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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 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

In recent years, Monte Carlo tree search (MCTS) has achieved widespread adoption within the game community. Its use in conjunction with deep reinforcement learning has produced success stories in many applications. While these approaches…

Artificial Intelligence · Computer Science 2024-04-02 Kimiya Saadat , Richard Zhao

Monte Carlo Tree Search (MCTS) based methods provide promising approaches for generating synthetic data to enhance the self-training of Large Language Model (LLM) based multi-agent systems (MAS). These methods leverage Q-values to estimate…

Computation and Language · Computer Science 2026-04-27 Wentao Shi , Zichun Yu , Fuli Feng , Xiangnan He , Chenyan Xiong

This paper introduces Monte Carlo *-Minimax Search (MCMS), a Monte Carlo search algorithm for turned-based, stochastic, two-player, zero-sum games of perfect information. The algorithm is designed for the class of of densely stochastic…

Computer Science and Game Theory · Computer Science 2013-04-23 Marc Lanctot , Abdallah Saffidine , Joel Veness , Christopher Archibald , Mark H. M. Winands

The Job Shop Scheduling Problem (JSSP) is a well-known optimization problem in manufacturing, where the goal is to determine the optimal sequence of jobs across different machines to minimize a given objective. In this work, we focus on…

Artificial Intelligence · Computer Science 2025-01-31 Laurie Boveroux , Damien Ernst , Quentin Louveaux

Monte Carlo Tree Search (MCTS) has improved the performance of game engines in domains such as Go, Hex, and general game playing. MCTS has been shown to outperform classic alpha-beta search in games where good heuristic evaluations are…

Artificial Intelligence · Computer Science 2014-06-23 Marc Lanctot , Mark H. M. Winands , Tom Pepels , Nathan R. Sturtevant

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…

Artificial Intelligence · Computer Science 2023-11-02 Oleg Szehr

We explore applying the Monte Carlo Tree Search (MCTS) algorithm in a notoriously difficult task: tuning programs for high-performance deep learning and image processing. We build our framework on top of Halide and show that MCTS can…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-29 Ameer Haj-Ali , Hasan Genc , Qijing Huang , William Moses , John Wawrzynek , Krste Asanović , Ion Stoica

Online motion planning is a challenging problem for intelligent robots moving in dense environments with dynamic obstacles, e.g., crowds. In this work, we propose a novel approach for optimal and safe online motion planning with minimal…

Artificial Intelligence · Computer Science 2025-01-17 Lorenzo Bonanni , Daniele Meli , Alberto Castellini , Alessandro Farinelli

There exists a broad class of sequencing problems, for example, in proteins and polymers that can be formulated as a heuristic search algorithm that involve decision making akin to a computer game. AI gaming algorithms such as Monte Carlo…

Soft Condensed Matter · Physics 2020-06-08 Tarak K Patra , Troy D. Loeffler , Subramanian K R S Sankaranarayanan

The ability of a robot to plan complex behaviors with real-time computation, rather than adhering to predesigned or offline-learned routines, alleviates the need for specialized algorithms or training for each problem instance. Monte Carlo…

Robotics · Computer Science 2024-12-17 Benjamin Riviere , John Lathrop , Soon-Jo Chung

Bayesian optimization (BO) is a class of popular methods for expensive black-box optimization, and has been widely applied to many scenarios. However, BO suffers from the curse of dimensionality, and scaling it to high-dimensional problems…

Machine Learning · Computer Science 2022-11-17 Lei Song , Ke Xue , Xiaobin Huang , Chao Qian

In this article we propose a heuristic algorithm to explore search space trees associated with instances of combinatorial optimization problems. The algorithm is based on Monte Carlo tree search, a popular algorithm in game playing that is…

Artificial Intelligence · Computer Science 2022-11-17 Jorik Jooken , Pieter Leyman , Tony Wauters , Patrick De Causmaecker

One-shot neural architecture search (NAS) methods significantly reduce the search cost by considering the whole search space as one network, which only needs to be trained once. However, current methods select each operation independently…

Computer Vision and Pattern Recognition · Computer Science 2021-03-23 Xiu Su , Tao Huang , Yanxi Li , Shan You , Fei Wang , Chen Qian , Changshui Zhang , Chang Xu

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

Probabilistic search algorithms, such as Monte Carlo Tree Search (MCTS), have proven very effective in solving sequential decision-making tasks under uncertainty. However, interpreting asymmetric search trees that incorporate bandit-based…

Human-Computer Interaction · Computer Science 2026-05-21 Siqi Lu , Mirsaleh Bahavarnia , Hiba Baroud , Yixuan Zhang , Hemant Purohit , Ayan Mukhopadhyay

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

This study investigates the combined use of generative grammar rules and Monte Carlo Tree Search (MCTS) for optimizing truss structures. Our approach accommodates intermediate construction stages characteristic of progressive construction…

Computational Engineering, Finance, and Science · Computer Science 2025-04-03 Gabriel Garayalde , Luca Rosafalco , Matteo Torzoni , Alberto Corigliano

Monte Carlo Tree Search (MCTS) is a sampling best-first method to search for optimal decisions. The success of MCTS depends heavily on how the MCTS statistical tree is built and the selection policy plays a fundamental role in this. A…

Artificial Intelligence · Computer Science 2023-02-08 Fred Valdez Ameneyro , Edgar Galvan
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