Simulation-Based Algorithms for Markov Decision Processes: Monte Carlo Tree Search from AlphaGo to AlphaZero
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DOI: 10.1142/S0217595919400098
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- Hyeong Soo Chang & Michael C. Fu & Jiaqiao Hu & Steven I. Marcus, 2005. "An Adaptive Sampling Algorithm for Solving Markov Decision Processes," Operations Research, INFORMS, vol. 53(1), pages 126-139, February.
- Mark Broadie & Paul Glasserman, 1996. "Estimating Security Price Derivatives Using Simulation," Management Science, INFORMS, vol. 42(2), pages 269-285, February.
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Keywords
Monte Carlo tree search; Monte Carlo simulation; Markov decision processes; AlphaGo; AlphaZero; deep learning; machine learning; neural networks; artificial intelligence;All these keywords.
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