Nested Monte Carlo Search (NMCS) has numerous applications, ranging from chemical retrosynthesis to quantum circuit design. We propose a generalization of NMCS that we named Nested Depth Search (NDS), in which a fixed depth search is used during a higher-level playout to generate the states sent to lower-level exploration. We establish the runtime of NDS and provide algorithms to compute the exact probability distribution of sequences generated by NDS. Experiments with the Set Cover problem and the Multiple Sequence Alignment problem show that NDS outperforms NMCS with the same time budget.

αµ is a search algorithm which repairs two defaults of Perfect Information Monte Carlo search: strategy fusion and non locality. In this paper we optimize αµ for the game of Bridge, avoiding useless computations. The proposed optimizations are general and apply to other imperfect information turn-based games. We define multiple optimizations involving Pareto fronts, and show that these optimizations speed up the search. Some of these optimizations are cuts that stop the search at a node, while others keep track of which possible worlds have become redundant, avoiding unnecessary, costly evaluations. We also measure the benefits of parallelizing the double dummy searches at the leaves of the αµ search tree.