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We propose a provably correct Monte Carlo tree search (MCTS) algorithm for solving risk-aware Markov decision processes (MDPs) with entropic risk measure (ERM) objectives. We provide a non-asymptotic analysis of our proposed algorithm,…

Machine Learning · Computer Science 2026-02-06 Pedro P. Santos , Jacopo Silvestrin , Alberto Sardinha , Francisco S. Melo

We present a new Monte Carlo Tree Search (MCTS) algorithm to solve the stochastic orienteering problem with chance constraints, i.e., a version of the problem where travel costs are random, and one is assigned a bound on the tolerable…

Robotics · Computer Science 2024-09-06 Stefano Carpin

In this work, we consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of infinite-horizon discounted cost Markov Decision Process (MDP). While…

Machine Learning · Statistics 2020-01-14 Devavrat Shah , Qiaomin Xie , Zhi Xu

The increasing use of autonomous robot systems in hazardous environments underscores the need for efficient search and rescue operations. Despite significant advancements, existing literature on object search often falls short in overcoming…

Robotics · Computer Science 2024-04-08 Matthew Collins , Jared J. Beard , Nicholas Ohi , Yu Gu

Monte Carlo Tree Search (MCTS) has shown its strength for a lot of deterministic and stochastic examples, but literature lacks reports of applications to real world industrial processes. Common reasons for this are that there is no…

Artificial Intelligence · Computer Science 2021-08-05 Dorina Weichert , Felix Horchler , Alexander Kister , Marcus Trost , Johannes Hartung , Stefan Risse

Monte Carlo Tree Search (MCTS), most famously used in game-play artificial intelligence (e.g., the game of Go), is a well-known strategy for constructing approximate solutions to sequential decision problems. Its primary innovation is the…

Optimization and Control · Mathematics 2017-04-21 Daniel R. Jiang , Lina Al-Kanj , Warren B. Powell

Constrained Markov decision processes (CMDPs), in which the agent optimizes expected payoffs while keeping the expected cost below a given threshold, are the leading framework for safe sequential decision making under stochastic…

Artificial Intelligence · Computer Science 2024-12-19 Martin Kurečka , Václav Nevyhoštěný , Petr Novotný , Vít Unčovský

Taking into account future risk is essential for an autonomously operating robot to find online not only the best but also a safe action to execute. In this paper, we build upon the recently introduced formulation of probabilistic…

Artificial Intelligence · Computer Science 2024-11-12 Andrey Zhitnikov , Vadim Indelman

Monte Carlo Tree Search (MCTS) is a powerful approach to designing game-playing bots or solving sequential decision problems. The method relies on intelligent tree search that balances exploration and exploitation. MCTS performs random…

Artificial Intelligence · Computer Science 2023-04-04 Maciej Świechowski , Konrad Godlewski , Bartosz Sawicki , Jacek Mańdziuk

Monte Carlo Tree Search (MCTS) is particularly adapted to domains where the potential actions can be represented as a tree of sequential decisions. For an effective action selection, MCTS performs many simulations to build a reliable tree…

Artificial Intelligence · Computer Science 2018-09-10 Seydou Ba , Takuya Hiraoka , Takashi Onishi , Toru Nakata , Yoshimasa Tsuruoka

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…

Artificial Intelligence · Computer Science 2023-05-09 Gongbo Zhang , Yijie Peng , Yilong Xu

We present Doubly Robust Monte Carlo Tree Search (DR-MCTS), a novel algorithm that integrates Doubly Robust (DR) off-policy estimation into Monte Carlo Tree Search (MCTS) to enhance sample efficiency and decision quality in complex…

Machine Learning · Statistics 2025-02-05 Manqing Liu , Andrew L. Beam

One of the most important AI research questions is to trade off computation versus performance since ``perfect rationality" exists in theory but is impossible to achieve in practice. Recently, Monte-Carlo tree search (MCTS) has attracted…

Artificial Intelligence · Computer Science 2022-10-25 Weirui Ye , Pieter Abbeel , Yang Gao

Leveraging the power of a graph neural network (GNN) with message passing, we present a Monte Carlo Tree Search (MCTS) method to solve stochastic orienteering problems with chance constraints. While adhering to an assigned travel budget the…

Robotics · Computer Science 2025-08-19 Marcos Abel Zuzuárregui , Stefano Carpin

A recent theoretical analysis of a Monte-Carlo tree search (MCTS) method properly modified from the ``upper confidence bound applied to trees" (UCT) algorithm established a surprising result, due to a great deal of empirical successes…

Optimization and Control · Mathematics 2025-02-04 Hyeong Soo Chang

Monte Carlo Tree Search (MCTS) is a powerful algorithm for solving complex decision-making problems. This paper presents an optimized MCTS implementation applied to the FrozenLake environment, a classic reinforcement learning task…

Artificial Intelligence · Computer Science 2024-09-26 Esteban Aldana Guerra

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI)…

Systems and Control · Computer Science 2017-09-01 Pranav Ashok , Krishnendu Chatterjee , Przemyslaw Daca , Jan Křetínský , Tobias Meggendorfer

We present an extension of Monte Carlo Tree Search (MCTS) that strongly increases its efficiency for trees with asymmetry and/or loops. Asymmetric termination of search trees introduces a type of uncertainty for which the standard upper…

Machine Learning · Statistics 2018-05-24 Thomas M. Moerland , Joost Broekens , Aske Plaat , Catholijn M. Jonker

Flexible implementations of Monte Carlo Tree Search (MCTS), combined with domain specific knowledge and hybridization with other search algorithms, can be powerful for finding the solutions to problems in complex planning. We introduce…

Machine Learning · Computer Science 2021-08-24 Larkin Liu , Jun Tao Luo

Monte-Carlo Tree Search (MCTS) is one of the most-widely used methods for planning, and has powered many recent advances in artificial intelligence. In MCTS, one typically performs computations (i.e., simulations) to collect statistics…

Artificial Intelligence · Computer Science 2020-11-20 Eren Sezener , Peter Dayan
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