Presentation 2016-03-17
Bayesian Monte-Carlo tree search method and its application to linear constrained nonlinear control problems
Ryo Otsuki, Shin-ichi Maeda, Shin Ishii,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) For the nonlinear dynamics where the state transition is nonlinear with respect to the input, in general, we cannot obtain the analytical solution of the optimal input. One of the popular strategy is to linearize the dynamics. However, there is a possibility to deviate from the global optimal solution. Also, it is difficult to consider the global constraint such as the budget limitation. Thus in order to consider the nonlinearity of the dynamics and constraints, we propose to combine the approximate solution by linearization of the dynamics with Monte-Carlo tree search which searches the promising nodes deeper. This combination is realized by Bayesian inference where the prior distribution reflects the approximate solution by linearization and likelihood function defines what samples are likely observed under the hypothetical solution.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) Monte-Carlo Tree Search / Non-linear dynamics / Linear programming
Paper # IBISML2015-98
Date of Issue 2016-03-10 (IBISML)

Conference Information
Committee IBISML
Conference Date 2016/3/17(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Institute of Statistical Mathematics
Topics (in Japanese) (See Japanese page)
Topics (in English) Statistical Mathematics, Machine Learning, Data Mining, etc.
Chair Takashi Washio(Osaka Univ.)
Vice Chair Kenji Fukumizu(ISM) / Masashi Sugiyama(Tokyo Inst. of Tech.)
Secretary Kenji Fukumizu(ISM) / Masashi Sugiyama(Kyoto Univ.)
Assistant Koji Tsuda(Univ. of Tokyo) / Hisashi Kashima(Kyoto Univ.)

Paper Information
Registration To Technical Committee on Infomation-Based Induction Sciences and Machine Learning
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Bayesian Monte-Carlo tree search method and its application to linear constrained nonlinear control problems
Sub Title (in English)
Keyword(1) Monte-Carlo Tree Search
Keyword(2) Non-linear dynamics
Keyword(3) Linear programming
1st Author's Name Ryo Otsuki
1st Author's Affiliation Kyoto University(Kyoto Univ.)
2nd Author's Name Shin-ichi Maeda
2nd Author's Affiliation Kyoto University(Kyoto Univ.)
3rd Author's Name Shin Ishii
3rd Author's Affiliation Kyoto University(Kyoto Univ.)
Date 2016-03-17
Paper # IBISML2015-98
Volume (vol) vol.115
Number (no) IBISML-511
Page pp.pp.31-38(IBISML),
#Pages 8
Date of Issue 2016-03-10 (IBISML)