True, the specific demonstration of Thrun's that referred to was specific to navigating a terrestrial desert environment, but it was a much more general problem than chess, and had to deal with probabilistic data and uncertainty. The techniques detailed in Thrun's papers easily generalize beyond robotics.
I've had a look, and I don't see anything much that will make the techniques easily generalize to my problems (or any problem that has similar characteristics to mine, such as very large amounts of possibly relevant data). Oh, I am planning to use bayesian techniques. But easy is not how I would characterize the translating of the problem.
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