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This paper introduces the MCTS algorithm to the financial world and focuses on solving significant multi-period financial planning models by combining a Monte Carlo Tree Search algorithm with a deep neural network. The MCTS provides an…

Computational Finance · Quantitative Finance 2022-05-19 Afşar Onat Aydınhan , Xiaoyue Li , John M. Mulvey

Monte Carlo tree search (MCTS) is one of the most capable online search algorithms for sequential planning tasks, with significant applications in areas such as resource allocation and transit planning. Despite its strong performance in…

Artificial Intelligence · Computer Science 2024-10-31 Ziyan An , Hendrik Baier , Abhishek Dubey , Ayan Mukhopadhyay , Meiyi Ma

Planning problems are among the most important and well-studied problems in artificial intelligence. They are most typically solved by tree search algorithms that simulate ahead into the future, evaluate future states, and back-up those…

Artificial Intelligence · Computer Science 2018-07-18 Arthur Guez , Théophane Weber , Ioannis Antonoglou , Karen Simonyan , Oriol Vinyals , Daan Wierstra , Rémi Munos , David Silver

Monte Carlo Tree Search (MCTS) is a widely used approach for policy improvement through search with increasing popularity for real world applications. Due to the sequential and deterministic nature of its search, runtime-scaling of MCTS…

Machine Learning · Computer Science 2026-05-22 Yaniv Oren , Viliam Vadocz , Joery A. de Vries , Wendelin Böhmer , Matthijs T. J. Spaan , Hendrik Baier

We propose a novel Parallel Monte Carlo tree search with Batched Simulations (PMBS) algorithm for accelerating long-horizon, episodic robotic planning tasks. Monte Carlo tree search (MCTS) is an effective heuristic search algorithm for…

Robotics · Computer Science 2022-07-15 Baichuan Huang , Abdeslam Boularias , Jingjin Yu

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 an effective test-time compute scaling (TTCS) method for improving the reasoning performance of large language models, but its highly variable execution time leads to severe long-tail latency in practice.…

Artificial Intelligence · Computer Science 2026-04-02 Hongbeen Kim , Juhyun Lee , Sanghyeon Lee , Kwanghoon Choi , Jaehyuk Huh

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

We explore how a general AI algorithm can be used for 3D scene understanding to reduce the need for training data. More exactly, we propose a modification of the Monte Carlo Tree Search (MCTS) algorithm to retrieve objects and room layouts…

Computer Vision and Pattern Recognition · Computer Science 2021-05-06 Shreyas Hampali , Sinisa Stekovic , Sayan Deb Sarkar , Chetan Srinivasa Kumar , Friedrich Fraundorfer , Vincent Lepetit

Beam search is the go-to method for decoding auto-regressive machine translation models. While it yields consistent improvements in terms of BLEU, it is only concerned with finding outputs with high model likelihood, and is thus agnostic to…

In this study, we explore the efficiency of the Monte Carlo Tree Search (MCTS), a prominent decision-making algorithm renowned for its effectiveness in complex decision environments, contingent upon the volume of simulations conducted.…

Artificial Intelligence · Computer Science 2024-03-19 Ye Zhang , Mengran Zhu , Kailin Gui , Jiayue Yu , Yong Hao , Haozhan Sun

Popular Monte-Carlo tree search (MCTS) algorithms for online planning, such as epsilon-greedy tree search and UCT, aim at rapidly identifying a reasonably good action, but provide rather poor worst-case guarantees on performance improvement…

Artificial Intelligence · Computer Science 2013-09-27 Zohar Feldman , Carmel Domshlak

This article presents MCTS-BN, an adaptation of the Monte Carlo Tree Search (MCTS) algorithm for the structural learning of Bayesian Networks (BNs). Initially designed for game tree exploration, MCTS has been repurposed to address the…

Machine Learning · Computer Science 2025-02-04 Jorge D. Laborda , Pablo Torrijos , José M. Puerta , José A. Gámez

We propose Monte Carlo Permutation Search (MCPS), a general-purpose Monte Carlo Tree Search (MCTS) algorithm that improves upon the GRAVE algorithm. MCPS is relevant when deep reinforcement learning is not an option or when the computing…

Machine Learning · Computer Science 2026-05-27 Tristan Cazenave

Monte Carlo Tree Search (MCTS) methods have achieved great success in many Artificial Intelligence (AI) benchmarks. The in-tree operations become a critical performance bottleneck in realizing parallel MCTS on CPUs. In this work, we develop…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-25 Yuan Meng , Rajgopal Kannan , Viktor Prasanna

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

This work presents the first study of using the popular Monte Carlo Tree Search (MCTS) method combined with dedicated heuristics for solving the Weighted Vertex Coloring Problem. Starting with the basic MCTS algorithm, we gradually…

Machine Learning · Computer Science 2022-04-08 Cyril Grelier , Olivier Goudet , Jin-Kao Hao

Monte Carlo Tree Search (MCTS) is an immensely popular search-based framework used for decision making. It is traditionally applied to domains where a perfect simulation model of the environment is available. We study and improve MCTS in…

Artificial Intelligence · Computer Science 2024-05-24 Farnaz Kohankhaki , Kiarash Aghakasiri , Hongming Zhang , Ting-Han Wei , Chao Gao , Martin Müller

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

In this paper, we present a new algorithm for parallel Monte Carlo tree search (MCTS). It is based on the pipeline pattern and allows flexible management of the control flow of the operations in parallel MCTS. The pipeline pattern provides…

Artificial Intelligence · Computer Science 2017-04-04 S. Ali Mirsoleimani , Aske Plaat , Jaap van den Herik , Jos Vermaseren
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