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math.OC2024
On the Convergence Rate of MCTS for the Optimal Value Estimation in Markov Decision Processes
Hyeong Soo Chang
A recent theoretical analysis of a Monte-Carlo tree search (MCTS) method properly modified from the ``upper confidence bound applied to trees" (UCT) algorithm established a surpris…
math.OC2024
Top Feasible-Arm Subset Identification in Constrained Multi-Armed Bandit with Limited Budget
Hyeong Soo Chang
We present an algorithm, "constrained successive accept or reject (CSAR)," for the problem of identifying the subset of top feasible-arms from a given finite set of arms with the l…