite-horizon Markov decision process. We propose a dynamic sampling tree policy that…
The combination of Monte-Carlo tree search (MCTS) with deep reinforcement learning has led to significant advances in artificial intelligence. However, AlphaZero, the current state-of-the-art MCTS algorithm, still relies on handcrafted…
Monte Carlo Tree Search is a popular method for solving decision making problems. Faster implementations allow for more simulations within the same wall clock time, directly improving search performance. To this end, we present an…
Consensus maximization is widely used for robust fitting in computer vision. However, solving it exactly, i.e., finding the globally optimal solution, is intractable. A* tree search, which has been shown to be fixed-parameter tractable, is…
Classical policy gradient (PG) methods in reinforcement learning frequently converge to suboptimal local optima, a challenge exacerbated in large or complex environments. This work investigates Policy Gradient with Tree Search (PGTS), an…
In this paper, we address a method that integrates reinforcement learning into the Monte Carlo tree search to boost online path planning under fully observable environments for automated parking tasks. Sampling-based planning methods under…
Policy tree search is a family of tree search algorithms that use a policy to guide the search. These algorithms provide guarantees on the number of expansions required to solve a given problem that are based on the quality of the policy.…
The AlphaZero algorithm has been successfully applied in a range of discrete domains, most notably board games. It utilizes a neural network, that learns a value and policy function to guide the exploration in a Monte-Carlo Tree Search.…
Inspired by recent successes of Monte-Carlo tree search (MCTS) in a number of artificial intelligence (AI) application domains, we propose a model-based reinforcement learning (RL) technique that iteratively applies MCTS on batches of…