Chess on Ice: Curling Tactical Decision-Making via Backward Induction and Deep Reinforcement Learning

Curling is often referred to as "Chess on Ice", owing to the tactical complexity of its decision-making process. Yet unlike chess, curling remains largely underexplored from a machine learning perspective, with prior work confined mainly to statistical approaches. We propose a reinforcement learning framework capable of quantitatively evaluating and comparing tactical options in curling. The game poses several modeling challenges: continuous state and action spaces, stochastic action outcomes reflecting player skill variability, and state transitions that are highly sensitive to small perturbations in the executed action. To address them, we employ the Deep Deterministic Policy Gradient actor-critic algorithm, adapted to exploit the finite-horizon structure of the game. Our experiments show that effective curling strategies can be acquired in a fully self-supervised manner, without any human-annotated data: on a reduced four-rock variant, the learned agent matches a hand-crafted expert heuristic in a regime where that heuristic is close to optimal, a parity we quantify against the intrinsic hammer advantage of the variant. Beyond the resulting policy, the learned critic provides a dense value estimate over the entire continuous action space, enabling the quantitative comparison of tactical alternatives for applications such as post-game performance analysis and decision support during athlete preparation.

The Greedy Advantage in Finite-Horizon Bandits

Organizations increasingly rely on sequential experimentation to improve decision-making. While the multi-armed bandit literature has developed algorithms with strong asymptotic regret guarantees, many practical applications operate over finite and externally imposed horizons. Motivated by the finite-horizon setting, we develop a class of regularized greedy algorithms for multi-armed Bernoulli bandits. We derive the first finite-horizon regret envelopes for regularized greedy bandits, showing that finite-horizon regret decomposes into transient exploration costs and a suboptimal convergence term that decays exponentially with the regularization strength. This characterization yields principled calibration rules for the regularization parameters and, as a limiting case, sharper regret guarantees for the classical greedy policy. Across extensive numerical experiments, calibrated regularized greedy policies consistently match or outperform state-of-the-art algorithms. These results suggest that regularized greedy policies can provide an effective approach for finite-horizon bandit problems.

Theoretical Foundations of $\max$@$k$ Reinforcement Learning

Reinforcement Learning is a cornerstone technique for modern large reasoning models. Usually, for difficult tasks such as code generation and theorem proving, the agent is evaluated by generating $K$ responses rather than sampling a single response, and performance is then measured using a retry-aware metric such as $\max$@$k$. Despite their practical importance, the theoretical foundations of learning under such criteria remain limited. In this work, we provide a theoretical study of the $\max$@$k$ learning problem in finite-horizon reinforcement learning. We show that optimizing the $\max$@$k$ objectives is fundamentally different from standard expected-return maximization. In particular, we prove that Markovian policies are in general insufficient, identify a compact state augmentation that restores optimality, and explicitly characterize the performance gap that can arise between history-dependent and non-history-dependent policies. Moreover, we show that learning $\max$@$k$-optimal policies is statistically harder than standard reinforcement learning and provide an efficient algorithm that achieves the optimal sample complexity rate.