Related papers: Dual Monte Carlo Tree Search

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…

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…

Monte Carlo Tree Search (MCTS), which leverages Upper Confidence Bound for Trees (UCTs) to balance exploration and exploitation through randomized sampling, is instrumental to solving complex planning problems. However, for multi-agent…

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…

Neural Architecture Search (NAS) has shown great success in automating the design of neural networks, but the prohibitive amount of computations behind current NAS methods requires further investigations in improving the sample efficiency…

Monte Carlo Tree Search (MCTS) efficiently balances exploration and exploitation in tree search based on count-derived uncertainty. However, these local visit counts ignore a second type of uncertainty induced by the size of the subtree…

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…

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…

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…

Large Language Models (LLM) are increasingly being explored for problem-solving tasks. However, their strategic planning capability is often viewed with skepticism. Recent studies have incorporated the Monte Carlo Tree Search (MCTS)…

Monte Carlo Tree Search (MCTS) is a relatively new sampling method with multiple variants in the literature. They can be applied to a wide variety of challenging domains including board games, video games, and energy-based problems to…

The advent of AlphaGo and its successors marked the beginning of a new paradigm in playing games using artificial intelligence. This was achieved by combining Monte Carlo tree search, a planning procedure, and deep learning. While the…

This paper proposes using a linear function approximator, rather than a deep neural network (DNN), to bias a Monte Carlo tree search (MCTS) player for general games. This is unlikely to match the potential raw playing strength of DNNs, but…

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…

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…

We investigate the impact of supervised prediction models on the strength and efficiency of artificial agents that use the Monte-Carlo Tree Search (MCTS) algorithm to play a popular video game Hearthstone: Heroes of Warcraft. We overview…

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…

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…

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…

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…