The invention relates to a method and a system for Monte-Carlo planwring using contextual information and provides a method, a system and a computer program product for choosing actions in a state of a planning problem. The system simulates one or more sequences of actions, state transitions and rewards starting from the current state of the planning problem. During the simulation of performing a given action in a given state, a data record is maintained of observed contextual state information, and observed cumulative reward resulting from the action. The system performs a regression fit on the data records, enabling estimation of expected reward as a function of contextual state. The estimations of expected rewards are used to guide the choice of actions during the simulations. Upon completion of all simulations, the top-level action which obtained highest mean reward during the simulations is recommended to be executed in the current state of the planning problem.
Method And System For Monte-carlo Planning Using Contextual Information