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This work investigates Monte-Carlo planning for agents in stochastic environments, with multiple objectives. We propose the Convex Hull Monte-Carlo Tree-Search (CHMCTS) framework, which builds upon Trial Based Heuristic Tree Search and…

Artificial Intelligence · Computer Science 2020-03-24 Michael Painter , Bruno Lacerda , Nick Hawes

The large-scale multiobjective optimization problem (LSMOP) is characterized by simultaneously optimizing multiple conflicting objectives and involving hundreds of decision variables. Many real-world applications in engineering fields can…

Neural and Evolutionary Computing · Computer Science 2023-04-17 Haokai Hong , Min Jiang , Gary G. Yen

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

Offline reinforcement-learning (RL) algorithms learn to make decisions using a given, fixed training dataset without online data collection. This problem setting is captivating because it holds the promise of utilizing previously collected…

Machine Learning · Computer Science 2022-12-07 Dan Elbaz , Gal Novik , Oren Salzman

Monte Carlo Tree Search (MCTS) algorithms perform simulation-based search to improve policies online. During search, the simulation policy is adapted to explore the most promising lines of play. MCTS has been used by state-of-the-art…

Machine Learning · Computer Science 2019-04-09 Thomas Anthony , Robert Nishihara , Philipp Moritz , Tim Salimans , John Schulman

Planning under resource constraints is central to real-world decision making, yet most large language model (LLM) planners assume uniform action costs. We systematically analyze whether tree-search LLM planners are cost-aware and whether…

Artificial Intelligence · Computer Science 2026-01-13 Zihao Zhang , Hui Wei , Kenan Jiang , Shijia Pan , Shu Kai , Fei Liu

Non-prehensile multi-object rearrangement is a robotic task of planning feasible paths and transferring multiple objects to their predefined target poses without grasping. It needs to consider how each object reaches the target and the…

Robotics · Computer Science 2021-09-21 Fan Bai , Fei Meng , Jianbang Liu , Jiankun Wang , Max Q. -H. Meng

Sequential decision-making under cost-sensitive tasks is prohibitively daunting, especially for the problem that has a significant impact on people's daily lives, such as malaria control, treatment recommendation. The main challenge faced…

Machine Learning · Computer Science 2021-05-06 Lixin Zou , Long Xia , Linfang Hou , Xiangyu Zhao , Dawei Yin

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

This paper introduces the Constrained Monte Carlo Tree Search (CMCTS) framework to enhance the mathematical reasoning capabilities of Large Language Models (LLM). By incorporating a constrained action space, Process Reward Model (PRM), and…

Computation and Language · Computer Science 2025-06-17 Qingwen Lin , Boyan Xu , Guimin Hu , Zijian Li , Zhifeng Hao , Keli Zhang , Ruichu Cai

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

Monte Carlo tree search (MCTS) is extremely popular in computer Go which determines each action by enormous simulations in a broad and deep search tree. However, human experts select most actions by pattern analysis and careful evaluation…

Artificial Intelligence · Computer Science 2017-06-14 Jinzhuo Wang , Wenmin Wang , Ronggang Wang , Wen Gao

To plan safely in uncertain environments, agents must balance utility with safety constraints. Safe planning problems can be modeled as a chance-constrained partially observable Markov decision process (CC-POMDP) and solutions often use…

Artificial Intelligence · Computer Science 2024-05-02 Robert J. Moss , Arec Jamgochian , Johannes Fischer , Anthony Corso , Mykel J. Kochenderfer

In Reinforcement Learning (RL), an agent acts in an unknown environment to maximize the expected cumulative discounted sum of an external reward signal, i.e., the expected return. In practice, in many tasks of interest, such as policy…

Machine Learning · Computer Science 2023-05-09 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

Recent methodologies in LLM self-training mostly rely on LLM generating responses and filtering those with correct output answers as training data. This approach often yields a low-quality fine-tuning training set (e.g., incorrect plans or…

Computation and Language · Computer Science 2024-11-19 Dan Zhang , Sining Zhoubian , Ziniu Hu , Yisong Yue , Yuxiao Dong , Jie Tang

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

The formulaic alphas are mathematical formulas that transform raw stock data into indicated signals. In the industry, a collection of formulaic alphas is combined to enhance modeling accuracy. Existing alpha mining only employs the neural…

Computational Finance · Quantitative Finance 2024-03-01 Tao Ren , Ruihan Zhou , Jinyang Jiang , Jiafeng Liang , Qinghao Wang , Yijie Peng

Large language models (LLMs) demonstrate impressive language understanding and contextual learning abilities, making them suitable for natural language processing (NLP) tasks and complex mathematical reasoning. However, when applied to…

Artificial Intelligence · Computer Science 2023-09-13 Haotian Xu

General Video Game Playing (GVGP) is a field of Artificial Intelligence where agents play a variety of real-time video games that are unknown in advance. This limits the use of domain-specific heuristics. Monte-Carlo Tree Search (MCTS) is a…

Artificial Intelligence · Computer Science 2024-07-04 Dennis J. N. J. Soemers , Chiara F. Sironi , Torsten Schuster , Mark H. M. Winands

Bayesian optimization (BO) is a popular method for computationally expensive black-box optimization. However, traditional BO methods need to solve new problems from scratch, leading to slow convergence. Recent studies try to extend BO to a…

Machine Learning · Computer Science 2024-12-11 Shukuan Wang , Ke Xue , Lei Song , Xiaobin Huang , Chao Qian