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Recently, the seminal algorithms AlphaGo and AlphaZero have started a new era in game learning and deep reinforcement learning. While the achievements of AlphaGo and AlphaZero - playing Go and other complex games at super human level - are…

Machine Learning · Computer Science 2022-09-27 Johannes Scheiermann , Wolfgang Konen

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

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 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…

Machine Learning · Computer Science 2020-07-27 Jean-Bastien Grill , Florent Altché , Yunhao Tang , Thomas Hubert , Michal Valko , Ioannis Antonoglou , Rémi Munos

Sequential decision-making under uncertainty is present in many important problems. Two popular approaches for tackling such problems are reinforcement learning and online search (e.g., Monte Carlo tree search). While the former learns a…

Artificial Intelligence · Computer Science 2024-01-23 Ava Pettet , Yunuo Zhang , Baiting Luo , Kyle Wray , Hendrik Baier , Aron Laszka , Abhishek Dubey , Ayan Mukhopadhyay

We introduce a recursive AlphaZero-style Monte--Carlo tree search algorithm, "RMCTS". The advantage of RMCTS over AlphaZero's MCTS-UCB is speed. In RMCTS, the search tree is explored in a breadth-first manner, so that network inferences…

Artificial Intelligence · Computer Science 2026-01-12 Keith Frankston , Benjamin Howard

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

We introduce an approach aimed at enhancing the reasoning capabilities of Large Language Models (LLMs) through an iterative preference learning process inspired by the successful strategy employed by AlphaZero. Our work leverages Monte…

Artificial Intelligence · Computer Science 2024-06-19 Yuxi Xie , Anirudh Goyal , Wenyue Zheng , Min-Yen Kan , Timothy P. Lillicrap , Kenji Kawaguchi , Michael Shieh

Dynamic resource allocation (DRA) problems are an important class of dynamic stochastic optimization problems that arise in a variety of important real-world applications. DRA problems are notoriously difficult to solve to optimality since…

Optimization and Control · Mathematics 2014-05-22 Dimitris Bertsimas , J. Daniel Griffith , Vishal Gupta , Mykel J. Kochenderfer , Velibor V. Mišić , Robert Moss

In large domains, Monte-Carlo tree search (MCTS) is required to estimate the values of the states as efficiently and accurately as possible. However, the standard update rule in backpropagation assumes a stationary distribution for the…

Machine Learning · Computer Science 2020-01-28 Yueqin Li , Nengli Lim

How resources are deployed to secure critical targets in networks can be modelled by Network Security Games (NSGs). While recent advances in deep learning (DL) provide a powerful approach to dealing with large-scale NSGs, DL methods such as…

Cryptography and Security · Computer Science 2022-01-20 Wanqi Xue , Bo An , Chai Kiat Yeo

Monte Carlo Tree Search (MCTS) algorithms have achieved great success on many challenging benchmarks (e.g., Computer Go). However, they generally require a large number of rollouts, making their applications costly. Furthermore, it is also…

Machine Learning · Computer Science 2020-02-27 Anji Liu , Jianshu Chen , Mingze Yu , Yu Zhai , Xuewen Zhou , Ji Liu

Monte Carlo Tree Search (MCTS) algorithms such as AlphaGo and MuZero have achieved superhuman performance in many challenging tasks. However, the computational complexity of MCTS-based algorithms is influenced by the size of the search…

Artificial Intelligence · Computer Science 2023-10-11 Yangqing Fu , Ming Sun , Buqing Nie , Yue Gao

Making changes to a program to optimize its performance is an unscalable task that relies entirely upon human intuition and experience. In addition, companies operating at large scale are at a stage where no single individual understands…

Machine Learning · Computer Science 2020-05-08 Don M. Dini

This paper proposes a new game-search algorithm, PN-MCTS, which combines Monte-Carlo Tree Search (MCTS) and Proof-Number Search (PNS). These two algorithms have been successfully applied for decision making in a range of domains. We define…

Artificial Intelligence · Computer Science 2024-05-30 Jakub Kowalski , Elliot Doe , Mark H. M. Winands , Daniel Górski , Dennis J. N. J. Soemers

The integration of autonomous vehicles into urban and highway environments necessitates the development of robust and adaptable behavior planning systems. This study presents an innovative approach to address this challenge by utilizing a…

Robotics · Computer Science 2023-10-19 Qianfeng Wen , Zhongyi Gong , Lifeng Zhou , Zhongshun Zhang

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

Monte-Carlo Tree Search (MCTS) typically uses multi-armed bandit (MAB) strategies designed to minimize cumulative regret, such as UCB1, as its selection strategy. However, in the root node of the search tree, it is more sensible to minimize…

Machine Learning · Computer Science 2024-11-12 Dominic Sagers , Mark H. M. Winands , Dennis J. N. J. Soemers

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

Symbolic regression aims to discover concise, interpretable mathematical expressions that satisfy desired objectives, such as fitting data, posing a highly combinatorial optimization problem. While genetic programming has been the dominant…

Machine Learning · Computer Science 2025-09-25 Zhengyao Huang , Daniel Zhengyu Huang , Tiannan Xiao , Dina Ma , Zhenyu Ming , Hao Shi , Yuanhui Wen