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Related papers: C-MCTS: Safe Planning with Monte Carlo Tree Search

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We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a…

Machine Learning · Computer Science 2023-05-02 Liangyu Zhang , Yang Peng , Wenhao Yang , Zhihua Zhang

We propose MDP-GapE, a new trajectory-based Monte-Carlo Tree Search algorithm for planning in a Markov Decision Process in which transitions have a finite support. We prove an upper bound on the number of calls to the generative models…

Machine Learning · Computer Science 2020-06-11 Anders Jonsson , Emilie Kaufmann , Pierre Ménard , Omar Darwiche Domingues , Edouard Leurent , Michal Valko

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

Tree search-based methods have made significant progress in enhancing the code generation capabilities of large language models. However, due to the difficulty in effectively evaluating intermediate algorithmic steps and the inability to…

Artificial Intelligence · Computer Science 2025-12-18 Yuanyuan Lin , Xiangyu Ouyang , Teng Zhang , Kaixin Sui

Monte Carlo Tree Search (MCTS) has proven effective in solving decision-making problems in perfect information settings. However, its application to stochastic and imperfect information domains remains limited. This paper extends the…

Machine Learning · Computer Science 2025-02-12 Can Cömer , Jannis Blüml , Cedric Derstroff , Kristian Kersting

Planning in Markov decision processes (MDPs) typically optimises the expected cost. However, optimising the expectation does not consider the risk that for any given run of the MDP, the total cost received may be unacceptably high. An…

Artificial Intelligence · Computer Science 2022-03-11 Marc Rigter , Paul Duckworth , Bruno Lacerda , Nick Hawes

It is common practice to use large computational resources to train neural networks, as is known from many examples, such as reinforcement learning applications. However, while massively parallel computing is often used for training models,…

Artificial Intelligence · Computer Science 2021-04-07 Xiufeng Yang , Tanuj Kr Aasawat , Kazuki Yoshizoe

Monte Carlo Tree Search (MCTS) has shown its strength for a lot of deterministic and stochastic examples, but literature lacks reports of applications to real world industrial processes. Common reasons for this are that there is no…

Artificial Intelligence · Computer Science 2021-08-05 Dorina Weichert , Felix Horchler , Alexander Kister , Marcus Trost , Johannes Hartung , Stefan Risse

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

Autonomous vehicles have to navigate the surrounding environment with partial observability of other objects sharing the road. Sources of uncertainty in autonomous vehicle measurements include sensor fusion errors, limited sensor range due…

Artificial Intelligence · Computer Science 2018-12-05 Mohammad Naghshvar , Ahmed K. Sadek , Auke J. Wiggers

In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent…

Machine Learning · Computer Science 2021-02-03 Mario Zanon , Sébastien Gros , Michele Palladino

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

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

We study an efficient implementation of Multi-Armed Bandit (MAB)-based Monte-Carlo Tree Search (MCTS) for classical planning. One weakness of MCTS is that it spends a significant time deciding which node to expand next. While selecting a…

Artificial Intelligence · Computer Science 2025-11-18 Masataro Asai

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

Large language models (LLMs) have demonstrated remarkable capabilities in code generation and structured reasoning; however, their performance often degrades on complex tasks that require consistent multi-step planning. Recent work has…

Machine Learning · Computer Science 2025-08-11 Fei Xu Yu , Gina Adam , Nathaniel D. Bastian , Tian Lan

In many problem settings, most notably in game playing, an agent receives a possibly delayed reward for its actions. Often, those rewards are handcrafted and not naturally given. Even simple terminal-only rewards, like winning equals 1 and…

Artificial Intelligence · Computer Science 2020-12-09 Tobias Joppen , Johannes Fürnkranz

With the aim of improving performance in Markov Decision Problem in an Off-Policy setting, we suggest taking inspiration from what is done in Offline Reinforcement Learning (RL). In Offline RL, it is a common practice during policy learning…

Artificial Intelligence · Computer Science 2024-10-29 Jérôme Arjonilla , Abdallah Saffidine , Tristan Cazenave

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Monte Carlo tree search (MCTS) has been successful in a variety of domains, but faces challenges with long-horizon exploration when compared to sampling-based motion planning algorithms like Rapidly-Exploring Random Trees. To address these…

Machine Learning · Computer Science 2024-07-09 Liam Schramm , Abdeslam Boularias