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Large Reasoning Models (LRMs) such as OpenAI o1 and DeepSeek-R1 have shown excellent performance in reasoning tasks using long reasoning chains. However, this has also led to a significant increase of computational costs and the generation of verbose output, a phenomenon known as overthinking. The tendency to overthinking is often exacerbated by Reinforcement Learning (RL) algorithms such as GRPO/DAPO. In this paper, we propose BFS-PO, an RL algorithm which alleviates this problem using a Best-First Search exploration strategy. Specifically, BFS-PO looks for the shortest correct answer using a backtracking mechanism based on maximum entropy nodes. By generating progressively shorter responses during training, BFS-PO learns to produce concise reasoning chains. Using different benchmarks and base LRMs, we show that BFS-PO can simultaneously increase the LRM accuracy and shorten its answers.