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Inspired by recent successes of Monte-Carlo tree search (MCTS) in a number of artificial intelligence (AI) application domains, we propose a model-based reinforcement learning (RL) technique that iteratively applies MCTS on batches of…

Artificial Intelligence · Computer Science 2018-05-16 Daniel R. Jiang , Emmanuel Ekwedike , Han Liu

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

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

Policy gradient (PG) methods are a widely used reinforcement learning methodology in many applications such as video games, autonomous driving, and robotics. In spite of its empirical success, a rigorous understanding of the global…

Optimization and Control · Mathematics 2020-06-30 Kaiqing Zhang , Alec Koppel , Hao Zhu , Tamer Başar

Constrained Reinforcement Learning (CRL) addresses sequential decision-making problems where agents are required to achieve goals by maximizing the expected return while meeting domain-specific constraints. In this setting, policy-based…

Machine Learning · Computer Science 2025-06-09 Alessandro Montenegro , Leonardo Cesani , Marco Mussi , Matteo Papini , Alberto Maria Metelli

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

Monte-Carlo planning and Reinforcement Learning (RL) are essential to sequential decision making. The recent AlphaGo and AlphaZero algorithms have shown how to successfully combine these two paradigms in order to solve large scale…

Machine Learning · Computer Science 2021-02-17 Tuan Dam , Carlo D'Eramo , Jan Peters , Joni Pajarinen

Inference-time search algorithms such as Monte-Carlo Tree Search (MCTS) may seem unnecessary when generating natural language text based on state-of-the-art reinforcement learning such as Proximal Policy Optimization (PPO). In this paper,…

Computation and Language · Computer Science 2024-04-03 Jiacheng Liu , Andrew Cohen , Ramakanth Pasunuru , Yejin Choi , Hannaneh Hajishirzi , Asli Celikyilmaz

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

In many risk-aware and multi-objective reinforcement learning settings, the utility of the user is derived from a single execution of a policy. In these settings, making decisions based on the average future returns is not suitable. For…

Artificial Intelligence · Computer Science 2022-12-07 Conor F. Hayes , Mathieu Reymond , Diederik M. Roijers , Enda Howley , Patrick Mannion

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

Standard planners for sequential decision making (including Monte Carlo planning, tree search, dynamic programming, etc.) are constrained by an implicit sequential planning assumption: The order in which a plan is constructed is the same in…

The combination of deep learning and Monte Carlo Tree Search (MCTS) has shown to be effective in various domains, such as board and video games. AlphaGo represented a significant step forward in our ability to learn complex board games, and…

Machine Learning · Computer Science 2021-04-29 Alexandre Borges , Arlindo Oliveira

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

We consider (stochastic) softmax policy gradient (PG) methods for bandits and tabular Markov decision processes (MDPs). While the PG objective is non-concave, recent research has used the objective's smoothness and gradient domination…

Machine Learning · Computer Science 2024-10-01 Michael Lu , Matin Aghaei , Anant Raj , Sharan Vaswani

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

Most methods in reinforcement learning use a Policy Gradient (PG) approach to learn a parametric stochastic policy that maps states to actions. The standard approach is to implement such a mapping via a neural network (NN) whose parameters…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

We introduce MCTS-RAG, a novel approach that enhances the reasoning capabilities of small language models on knowledge-intensive tasks by leveraging retrieval-augmented generation (RAG) to provide relevant context and Monte Carlo Tree…

Computation and Language · Computer Science 2025-10-09 Yunhai Hu , Yilun Zhao , Chen Zhao , Arman Cohan

Probabilistic Computation Tree Logic (PCTL) is frequently used to formally specify control objectives such as probabilistic reachability and safety. In this work, we focus on model checking PCTL specifications statistically on Markov…

Machine Learning · Computer Science 2020-04-23 Yu Wang , Nima Roohi , Matthew West , Mahesh Viswanathan , Geir E. Dullerud

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